Xiaomeng Lu

Fudan University, Fanhai International School of Finance

Assistant Professor

220 Handan Road

Shanghai, 100045

China

  • Fudan University, Fanhai International School of Finance

SCHOLARLY PAPERS

6

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SSRN CITATIONS
Rank 31,141

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Top 31,141

in Total Papers Citations

18

CROSSREF CITATIONS

9

Scholarly Papers (6)

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1.

Anomalies Abroad: Beyond Data Mining

Downloads 1,066 ( 28,955)
Citation 4

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 984 (32,023)
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: 21 Jan 2022
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 82 (409,254)

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2.

Tail Risk Concerns Everywhere

Number of pages: 41 Posted: 17 May 2015 Last Revised: 08 Jun 2017
George Gao, George Gao, Xiaomeng Lu and Zhaogang Song
Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price, Fudan University, Fanhai International School of Finance and Johns Hopkins University - Carey Business School
Downloads 695 (52,243)
Citation 19

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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
George Gao, George Gao, Xiaomeng Lu, Zhaogang Song and Hongjun Yan
Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price, Fudan University, Fanhai International School of Finance, Johns Hopkins University - Carey Business School and DePaul University
Downloads 563 (68,370)
Citation 3

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Disagreement, heterogeneous beliefs, speculation, asset pricing

4.

FinTech Adoption and Household Risk-Taking

Downloads 292 (145,018)

FinTech Adoption and Household Risk-Taking

Number of pages: 69 Posted: 30 Oct 2020 Last Revised: 30 Sep 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) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 242 (174,287)

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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 40 (578,779)

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

Fintech Adoption and Household Risk-Taking

NBER Working Paper No. w28063
Number of pages: 70 Posted: 09 Nov 2020 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) - Shanghai Advanced Institute of Finance (SAIF)
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5.

FinTech Platforms and Mutual Fund Distribution

Downloads 174 (236,157)

FinTech Platforms and Mutual Fund Distribution

ADB-IGF Special Working Paper Series “Fintech to Enable Development, Investment, Financial Inclusion, and Sustainability”
Number of pages: 56 Posted: 05 Nov 2019 Last Revised: 12 May 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 162 (251,254)

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Mutual Funds, Platforms, FinTech, Flow-Performance Sensitivity

Fintech Platforms and Mutual Fund Distribution

NBER Working Paper No. w26576
Number of pages: 57 Posted: 24 Dec 2019 Last Revised: 18 May 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 12 (788,304)

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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 155 (260,162)

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