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person:"Zhang, Lu"
~subject:"Arbitrage constraints"
~subject:"Finanzanalyse"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Arbitrage constraints
Finanzanalyse
Schätzung
Capital income
40
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40
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13
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10
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10
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7
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Zhang, Lu
Gupta, Rangan
74
Zaremba, Adam
60
Pierdzioch, Christian
34
McMillan, David G.
33
Wohar, Mark E.
31
Bollerslev, Tim
28
Bohl, Martin T.
25
Rycx, François
24
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23
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22
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21
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21
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21
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20
Bali, Turan G.
19
Wang, Yudong
19
Bouri, Elie
18
Cakici, Nusret
18
Tiwari, Aviral Kumar
18
Fitzenberger, Bernd
17
Hanushek, Eric Alan
17
Ma, Feng
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17
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17
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16
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16
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16
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15
Chiang, Thomas C.
15
Guo, Hui
15
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15
Balcilar, Mehmet
14
Engle, Robert F.
14
Long, Huaigang
14
Tauchen, George Eugene
14
Wiederhold, Simon
14
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13
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Working paper / National Bureau of Economic Research, Inc.
2
Journal of financial markets
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Ross School of Business working paper series
1
The North American journal of economics and finance : a journal of theory and practice
1
The review of financial studies
1
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ECONIS (ZBW)
7
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1
Expected returns, yield spreads, and asset pricing tests
Campbello, Murillo
;
Chen, Long
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10002823463
Saved in:
2
The value spread as a predictor of returns
Liu, Naiping
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10002823542
Saved in:
3
Is the value spread a useful predictor of returns?
Liu, Naiping
(
contributor
);
Zhang, Lu
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003746210
Saved in:
4
Expected returns, yield spreads, and asset pricing tests
Campello, Murillo
;
Chen, Long
;
Zhang, Lu
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
Saved in:
5
Is the value spread a useful predictor of returns?
Liu, Naiping
;
Zhang, Lu
- In:
Journal of financial markets
11
(
2008
)
3
,
pp. 199-227
Persistent link: https://www.econbiz.de/10003751577
Saved in:
6
Risk-neutral skewness and stock market returns : a time-series analysis
Li, Xiaowei
;
Wu, Zhengyu
;
Zhang, Hao
;
Zhang, Lu
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014491948
Saved in:
7
The economics of security analysis
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 164-186
Persistent link: https://www.econbiz.de/10014469937
Saved in:
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