Andrea Lu

The University of Melbourne - Department of Finance

Senior Lecturer

Level 12, 198 Berkeley Street

Parkville, Victoria 3010 3010

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

SCHOLARLY PAPERS

7

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1,443

SSRN CITATIONS
Rank 45,595

SSRN RANKINGS

Top 45,595

in Total Papers Citations

5

CROSSREF CITATIONS

6

Scholarly Papers (7)

1.

A Market-Based Funding Liquidity Measure

PBCSF-NIFR Research Paper No. 14-01
Number of pages: 60 Posted: 24 Jan 2014 Last Revised: 08 May 2018
Zhuo Chen and Andrea Lu
Tsinghua University and The University of Melbourne - Department of Finance
Downloads 559 (49,263)
Citation 4

Abstract:

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Funding Liquidity, Margin Requirements, Traded Risk Factor

2.

Slow Diffusion of Information and Price Momentum in Stocks: Evidence from Options Markets

PBCSF-NIFR Research Paper No. 13-03
Number of pages: 39 Posted: 13 Oct 2013 Last Revised: 27 Sep 2016
Zhuo Chen and Andrea Lu
Tsinghua University and The University of Melbourne - Department of Finance
Downloads 355 (85,464)
Citation 2

Abstract:

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Momentum, Implied Volatility

3.

Growing Pains: International Instability and Equity Market Returns

PBCSF-NIFR Research Paper No. 12-02
Number of pages: 47 Posted: 02 May 2012 Last Revised: 27 Sep 2016
Zhuo Chen, Andrea Lu and Clair Yang
Tsinghua University, The University of Melbourne - Department of Finance and University of Washington - Henry. M. Jackson School of International Studies
Downloads 278 (111,923)
Citation 2

Abstract:

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Asset Pricing, International Political Instability, Militarization

4.

Seeing the Unobservable from the Invisible:The Role of CO2 in Measuring Consumption Risk

PBCSF-NIFR Research Paper No. 12-03
Number of pages: 47 Posted: 16 Aug 2012 Last Revised: 19 Feb 2016
Zhuo Chen and Andrea Lu
Tsinghua University and The University of Melbourne - Department of Finance
Downloads 120 (238,086)
Citation 3

Abstract:

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Consumption-Based Capital Asset Pricing Model (CCAPM), Durable Goods Service Flow, Carbon Dioxide Emissions

5.

The Role of Storage in a Competitive Electricity Market and the Effects of Climate Change

Number of pages: 30 Posted: 04 Dec 2011 Last Revised: 21 May 2012
Victoria University of Wellington - New Zealand Institute for Study of Competition and Regulation Inc. (ISCR), Victoria University of Wellington - School of Economics & Finance and The University of Melbourne - Department of Finance
Downloads 78 (316,395)

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electricity markets, stochastic river flows, storage options, climatic change

6.

Investor Sentiment and the Pricing of Macro Risks for Hedge Funds

Number of pages: 52 Posted: 24 Feb 2019
Zhuo Chen, Andrea Lu and Xiaoquan Zhu
Tsinghua University, The University of Melbourne - Department of Finance and Tsinghua University - PBC School of Finance
Downloads 53 (386,571)

Abstract:

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Hedge Funds, Macroeconomic Risks, Sentiment

7.

A New Zealand Electricity Market Model: Assessment of the Effect of Climate Change on Electricity Production and Consumption

Motu Working Paper 10-09
Posted: 19 Sep 2010 Last Revised: 09 May 2013
Victoria University of Wellington - New Zealand Institute for Study of Competition and Regulation Inc. (ISCR), Victoria University of Wellington - School of Economics & Finance and The University of Melbourne - Department of Finance

Abstract:

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dynamic optimisation, electricity spot market performance, stochastic fuel availability, storage options, climate change