NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Lu Zhang

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers

July 2013Unemployment Crises
with Nicolas Petrosky-Nadeau: w19207
Solving the DMP Model Accurately
with Nicolas Petrosky-Nadeau: w19208
October 2012Digesting Anomalies: An Investment Approach
with Kewei Hou, Chen Xue: w18435
January 2012An Equilibrium Asset Pricing Model with Labor Market Search
with Lars-Alexander Kuehn, Nicolas Petrosky-Nadeau: w17742
August 2011Covariances versus Characteristics in General Equilibrium
with Xiaoji Lin: w17285
January 2011A Model of Momentum
with Laura Xiaolei Liu: w16747
September 2010Cross-sectional Tobin's Q
with Frederico Belo, Chen Xue: w16336
May 2010Value versus Growth: Time-Varying Expected Stock Returns
with Huseyin Gulen, Yuhang Xing: w15993
April 2010Does Risk Explain Anomalies? Evidence from Expected Return Estimates
with Jin Ginger Wu: w15950
August 2009The stock market and aggregate employment
with Long Chen: w15219
September 2008Costly External Finance: Implications for Capital Markets Anomalies
with Dongmei Li: w14342
October 2007Understanding the Accrual Anomaly
with Jin Ginger Wu, X. Frank Zhang: w13525
July 2007Neoclassical Factors
with Long Chen: w13282
April 2007Regularities
with Laura X. L. Liu, Toni Whited: w13024
October 2006Financially Constrained Stock Returns
with Dmitry Livdan, Horacio Sapriza: w12555
May 2006The Expected Value Premium
with Long Chen, Ralitsa Petkova: w12183
February 2006Optimal Market Timing
with Erica X. N. Li, Dmitry Livdan: w12014
July 2005Momentum Profits and Macroeconomic Risk
with Laura X.L. Liu, Jerold B. Warner: w11480
Investment-Based Underperformance Following Seasoned Equity Offerings
with Evgeny Lyandres, Le Sun: w11459
May 2005Anomalies
w11322
Expected Returns, Yield Spreads, and Asset Pricing Tests
with Murillo Campello, Long Chen: w11323
The Value Spread as a Predictor of Returns
with Naiping Lu: w11326
December 2002Asset Prices and Business Cycles with Costly External Finance
with Joao Gomes, Amir Yaron: w9364
Asset Pricing Implications of Firms' Financing Constraints
with Joao Gomes, Amir Yaron: w9365

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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