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The value premium
Zhang, Lu - In: The journal of finance : the journal of the American … 60 (2005) 1, pp. 67-103
Persistent link: https://www.econbiz.de/10002645600
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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
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Expected returns, yield spreads, and asset pricing tests
Campbello, Murillo; Chen, Long; Zhang, Lu - 2005
Persistent link: https://www.econbiz.de/10002823463
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Do time-varying risk premiums explain labor market performance?
Chen, Long; Zhang, Lu - In: Journal of financial economics 99 (2011) 2, pp. 385-399
Persistent link: https://www.econbiz.de/10009242342
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The stock market and aggregate employment
Chen, Long; Zhang, Lu - 2009
Persistent link: https://www.econbiz.de/10003875812
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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
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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
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Searching for the equity premium
Bai, Hang; Zhang, Lu - 2020
Labor market frictions are crucial for the equity premium in production economies. A dynamic stochastic general equilibrium model with recursive utility, search frictions, and capital accumulation yields a high equity premium of 4.26% per annum, a stock market volatility of 11.8%, and a low...
Persistent link: https://www.econbiz.de/10012301454
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COVID-19 and commodity pricing premium : evidence from the Chinese market
Zhang, Lu; Hsieh, Pei-lin; Chen, Haiqiang - In: Finance research letters 58 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014582206
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Searching for the Equity Premium
Bai, Hang - 2020
Labor market frictions are crucial for the equity premium in production economies. A dynamic stochastic general equilibrium model with recursive utility, search frictions, and capital accumulation yields a high equity premium of 4.26% per annum, a stock market volatility of 11.8%, and a low...
Persistent link: https://www.econbiz.de/10012482221