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Does media coverage of stocks affect mutual funds' trading and performance?

Fang, Lily Hua; Peress, Joël; Lu, Zheng - In: The review of financial studies 27 (2014) 12, pp. 3441-3466

Persistent link: https://www.econbiz.de/10010530809

Media coverage and the cross-section of stock returns

Fang, Lily Hua; Peress, Joël - In: The journal of finance : the journal of the American … 64 (2009) 5, pp. 2023-2052

Persistent link: https://www.econbiz.de/10003899585

Is money smart? : A study of mutual fund investors' fund selection ability

Lu, Zheng - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 901-933

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Are investors moonstruck? : Lunar phases and stock returns

Yuan, Kathy; Lu, Zheng; Zhu, Qiaoqiao - In: Journal of empirical finance 13 (2006) 1, pp. 1-23

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Institutional trading and stock returns

Cai, Fang; Lu, Zheng - In: Finance research letters 1 (2004) 3, pp. 178-189

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Investor flows and stock market returns

Boyer, Brian H.; Lu, Zheng - In: Journal of empirical finance 16 (2009) 1, pp. 87-100

Persistent link: https://www.econbiz.de/10003800221

Only winners in tough times repeat : hedge fund performance persistence over different market conditions

Sun, Zheng; Wang, Ashley W.; Lu, Zheng - 2016 - This draft: March 2016

We provide novel evidence that hedge fund performance is persistent following weak hedge fund markets, but is not persistent following strong markets. Specifically, we construct two performance measures, DownsideReturns and UpsideReturns, conditioned on the level of overall hedge fund sector...

Persistent link: https://www.econbiz.de/10011500226

Tax-loss selling and the January effect : evidence from muncipal bond closed-end funds

Starks, Laura T.; Yong, Li; Lu, Zheng - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 3049-3067

Persistent link: https://www.econbiz.de/10003398546

Friend or foe : on a common shareholder relationship between mutual funds and public companies

Lin, Shu; Tian, Shu; Lu, Zheng - In: Journal of financial markets 58 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013254043

Active fundamental performance

Jiang, Hao; Lu, Zheng - In: The review of financial studies 31 (2018) 12, pp. 4688-4719

Persistent link: https://www.econbiz.de/10012005216