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Equity market volatility and expected risk premium

Chen, Long (contributor); Guo, Hui (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003739618

Value versus growth : time-varying expected stock returns

Gulen, Huseyin (contributor); Xing, Yuhang (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003783889

Value versus growth : time-varying expected stock returns

Gulen, Huseyin; Xing, Yuhang; Zhang, Lu - 2010

Persistent link: https://www.econbiz.de/10003969016

Financially constrained stock returns

Livdan, Dmitry; Sapriza, Horacio; Zhang, Lu - 2006

Persistent link: https://www.econbiz.de/10003384284

Financially constrained stock returns

Livdan, Dmitry; Sapriza, Horacio; Zhang, Lu - In: The journal of finance : the journal of the American … 64 (2009) 4, pp. 1827-1862

Persistent link: https://www.econbiz.de/10003874459

A neoclassical interpretation of momentum

Xiaolei Lui, Laura; Zhang, Lu - In: Journal of monetary economics 67 (2014), pp. 109-128

Persistent link: https://www.econbiz.de/10010510918

Exploring asset pricing anomalies

Zhang, Lu - In: NBER reporter online (2014) 1, pp. 17-19

Persistent link: https://www.econbiz.de/10011368742

Financially constrained stock returns

Livdan, Dmitry (contributor); Sapriza, Horacio (contributor) - 2006

Persistent link: https://www.econbiz.de/10003746308

Momentum profits and macroeconomic risk

Liu, Laura Xiaolei; Warner, Jerold B.; Zhang, Lu - 2005

Persistent link: https://www.econbiz.de/10003020819

The Value Spread as a Predictor of Returns

Liu, Naiping - 2005

Recent studies have used the value spread to predict aggregate stock returns to construct cash-flow betas that appear to explain the size and value anomalies. We show that two related variables, the book-to-market spread (the book-to-market of value stocks minus that of growth stocks) and the...

Persistent link: https://www.econbiz.de/10012784621