Xiaomeng Lu

Fudan University, Fanhai International School of Finance

Associate Professor

220 Handan Road

Shanghai, 100045

China

  • Fudan University, Fanhai International School of Finance

SCHOLARLY PAPERS

6

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Top 24,834

in Total Papers Downloads

4,430

TOTAL CITATIONS
Rank 15,372

SSRN RANKINGS

Top 15,372

in Total Papers Citations

59

Scholarly Papers (6)

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1.

Anomalies Abroad: Beyond Data Mining

Downloads 1,368 (31,512)
Citation 3

Anomalies Abroad: Beyond Data Mining

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 62 Posted: 03 Aug 2017 Last Revised: 11 Aug 2020
Xiaomeng Lu, Robert F. Stambaugh and Yu Yuan
Fudan University, Fanhai International School of Finance, University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company
Downloads 1,221 (36,580)
Citation 3

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Anomalies, Data Mining, Idiosyncratic Volatility, Mispricing

Anomalies Abroad: Beyond Data Mining

NBER Working Paper No. w23809
Number of pages: 48 Posted: 18 Sep 2017 Last Revised: 23 Jul 2023
Xiaomeng Lu, Robert F. Stambaugh and Yu Yuan
Fudan University, Fanhai International School of Finance, University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company
Downloads 147 (428,335)

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2.

Tail Risk Concerns Everywhere

Number of pages: 41 Posted: 17 May 2015 Last Revised: 08 Jun 2017
George Gao, Xiaomeng Lu and Zhaogang Song
Cornell University - Samuel Curtis Johnson Graduate School of Management, Fudan University, Fanhai International School of Finance and Johns Hopkins University - Carey Business School
Downloads 951 (53,206)
Citation 31

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Asset Class; Bond; Currency; Equity; Option; Tail Risk Concerns

3.

Financial Inclusion via FinTech: From Digital Payments to Platform Investments

Downloads 779 (69,765)
Citation 12

Financial Inclusion via FinTech: From Digital Payments to Platform Investments

Number of pages: 73 Posted: 30 Oct 2020 Last Revised: 02 Apr 2025
Claire Yurong Hong, Xiaomeng Lu and Jun Pan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Fudan University, Fanhai International School of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 451 (137,265)

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FinTech, Digital Payment, Financial Inclusion, Household Finance, Risky Asset Investment

Fintech Adoption and Household Risk-Taking

BOFIT Discussion Paper No. 14/2021
Number of pages: 72 Posted: 26 Oct 2021 Last Revised: 18 Nov 2021
Claire Yurong Hong, Xiaomeng Lu and Jun Pan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Fudan University, Fanhai International School of Finance and Shanghai Jiao Tong University (SJTU)
Downloads 254 (257,592)
Citation 12

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FinTech, Digital Payment, Financial Inclusion, Consumption, Risk Taking

Fintech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments

NBER Working Paper No. w28063
Number of pages: 57 Posted: 09 Nov 2020 Last Revised: 06 Mar 2023
Claire Yurong Hong, Xiaomeng Lu and Jun Pan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Fudan University, Fanhai International School of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 74 (701,130)

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4.

Disagreement Beta

Journal of Monetary Economics, Forthcoming
Number of pages: 42 Posted: 17 Jun 2016 Last Revised: 07 Oct 2018
George Gao, Xiaomeng Lu, Zhaogang Song and Hongjun Yan
Cornell University - Samuel Curtis Johnson Graduate School of Management, Fudan University, Fanhai International School of Finance, Johns Hopkins University - Carey Business School and DePaul University
Downloads 648 (88,495)
Citation 3

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Disagreement, heterogeneous beliefs, speculation, asset pricing

5.

FinTech Platforms and Mutual Fund Distribution

Downloads 466 (133,481)
Citation 10

FinTech Platforms and Mutual Fund Distribution

Management Science, Forthcoming
Number of pages: 64 Posted: 05 Nov 2019 Last Revised: 21 Jul 2023
Claire Yurong Hong, Xiaomeng Lu and Jun Pan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Fudan University, Fanhai International School of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 415 (151,294)

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Platforms, Centralized Distribution, Flow-Performance Sensitivity, Managerial Risk-Taking

Fintech Platforms and Mutual Fund Distribution

NBER Working Paper No. w26576
Number of pages: 57 Posted: 24 Dec 2019 Last Revised: 12 Feb 2023
Claire Yurong Hong, Xiaomeng Lu and Jun Pan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Fudan University, Fanhai International School of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 51 (854,586)
Citation 10

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6.

Bubble-Creating Stock Market Attacks: Widespread Evidence from the Chinese Stock Market

Number of pages: 51 Posted: 11 Jan 2017 Last Revised: 22 Jun 2017
Ziyang Geng and Xiaomeng Lu
Shanghai Pudong Development Bank and Fudan University, Fanhai International School of Finance
Downloads 218 (301,033)

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Speculator, synchronized attacks, Obama-Concept stock, limits to arbitrage, behavioral biases