Similar Search Results

Exploring asset pricing anomalies

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

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

Neoclassical factors

Zhang, Lu (contributor); Chen, Long (contributor) - 2008 - Rev.

Persistent link: https://www.econbiz.de/10003744672

The new issues puzzle : testing the investment-based explanation

Lyandres, Evgeny (contributor); Sun, Le (contributor); … - 2006 - Rev.

Persistent link: https://www.econbiz.de/10003784886

The expected value premium

Chen, Long; Petkova, Ralitsa; Zhang, Lu - 2006

Persistent link: https://www.econbiz.de/10003321567

The new issues puzzle : testing the investment-based explanation

Lyandres, Evgeny; Sun, Le; Zhang, Lu - In: The review of financial studies 21 (2008) 6, pp. 2825-2855

Persistent link: https://www.econbiz.de/10003805147

Does risk explain anomalies? : evidence from expected return estimates

Wu, Jin; Zhang, Lu - 2010

Persistent link: https://www.econbiz.de/10008702806

Neoclassical factors

Chen, Long; Zhang, Lu - 2007

The cross section of returns can largely be summarized by the market factor and mimicking portfolios based on investment-to-assets and earnings-to-assets motivated from neoclassical reasoning. The neoclassical three-factor model can capture average return variations related to momentum and...

Persistent link: https://www.econbiz.de/10003512567

Do anomalies exist ex ante?

Wu, Jin; Zhang, Lu - 2010

Persistent link: https://www.econbiz.de/10003966361

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

Digesting anomalies : an investment approach

Hou, Kewei; Xue, Chen; Zhang, Lu - In: The review of financial studies 28 (2015) 3, pp. 650-715

Persistent link: https://www.econbiz.de/10011337567