Helen Lu

University of Auckland - Department of Accounting and Finance

Assistant professor

Private Bag 92019

Auckland 1001

New Zealand

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 19,872

SSRN RANKINGS

Top 19,872

in Total Papers Downloads

2,485

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (9)

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 321 (96,105)

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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 248 (126,708)

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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 200 (156,483)

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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: 97 Posted: 19 Jul 2017 Last Revised: 22 Dec 2019
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 696 (37,250)

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return predictability; anomalies; correlation; cluster analysis; machine learning; portfolio optimization

3.

Real Earnings Management Around CEO Turnovers

Number of pages: 52 Posted: 07 Dec 2015 Last Revised: 16 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 295 (106,068)
Citation 2

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

4.

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 258 (122,238)

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

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 145 (207,825)

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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 (703,682)
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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 106 (262,643)
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 86 (301,044)

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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 65 (353,087)

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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 64 (361,830)

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