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Do anomalies exist ex ante?
Wu, Jin; Zhang, Lu - 2010
Persistent link: https://www.econbiz.de/10003966361
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A comparison of new factor models
Hou, Kewei; Xue, Chen; Zhang, Lu - 2014
Persistent link: https://www.econbiz.de/10010442479
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Value versus growth : time-varying expected stock returns
Gulen, Huseyin; Xing, Yuhang; Zhang, Lu - 2010
Persistent link: https://www.econbiz.de/10003969016
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Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2014
Persistent link: https://www.econbiz.de/10010467583