Author

Lu Zhang

Professor of Finance, The Ohio State University - Cited by 14,325 - Finance

Biography

Lu Zhang, belonging to Department of Pathology and Lab Medicine, College of Medicine, University of Cincinnati, Cincinnati, OH 45267-0529, USA. Interested in the field of Muscular progenitors; Duchenne muscular dystrophy.
Title
Cited by
Year
Digesting anomalies: An investment approach
K Hou, C Xue, L ZhangThe Review of Financial Studies 28 (3), 650-705, 20153095201
2015
The value premium
L ZhangThe Journal of Finance 60 (1), 67-103, 2005200
2005
Replicating anomalies
K Hou, C Xue, L ZhangThe Review of financial studies 33 (5), 2019-2133, 2020202
2020
Equilibrium cross section of returns
J Gomes, L Kogan, L ZhangJournal of Political Economy 111 (4), 693-732, 2003200
993
2003
Is value riskier than growth?
R Petkova, L ZhangJournal of Financial Economics 78 (1), 187-202, 2005200
877
2005
The new issues puzzle: testing the investment-based explanation
E Lyandres, L Sun, L ZhangReview of Financial Studies 21 (6), 2825-2855, 2008200
610
2008
Momentum profits, factor pricing, and macroeconomic risk
LX Liu, L ZhangReview of Financial Studies 21 (6), 2417-2448, 2008200
590
2008
Investment‐Based Expected Stock Returns
LX Liu, TM Whited, L ZhangJournal of Political Economy 117 (6), 1105-1139, 2009200
580
2009
Which factors?
K Hou, H Mo, C Xue, L ZhangReview of Finance 23 (1), 1-35, 2019441201
441
2019
Anomalies
EXN Li, D Livdan, L ZhangReview of Financial Studies 22 (11), 4301-4334, 2009420200
420
2009
Financially constrained stock returns
D Livdan, H Sapriza, L ZhangThe Journal of Finance 64 (4), 1827-1862, 2009200
367
2009
The expected value premium
L Chen, R Petkova, L ZhangJournal of Financial Economics 87 (2), 269-280, 2008363200
363
2008
Does q-theory with investment frictions explain anomalies in the cross section of returns?
D Li, L ZhangJournal of Financial Economics 98 (2), 297-314, 2010201
306
2010
The q‐Theory Approach to Understanding the Accrual Anomaly
JG Wu, L Zhang, X ZhangJournal of Accounting Research 48 (1), 177-223, 2010201
303
2010
Asset pricing implications of firms’ financing constraints
JF Gomes, A Yaron, L ZhangThe Review of Financial Studies 19 (4), 1321-1356, 2006200
274
2006
An Augmented q-Factor Model with Expected Growth
K Hou, H Mo, C Xue, L ZhangReview of Finance 25 (1), 1-41, 2021202
266
2021
Value versus Growth: Time‐Varying Expected Stock Returns
H Gulen, Y Xing, L ZhangFinancial Management 40 (2), 381-407, 2011245201
245
2011
Expected returns, yield spreads, and asset pricing tests
M Campello, L Chen, L ZhangReview of Financial Studies 21 (3), 1297-1338, 2008200
213
2008
Endogenous disasters
N Petrosky-Nadeau, L Zhang, K LarsAmerican Economic Review 108 (8), 2212-2245, 2018209201
209
2018
The investment manifesto
X Lin, L ZhangJournal of Monetary Economics 60 (3), 351-366, 2013201
169
2013