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person:"Zhang, Lu"
~subject:"Behavioural finance"
~subject:"Capital requirements"
~subject:"Kapitaleinkommen"
~subject:"Stock market"
~type:"article"
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Zhang, Lu
Gupta, Rangan
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59
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27
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27
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Journal of political economy
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1
International journal of managerial finance : IJMF
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ECONIS (ZBW)
15
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1
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:
2
Investment-based expected stock returns
Liu, Laura Xiaolei
;
Whited, Toni Marion
;
Zhang, Lu
- In:
Journal of political economy
117
(
2009
)
6
,
pp. 1105-1139
Persistent link: https://www.econbiz.de/10003936687
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
6
Do anomalies exist ex ante?
Tang, Yue
;
Wu, Jin
;
Zhang, Lu
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
3
,
pp. 843-875
Persistent link: https://www.econbiz.de/10010396073
Saved in:
7
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:
8
Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.
;
Zeng, Qi
;
Zhang, Lu
- In:
Journal of economic dynamics & control
28
(
2004
)
10
,
pp. 1925-1954
Persistent link: https://www.econbiz.de/10002099538
Saved in:
9
Is value riskier than growth?
Petkova, Ralitsa
;
Zhang, Lu
- In:
Journal of financial economics
78
(
2005
)
1
,
pp. 187-202
Persistent link: https://www.econbiz.de/10003127880
Saved in:
10
Equilibrium cross section of returns
Gomes Neto, João Batista F.
;
Kogan, Leonid
;
Zhang, Lu
- In:
Journal of political economy
111
(
2003
)
4
,
pp. 693-732
Persistent link: https://www.econbiz.de/10001786306
Saved in:
1
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