Xiaomeng Lu

Fudan University, Fanhai International School of Finance

Associate Professor

220 Handan Road

Shanghai, 100045

China

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 25,003

SSRN RANKINGS

Top 25,003

in Total Papers Downloads

3,872

SSRN CITATIONS
Rank 17,283

SSRN RANKINGS

Top 17,283

in Total Papers Citations

65

CROSSREF CITATIONS

16

Scholarly Papers (6)

1.
Downloads 1,257 (31,092)
Citation 7

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 1,122 (36,026)
Citation 3

Abstract:

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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 135 (393,290)

Abstract:

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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 853 (53,793)
Citation 30

Abstract:

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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
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 616 (82,144)
Citation 3

Abstract:

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Disagreement, heterogeneous beliefs, speculation, asset pricing

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

Number of pages: 56 Posted: 30 Oct 2020 Last Revised: 12 Dec 2022
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 393 (140,074)

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

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 117 (439,518)
Citation 7

Abstract:

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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 60 (669,449)

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5.
Downloads 380 (146,736)
Citation 5

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 341 (164,015)

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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 39 (810,642)
Citation 3

Abstract:

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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 196 (286,317)

Abstract:

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