Helen Lu

University of Auckland - Department of Accounting and Finance

Assistant professor

Private Bag 92019

Auckland 1001

New Zealand

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 23,505

SSRN RANKINGS

Top 23,505

in Total Papers Downloads

1,639

CITATIONS

0

Scholarly Papers (6)

Cross-Asset Return Predictability: Carry Trades, Stocks and Commodities

Number of pages: 52 Posted: 22 Feb 2014
Helen Lu and Ben Jacobsen
University of Auckland - Department of Accounting and Finance and Tilburg University - TIAS School for Business and Society
Downloads 286 (88,686)

Abstract:

Carry Trade, Return Predictability, Safe-haven Currencies, Gradual Information Diffusion

Cross-Asset Return Predictability: Carry Trades, Stocks and Commodities

Number of pages: 52 Posted: 20 Feb 2014
Helen Lu and Ben Jacobsen
University of Auckland - Department of Accounting and Finance and Tilburg University - TIAS School for Business and Society
Downloads 211 (121,659)

Abstract:

Carry Trade; Return Predictability; Safe-haven Currencies; Gradual Information Diffusion; Time-varying Risk Premium; Vector Auto Regressions

Cross-Asset Return Predictability: Carry Trades, Stocks and Commodities

Number of pages: 61 Posted: 07 Feb 2015 Last Revised: 18 Sep 2015
Helen Lu and Ben Jacobsen
University of Auckland - Department of Accounting and Finance and Tilburg University - TIAS School for Business and Society
Downloads 164 (153,863)

Abstract:

Carry Trade; Gradual Information Diffusion; Return Predictability, Safe-haven Currencies, Time-varying Risk Premium, Vector Auto Regression

2.

Asymmetric Extreme Tails and Prospective Utility of Momentum Returns

Economics Letters, Forthcoming
Number of pages: 9 Posted: 23 Sep 2010 Last Revised: 07 May 2012
Massey University - Department of Commerce, University of Auckland - Department of Accounting and Finance and VU University Amsterdam - Faculty of Economics and Business Administration
Downloads 97 (224,725)

Abstract:

Extreme value theory, Asymmetric tails, Prospective utility

3.

Stock Price Response to New CEO Earnings News

28th Australasian Finance and Banking Conference
Number of pages: 45 Posted: 20 Aug 2015 Last Revised: 23 Aug 2016
University of Auckland - Department of Accounting and Finance, University of Otago - Department of Accountancy and Finance and University of Auckland - Department of Accounting and Finance
Downloads 34 (199,616)

Abstract:

CEO Turnover, Unexpected Earnings, Earnings Response Coefficient, Meet and Beat Premium, Information Environment

4.

The Correlation Structure of Anomaly Strategies

Number of pages: 102 Posted: 19 Jul 2017
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 0 (46,674)

Abstract:

Return Predictability, Anomalies, Correlation, Benchmark Models, Clustering

5.

Real Earnings Management Around CEO Turnovers

Number of pages: 44 Posted: 07 Dec 2015 Last Revised: 31 Jan 2016
University of Auckland - Department of Accounting and Finance, University of Otago - Department of Accountancy and Finance and University of Auckland - Department of Accounting and Finance
Downloads 0 (123,717)

Abstract:

CEO Turnover, Real Earnings Management, Abnormal Operating Performance, Discretionary Accruals

6.

A Game-Theoretic Model of Underpricing and Over-Subscription in Chinese IPO's

Number of pages: 9 Posted: 28 Nov 2015
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 0 (316,238)

Abstract:

IPO Underpricing, Risk aversion, Game theory