Xiaomeng Lu

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Assistant Professor

Shanghai Jiao Tong University

211 West Huaihai Road

Shanghai, 200030

China

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 24,757

SSRN RANKINGS

Top 24,757

in Total Papers Downloads

1,961

SSRN CITATIONS
Rank 41,991

SSRN RANKINGS

Top 41,991

in Total Papers Citations

6

CROSSREF CITATIONS

7

Scholarly Papers (5)

1.
Downloads 818 ( 29,842)

Anomalies Abroad: Beyond Data Mining

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper
Number of pages: 62 Posted: 03 Aug 2017 Last Revised: 23 Jan 2018
Xiaomeng Lu, Robert F. Stambaugh and Yu Yuan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company
Downloads 783 (31,223)

Abstract:

Loading...

Anomalies, Data Mining, Idiosyncratic Volatility, Mispricing

Anomalies Abroad: Beyond Data Mining

NBER Working Paper No. w23809
Number of pages: 48 Posted: 18 Sep 2017
Xiaomeng Lu, Robert F. Stambaugh and Yu Yuan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company
Downloads 35 (469,361)

Abstract:

Loading...

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
T. Rowe Price, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Johns Hopkins University - Carey Business School
Downloads 536 (52,478)
Citation 12

Abstract:

Loading...

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

3.

Disagreement Beta

Journal of Monetary Economics, Forthcoming
Number of pages: 42 Posted: 17 Jun 2016 Last Revised: 07 Oct 2018
T. Rowe Price, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Johns Hopkins University - Carey Business School and DePaul University
Downloads 464 (62,908)
Citation 3

Abstract:

Loading...

Disagreement, heterogeneous beliefs, speculation, asset pricing

4.

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 Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 116 (246,446)

Abstract:

Loading...

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

The Economic Impact of Distributing Financial Products on Third-Party Online Platforms

Number of pages: 59 Posted: 05 Nov 2019
Claire Yurong Hong, Xiaomeng Lu and Jun Pan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 24 (530,285)

Abstract:

Loading...

Mutual Funds, FinTech, Platforms, Flows, Incentives

The Economic Impact of Distributing Financial Products on Third-Party Online Platforms

NBER Working Paper No. w26576
Number of pages: 60 Posted: 24 Dec 2019
Claire Yurong Hong, Xiaomeng Lu and Jun Pan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 3 (678,886)
  • Add to Cart

Abstract:

Loading...