Loading...

← Back to Leaderboard

Lu Zhang

Global rank #1970 97%

Institution: Ohio State University

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://theinvestmentcapm.com/index.html

First Publication: 2003

Most Recent: 2019

RePEc ID: pzh29 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.67 0.40 1.51 0.00 4.99
All Time 2.68 13.81 3.52 0.00 41.86

Publication Statistics

Raw Publications 25
Coauthorship-Adjusted Count 20.09

Publications (25)

Year Article Journal Tier Authors
2019 Which Factors? Review of Finance B 4
2019 The CAPM strikes back? An equilibrium model with disasters Journal of Financial Economics A 5
2018 Endogenous Disasters American Economic Review S 3
2017 Solving the Diamond–Mortensen–Pissarides model accurately Quantitative Economics B 2
2015 Editor's Choice Digesting Anomalies: An Investment Approach The Review of Financial Studies A 3
2014 Do Anomalies Exist Ex Ante? Review of Finance B 3
2014 A neoclassical interpretation of momentum Journal of Monetary Economics A 2
2013 The investment manifesto Journal of Monetary Economics A 2
2013 A Supply Approach to Valuation The Review of Financial Studies A 3
2011 Do time-varying risk premiums explain labor market performance? Journal of Financial Economics A 2
2010 Does q-theory with investment frictions explain anomalies in the cross section of returns? Journal of Financial Economics A 2
2009 Financially Constrained Stock Returns Journal of Finance A 3
2009 Anomalies The Review of Financial Studies A 3
2009 Investment-Based Expected Stock Returns Journal of Political Economy S 3
2008 Expected returns, yield spreads, and asset pricing tests The Review of Financial Studies A 3
2008 The expected value premium Journal of Financial Economics A 3
2008 Momentum Profits, Factor Pricing, and Macroeconomic Risk The Review of Financial Studies A 2
2008 The New Issues Puzzle: Testing the Investment-Based Explanation The Review of Financial Studies A 3
2006 Asset Pricing Implications of Firms' Financing Constraints The Review of Financial Studies A 3
2005 Is value riskier than growth? Journal of Financial Economics A 2
2005 The Value Premium Journal of Finance A 1
2004 Erratum: "Equilibrium Cross Section of Returns" Journal of Political Economy S 3
2004 Equilibrium stock return dynamics under alternative rules of learning about hidden states Journal of Economic Dynamics and Control B 3
2003 Asset Prices and Business Cycles with Costly External Finance Review of Economic Dynamics B 3
2003 Equilibrium Cross Section of Returns Journal of Political Economy S 3