Helen Lu

University of Auckland - Department of Accounting and Finance

Assistant professor

Private Bag 92019

Auckland 1001

New Zealand

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 19,466

SSRN RANKINGS

Top 19,466

in Total Papers Downloads

2,660

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (11)

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 332 (96,671)

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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 249 (131,730)

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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 203 (160,762)

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

2.

The Correlation Structure of Anomaly Strategies

Number of pages: 90 Posted: 19 Jul 2017 Last Revised: 12 May 2020
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 713 (37,787)

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anomalies; correlation; cluster analysis; machine learning; asset pricing

3.

Machine Valuation

Number of pages: 56 Posted: 07 Sep 2019
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 347 (92,617)

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valuation; asset pricing; return predictability; machine learning; gradient boosted trees

4.

Real Earnings Management Around CEO Turnovers

Number of pages: 52 Posted: 07 Dec 2015 Last Revised: 03 Jun 2020
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 306 (106,473)
Citation 2

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

5.
Downloads 153 (206,504)
Citation 1

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 152 (208,022)

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

Stock Price Response to New‐CEO Earnings News

Accounting & Finance, Vol. 58, Issue 3, pp. 849-883, 2018
Number of pages: 35 Posted: 17 Sep 2018
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 1 (728,342)
Citation 1
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CEO turnover, Unexpected earnings, Earnings response coefficient, Meet and beat premium, Information environment

6.

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 Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 107 (271,323)
Citation 1

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Extreme value theory, Asymmetric tails, Prospective utility

7.

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 90 (303,936)

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IPO Underpricing, Risk aversion, Game theory

8.

The Impact of SOX on Earnings Management Activities around CEO Turnovers

Number of pages: 56 Posted: 17 Dec 2018
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 84 (317,303)

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CEO Turnover, SOX, Real Earnings Management, Discretionary Accruals

9.

Regulated Price and Demand in China’s IPO Market

Number of pages: 35 Posted: 16 Jul 2018 Last Revised: 31 May 2019
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 72 (347,041)

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Initial Public Offering; IPO Underpricing, IPO Oversubscription, Endogeneity, Simultaneous Equations, A-share Markets

10.

Trust and the Value of CSR during the Global Financial Crisis

Number of pages: 15 Posted: 04 Jun 2020
Henk Berkman, Michelle Li and Helen Lu
University of Auckland - Business School, University of Auckland and University of Auckland - Department of Accounting and Finance
Downloads 3 (672,875)

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Corporate Social Responsibility, Event Study, Replication, Validity Test, Japan

11.

Where is the risk in risk factors? Evidence from the Vietnam war to the COVID-19 pandemic.

Number of pages: 34
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 1

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Risk factors; COVID-19; Bear markets; Short-sales constraints; Biased expectations