Digesting anomalies: An investment approach K Hou, C Xue, L Zhang The Review of Financial Studies 28 (3), 650-705, 2015 | 3458* | 2015 |
The value premium L Zhang The Journal of Finance 60 (1), 67-103, 2005 | 1957 | 2005 |
Replicating anomalies K Hou, C Xue, L Zhang The Review of financial studies 33 (5), 2019-2133, 2020 | 1300 | 2020 |
Equilibrium cross section of returns J Gomes, L Kogan, L Zhang Journal of Political Economy 111 (4), 693-732, 2003 | 1027 | 2003 |
Is value riskier than growth? R Petkova, L Zhang Journal of Financial Economics 78 (1), 187-202, 2005 | 899 | 2005 |
The new issues puzzle: testing the investment-based explanation E Lyandres, L Sun, L Zhang Review of Financial Studies 21 (6), 2825-2855, 2008 | 650 | 2008 |
Investment‐Based Expected Stock Returns LX Liu, TM Whited, L Zhang Journal of Political Economy 117 (6), 1105-1139, 2009 | 612 | 2009 |
Momentum profits, factor pricing, and macroeconomic risk LX Liu, L Zhang Review of Financial Studies 21 (6), 2417-2448, 2008 | 600 | 2008 |
Which factors? K Hou, H Mo, C Xue, L Zhang Review of Finance 23 (1), 1-35, 2019 | 479* | 2019 |
Anomalies EXN Li, D Livdan, L Zhang Review of Financial Studies 22 (11), 4301-4334, 2009 | 445* | 2009 |
Financially constrained stock returns D Livdan, H Sapriza, L Zhang The Journal of Finance 64 (4), 1827-1862, 2009 | 390 | 2009 |
An Augmented q-Factor Model with Expected Growth K Hou, H Mo, C Xue, L Zhang Review of Finance 25 (1), 1-41, 2021 | 385 | 2021 |
The expected value premium L Chen, R Petkova, L Zhang Journal of Financial Economics 87 (2), 269-280, 2008 | 367* | 2008 |
Does q-theory with investment frictions explain anomalies in the cross section of returns? D Li, L Zhang Journal of Financial Economics 98 (2), 297-314, 2010 | 328 | 2010 |
The q‐Theory Approach to Understanding the Accrual Anomaly JG Wu, L Zhang, X Zhang Journal of Accounting Research 48 (1), 177-223, 2010 | 319 | 2010 |
Asset pricing implications of firms’ financing constraints JF Gomes, A Yaron, L Zhang The Review of Financial Studies 19 (4), 1321-1356, 2006 | 279 | 2006 |
Value versus Growth: Time‐Varying Expected Stock Returns H Gulen, Y Xing, L Zhang Financial Management 40 (2), 381-407, 2011 | 251* | 2011 |
Endogenous disasters N Petrosky-Nadeau, L Zhang, K Lars American Economic Review 108 (8), 2212-2245, 2018 | 226* | 2018 |
Expected returns, yield spreads, and asset pricing tests M Campello, L Chen, L Zhang Review of Financial Studies 21 (3), 1297-1338, 2008 | 220 | 2008 |
The investment manifesto X Lin, L Zhang Journal of Monetary Economics 60 (3), 351-366, 2013 | 175 | 2013 |