Number of pages: 32
Posted: 19 May 2010
Last Revised: 21 Jan 2014
Cheung Kong Graduate School of Business, Simon Business School, University of Rochester and Ohio State University - Fisher College of Business
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Abstract:
Anomalies, Alphas, Factor Regressions, Asset Pricing Tests
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14
Review of Financial Studies, Forthcoming, Fisher College of Business Working Paper No. WP 2012-03-021, Dice Center Working Paper No. 2012-21
Number of pages: 182
Posted: 12 Oct 2014
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
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Abstract:
The q-factor model, anomalies, factor regressions
Fisher College of Business Working Paper No. 2012-03-021, Charles A. Dice Center Working Paper No. 2012-021
Number of pages: 95
Posted: 26 Sep 2012
Last Revised: 05 Dec 2012
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
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Abstract:
Asset pricing anomalies, investment, ROE, factor models, investment-based asset pricing
NBER Working Paper No. w18435
Number of pages: 85
Posted: 06 Oct 2012
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
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Abstract:
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Citation
117
Simon School of Business Working Paper No. FR02-17; AFA 2004 San Diego Meetings
Number of pages: 35
Posted: 23 Nov 2003
Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business
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1,631
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Abstract:
Value, Growth, Asymmetric Beta, Expected Risk Premium, Business Cycles
Journal of Financial Economics, Forthcoming
Number of pages: 23
Posted: 28 Jan 2005
Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business
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Abstract:
Charles A. Dice Center Working Paper No. 2017-10, Fisher College of Business Working Paper No. 2017-03-010
Number of pages: 130
Posted: 03 May 2017
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
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Abstract:
Replication, P-Hacking, Anomalies, The q-Factor Model, Efficient Markets
NBER Working Paper No. w23394
Number of pages: 130
Posted: 08 May 2017
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
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Replicating Anomalies
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68
Simon School Working Paper No. 04-16, Fifteenth Annual Utah Winter Finance Conference
Number of pages: 44
Posted: 01 Nov 2006
Cheung Kong Graduate School of Business, University of California, Berkeley and Ohio State University - Fisher College of Business
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1,244
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Abstract:
Anomalies, Tobin's Q, time-varying expected return, rational expectations, behavioral finance
Review of Financial Studies, Forthcoming
Number of pages: 60
Posted: 10 Jul 2008
University of Michigan, Stephen M. Ross School of Business, University of California, Berkeley and Ohio State University - Fisher College of Business
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271
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Abstract:
Anomalies, the q-theory, optimal investment, time-varying expected return, rational expectations economics
NBER Working Paper No. w11322
Number of pages: 56
Posted: 13 Jun 2005
Lu Zhang
Ohio State University - Fisher College of Business
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51
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Abstract:
The Review of Financial Studies, Vol. 22, Issue 11, pp. 4301-4334, 2009
Posted: 08 Dec 2009
University of Michigan, Stephen M. Ross School of Business, University of California, Berkeley and Ohio State University - Fisher College of Business
Abstract:
Fisher College of Business Working Paper No. 2015-03-05, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, Charles A. Dice Center Working Paper No. 2015-05
Number of pages: 67
Posted: 11 Nov 2014
Last Revised: 19 Apr 2017
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
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Abstract:
Q-factor model, investment-based asset pricing, capital markets anomalies, factor regressions
NBER Working Paper No. w20682
Number of pages: 92
Posted: 17 Nov 2014
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
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A Comparison of New Factor Models
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30
Simon School Working Paper No. FR 04-04, AFA 2005 Philadelphia Meetings
Number of pages: 48
Posted: 12 Dec 2004
Cornell University, Cheung Kong Graduate School of Business and Ohio State University - Fisher College of Business
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1,120
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Abstract:
Expected Returns, Risk Factors, Systematic Risk, Yield Spreads
Review of Financial Studies, Forthcoming
Number of pages: 52
Posted: 07 Nov 2007
Cornell University, Cheung Kong Graduate School of Business and Ohio State University - Fisher College of Business
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210
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Abstract:
Expected returns, risk factors, systematic risk, yield spreads
NBER Working Paper No. w11323
Number of pages: 41
Posted: 13 Jun 2005
Cornell University, Cheung Kong Graduate School of Business and Ohio State University - Fisher College of Business
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48
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Abstract:
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Citation
253
Simon School of Business Working Paper No. FR 02-19
Number of pages: 73
Posted: 03 Dec 2002
Lu Zhang
Ohio State University - Fisher College of Business
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1,264
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Abstract:
The Value Premium, Industry Equilibrium, Optimal Investment, Assets-in-Place, Growth Option, Asymmetric Adjustment Cost
Journal of Finance, Forthcoming
Posted: 02 Jan 2004
Lu Zhang
Ohio State University - Fisher College of Business
Abstract:
The Value Premium, Corporate Investment, Assets-in-Place, Growth Option, Costly Reversibility, Rational Expectations Economics
Simon School Working Paper No. FR 05-10, AFA 2006 Boston Meetings Paper
Number of pages: 35
Posted: 13 Nov 2005
Rice University and Ohio State University - Fisher College of Business
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1,119
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Abstract:
Value, growth, economic fundamentals, business cycles, VAR
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993
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Citation
26
AFA 2007 Chicago Meetings Paper, Ross School of Business Paper No. 1049
Number of pages: 39
Posted: 13 Mar 2006
Cheung Kong Graduate School of Business, Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business
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624
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Abstract:
The Value Premium, Expected Returns, Dividend Growth, Dividend Price Ratio
Forthcoming, Journal of Financial Economics (JFE)
Number of pages: 23
Posted: 09 Apr 2007
Cheung Kong Graduate School of Business, Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business
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336
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Abstract:
The Value Strategy, Expected Returns, Dividend Growth, Dividend Price Ratio, Capital Gains
NBER Working Paper No. w12183
Number of pages: 43
Posted: 23 May 2006
Cheung Kong Graduate School of Business, Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business
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33
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Abstract:
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869
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Citation
8
Ross School of Business Paper No. 1088, AFA 2009 San Francisco Meetings Paper
Number of pages: 39
Posted: 25 Jun 2007
Last Revised: 16 Sep 2009
Ohio State University - Fisher College of Business and Cheung Kong Graduate School of Business
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813
(22,467)
Abstract:
The cross-section of returns, anomalies, neoclassical economics, factor regressions
NBER Working Paper No. w13282
Number of pages: 58
Posted: 23 Jul 2007
Cheung Kong Graduate School of Business and Ohio State University - Fisher College of Business
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56
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Abstract:
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817
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Citation
6
Number of pages: 44
Posted: 22 Sep 2008
Last Revised: 18 Apr 2013
University of Florida - Department of Finance, Insurance and Real Estate, University of Georgia - Department of Banking and Finance and Ohio State University - Fisher College of Business
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567
(37,033)
Abstract:
capital markets anomalies, expected return estimates, dividend discounting
Review of Finance, forthcoming
Number of pages: 27
Posted: 04 Oct 2010
Last Revised: 31 May 2013
University of Florida - Department of Finance, Insurance and Real Estate, University of Georgia - Department of Banking and Finance and Ohio State University - Fisher College of Business
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250
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Abstract:
Capital markets anomalies, Expected return estimates, Implied costs of equity, The residual income model, Implied growth rates, Risk, Mispricing
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Citation
65
Journal of Political Economy, Forthcoming, Simon School Working Paper No. FR 10-03
Number of pages: 36
Posted: 16 Oct 2009
Guanghua School of Management, Peking University, University of Michigan, Stephen M. Ross School of Business and Ohio State University - Fisher College of Business
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814
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Abstract:
q-theory, the cross-section of expected returns, investment-based asset pricing, stock return volatility, structural estimation
Journal of Political Economy, Vol. 117, No. 6, pp. 1105-1139, 2009
Posted: 18 Dec 2009
Guanghua School of Management, Peking University, University of Michigan, Stephen M. Ross School of Business and Ohio State University - Fisher College of Business
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q-theory, the cross-section of expected returns, investment-based asset pricing, stock return volatility, structural estimation
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730
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Citation
178
U of Pennsylvania, Wharton School Working Paper, Journal of Political Economy, Vol. 111, No. 4, 2003
Number of pages: 71
Posted: 13 Apr 2001
Last Revised: 16 Sep 2009
The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Ohio State University - Fisher College of Business
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688
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Abstract:
General equilibrium, the cross-section of returns, beta, size, book-to-market ratio, firm heterogeneity, business
CEPR Discussion Paper No. 3482
Number of pages: 61
Posted: 14 Sep 2002
The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Ohio State University - Fisher College of Business
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42
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Equilibrium Cross-Section of Returns
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Production based asset pricing, beta, size and book-to-market factors, CAPM, business cycle properties of stock returns
MIT Sloan Working Paper No. 4265-02
Posted: 22 Oct 2002
Massachusetts Institute of Technology (MIT) - Sloan School of Management, The Wharton School and Ohio State University - Fisher College of Business
Abstract:
Asset Pricing, Stock Returns, Book-to-market, Size, Equilibrium, Cross-section, Production, Investment, Business Cycle, Aggregation, Heterogeneity
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717
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Citation
27
Ross School of Business Paper No. 1100
Number of pages: 49
Posted: 25 Mar 2008
Last Revised: 16 Sep 2009
University of Georgia - Department of Banking and Finance, Ohio State University - Fisher College of Business and Yale School of Management
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668
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Abstract:
The accruals anomaly, total accruals, discretionary accruals, net operating assets, investment-based asset pricing, capital investment, time-varying expected returns
NBER Working Paper No. w13525
Number of pages: 49
Posted: 24 Oct 2007
University of Georgia - Department of Banking and Finance, Ohio State University - Fisher College of Business and Yale School of Management
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49
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Abstract:
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690
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Citation
13
Ross School of Business Paper No. 1115
Number of pages: 44
Posted: 23 Sep 2008
Last Revised: 16 Sep 2009
Purdue University - Krannert School of Management, Rice University and Ohio State University - Fisher College of Business
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651
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Abstract:
Value stocks, growth stocks, regime switching, time-varying expected returns, real flexibility
NBER Working Paper No. w15993
Number of pages: 36
Posted: 17 May 2010
Purdue University - Krannert School of Management, Rice University and Ohio State University - Fisher College of Business
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39
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Abstract:
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654
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Citation
43
Ross School of Business Paper No. 1050
Number of pages: 35
Posted: 26 Jul 2005
Guanghua School of Management, Peking University, University of Rochester – Simon Business School and Ohio State University - Fisher College of Business
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431
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Abstract:
Momentum, the growth rate of industrial production, macroeconomic risk, the expected-growth risk
Review of Financial Studies, Forthcoming
Number of pages: 40
Posted: 07 Nov 2007
Guanghua School of Management, Peking University and Ohio State University - Fisher College of Business
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223
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Abstract:
Momentum, the growth rate of industrial production, macroeconomic risk, the expected-growth risk
The Review of Financial Studies, Vol. 21, Issue 6, pp. 2417-2448, 2008
Posted: 15 Dec 2008
Guanghua School of Management, Peking University and Ohio State University - Fisher College of Business
Abstract:
G12, E44
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600
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Citation
41
Simon Business School Working Paper No. FR 04-07, Ross School of Business Paper No. 1048, AFA 2005 Philadelphia Meetings
Number of pages: 48
Posted: 27 Apr 2004
University of California, Berkeley, Board of Governors of the Federal Reserve System and Ohio State University - Fisher College of Business
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303
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Abstract:
Financial constraints, debt capacity, stochastic discount factor, expected returns
Journal of Finance, Forthcoming
Number of pages: 56
Posted: 10 Jul 2008
University of California, Berkeley, Board of Governors of the Federal Reserve System and Ohio State University - Fisher College of Business
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275
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Abstract:
debt capacity, investment-based asset pricing, collateral constraints, the cross-section of expected stock returns
NBER Working Paper No. w12555
Number of pages: 49
Posted: 08 Oct 2006
University of California, Berkeley, Board of Governors of the Federal Reserve System and Ohio State University - Fisher College of Business
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22
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Abstract:
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539
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Citation
12
Charles A. Dice Center Working Paper No. 2012-1, Fisher College of Business Working Paper No. 2012-03-001
Number of pages: 60
Posted: 04 Jan 2012
Last Revised: 13 May 2014
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Ohio State University - Fisher College of Business and Carnegie Mellon University - David A. Tepper School of Business
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525
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Abstract:
Search frictions, equity premium puzzle, rare disasters, time-varying risk premiums, dynamic stochastic general equilibrium, unemployment, labor market tightness
NBER Working Paper No. w17742
Number of pages: 47
Posted: 14 Jan 2012
Carnegie Mellon University - David A. Tepper School of Business, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
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14
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Abstract:
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395
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Citation
5
Simon School Working Paper
Number of pages: 42
Posted: 26 Jan 2006
University of California, Berkeley, Cheung Kong Graduate School of Business and Ohio State University - Fisher College of Business
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369
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Abstract:
External Finance, Market Timing, Stock Returns, Quantitative Theory, Neoclassical Economics
NBER Working Paper No. w12014
Number of pages: 43
Posted: 27 Apr 2006
Cheung Kong Graduate School of Business, University of California, Berkeley and Ohio State University - Fisher College of Business
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26
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Abstract:
The Review of Financial Studies, Vol. 21, Issue 6, pp. 2825-2855, 2008
Number of pages: 42
Posted: 15 Dec 2008
Last Revised: 14 Mar 2013
Boston University, State Street Corporate - State Street Global Advisors and Ohio State University - Fisher College of Business
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512
(42,861)
Abstract:
The new issues puzzle, post-issue underperformance, real investment, time-varying expected returns
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500
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Citation
8
AFA 2013 San Diego Meetings Paper
Number of pages: 36
Posted: 15 Dec 2012
Ohio State University (OSU) - Fisher College of Business and Ohio State University - Fisher College of Business
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374
(62,493)
Abstract:
The risk doctrine, investment-based asset pricing, measurement errors in covariances, characteristics, asset pricing anomalies
Fisher College of Business Working Paper No. 2011-03-015, Charles A. Dice Center Working Paper No. 2011-15
Number of pages: 41
Posted: 22 Jul 2011
Last Revised: 27 Feb 2012
Ohio State University (OSU) - Fisher College of Business and Ohio State University - Fisher College of Business
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126
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Abstract:
covariances, characteristics, general equilibrium, asset pricing anomalies, capital markets research in accounting, market efficiency, investment-based asset pricing
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487
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Citation
10
Simon Business School Working Paper No. FR 04-11, Ross School of Business Paper No. 1051
Number of pages: 30
Posted: 19 Apr 2004
University of Pennsylvania - Statistics Department and Ohio State University - Fisher College of Business
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388
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Abstract:
The Value Spread, Predictability, Business Cycles
Forthcoming, Journal of Financial Markets
Number of pages: 29
Posted: 09 Apr 2007
University of Pennsylvania - Statistics Department and Ohio State University - Fisher College of Business
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99
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Abstract:
The Value Spread, Time Series Predictability, Business Cycles
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481
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Citation
1
Fisher College of Business Working Paper No. 2014-03-11, Charles A. Dice Center Working Paper No. 2014-11
Number of pages: 49
Posted: 31 Mar 2013
Last Revised: 16 Jul 2014
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
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475
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Abstract:
Search and matching frictions, unemployment crises, the unemployment volatility puzzle, projection, nonlinear impulse response functions, the Great Depression
NBER Working Paper No. w19207
Number of pages: 46
Posted: 12 Jul 2013
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
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6
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Abstract:
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479
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Citation
48
Simon Business School Working Paper No. 03-21; AFA 2003 Washington, DC Meetings; Twelfth Annual Utah Winter Finance Conference
Number of pages: 58
Posted: 17 Oct 2002
The Wharton School, University of Pennsylvania -- Wharton School of Business and Ohio State University - Fisher College of Business
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312
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Abstract:
Review of Financial Studies, August 2005
Number of pages: 43
Posted: 06 Dec 2005
The Wharton School, University of Pennsylvania -- Wharton School of Business and Ohio State University - Fisher College of Business
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118
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Abstract:
Financing constraints, production-based asset pricing, structural estimation, cyclicality, the cross-section of returns
CEPR Discussion Paper No. 3495
Number of pages: 46
Posted: 20 Sep 2002
The Wharton School, University of Pennsylvania -- Wharton School of Business and Ohio State University - Fisher College of Business
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Asset Pricing Implications of Firms' Financing Constraints
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Production based asset pricing, financing constraints, financing premium
NBER Working Paper No. w9365
Number of pages: 58
Posted: 06 Dec 2002
The Wharton School, University of Pennsylvania -- Wharton School of Business and Ohio State University - Fisher College of Business
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Abstract:
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468
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Citation
5
Charles A. Dice Center Working Paper No. 2010-17, Fisher College of Business Working Paper No. 2010-03-17
Number of pages: 40
Posted: 27 Sep 2010
Last Revised: 17 Jun 2011
Guanghua School of Management, Peking University and Ohio State University - Fisher College of Business
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317
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Abstract:
Momentum Profits, Investment-Based Asset Pricing, GMM, Expected Growth
Number of pages: 55
Posted: 07 Mar 2011
Last Revised: 27 Feb 2012
Guanghua School of Management, Peking University and Ohio State University - Fisher College of Business
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Abstract:
Price Momentum, Earnings Momentum, GMM, Expected Growth, Investment
NBER Working Paper No. w16747
Number of pages: 41
Posted: 31 Jan 2011
Guanghua School of Management, Peking University and Ohio State University - Fisher College of Business
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Federal Reserve Bank St. Louis Working Paper No. 2006-007
Number of pages: 40
Posted: 31 Jan 2006
Cheung Kong Graduate School of Business, University of Cincinnati - Department of Finance - Real Estate and Ohio State University - Fisher College of Business
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453
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Abstract:
Expected return, equity market volatility, systematic risk, yield spreads
Fisher College of Business Working Paper No. 2015-03-19
, Charles A. Dice Center Working Paper No. 2015-19
Number of pages: 129
Posted: 06 Dec 2015
Last Revised: 07 Dec 2015
Lu Zhang
Ohio State University - Fisher College of Business
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381
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Abstract:
The investment CAPM, Factors War, anomalies, efficient markets, behavioral finance, the consumption CAPM, the joint-hypothesis problem
NBER Working Paper No. w23226
Number of pages: 72
Posted: 19 Mar 2017
Lu Zhang
Ohio State University - Fisher College of Business
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27
(414,146)
The Investment CAPM
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Journal of Accounting Research, Forthcoming
Number of pages: 52
Posted: 31 Aug 2009
University of Georgia - Department of Banking and Finance, Ohio State University - Fisher College of Business and Yale School of Management
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359
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Abstract:
The accruals anomaly, total accruals, discretionary accruals, net operating assets, investment-based asset pricing, capital investment, time-varying expected returns
Simon School Working Paper No. FR 04-03
Number of pages: 32
Posted: 13 Jan 2004
Guanghua School of Management, Peking University, University of Rochester – Simon Business School and Ohio State University - Fisher College of Business
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353
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Abstract:
Expected Growth, Momentum, Risk, Event Study
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319
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Citation
2
Number of pages: 40
Posted: 16 Jul 2009
Last Revised: 16 Sep 2009
Cheung Kong Graduate School of Business and Ohio State University - Fisher College of Business
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310
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Abstract:
Time-varying risk premiums, payroll growth, unemployment rate, search and matching, time-to-build
NBER Working Paper No. w15219
Number of pages: 41
Posted: 18 Aug 2009
Cheung Kong Graduate School of Business and Ohio State University - Fisher College of Business
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Abstract:
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318
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Citation
2
AFA 2007 Chicago Meetings Paper, Ross School of Business Paper No. 1071
Number of pages: 59
Posted: 21 Mar 2006
Guanghua School of Management, Peking University, University of Michigan, Stephen M. Ross School of Business and Ohio State University - Fisher College of Business
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285
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Abstract:
Anomalies, Tobin's Q, time-varying expected returns, rational expectations
NBER Working Paper No. w13024
Number of pages: 59
Posted: 14 Apr 2007
Guanghua School of Management, Peking University, University of Michigan, Stephen M. Ross School of Business and Ohio State University - Fisher College of Business
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33
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Abstract:
Fisher College of Business Working Paper No. 2015-03-03, Charles A. Dice Center Working Paper No. 2015-03
Number of pages: 41
Posted: 23 Feb 2015
Last Revised: 08 Oct 2015
Ohio State University (OSU) - Fisher College of Business, Ohio State University (OSU) - Department of Finance, London Business School and Ohio State University - Fisher College of Business
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283
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Abstract:
The CAPM, Investment-based Asset Pricing, Rare Disasters, Measurement Errors
NBER Working Paper No. w21016
Number of pages: 41
Posted: 16 Mar 2015
Ohio State University (OSU) - Fisher College of Business, Ohio State University (OSU) - Department of Finance, London Business School and Ohio State University - Fisher College of Business
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The CAPM Strikes Back? An Investment Model with Disasters
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1
AFA 2013 San Diego Meetings Paper
Number of pages: 43
Posted: 26 Feb 2012
Last Revised: 27 Feb 2012
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
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139
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Abstract:
Tobin's Q, investment, valuation, structural estimation
Number of pages: 43
Posted: 16 Mar 2010
Last Revised: 27 Feb 2012
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
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117
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Abstract:
Tobin's Q, the value spread, investment, valuation, structural estimation
NBER Working Paper No. w16336
Number of pages: 44
Posted: 07 Sep 2010
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
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Abstract:
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256
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Citation
20
Simon School of Business Working Paper No. FR 02-18
Number of pages: 34
Posted: 28 Dec 2002
The Wharton School, University of Pennsylvania -- Wharton School of Business and Ohio State University - Fisher College of Business
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203
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Abstract:
Costly External Finance, Business Cycles, Default Premium
NBER Working Paper No. w9364
Number of pages: 34
Posted: 06 Dec 2002
The Wharton School, University of Pennsylvania -- Wharton School of Business and Ohio State University - Fisher College of Business
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CEPR Discussion Paper No. 3927
Number of pages: 36
Posted: 06 Aug 2003
The Wharton School, University of Pennsylvania -- Wharton School of Business and Ohio State University - Fisher College of Business
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Asset Prices and Business Cycles with Costly External Finance
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Financial accelerator, business cycles, asset prices
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Citation
3
Ross School of Business Paper No. 1111
Number of pages: 46
Posted: 01 Jul 2008
Last Revised: 16 Sep 2009
University of South Carolina - Darla Moore School of Business - Department of Finance and Ohio State University - Fisher College of Business
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201
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Abstract:
Financial Frictions, Anomalies, Investment-based Asset Pricing
NBER Working Paper No. w14342
Number of pages: 47
Posted: 23 Sep 2008
University of South Carolina - Darla Moore School of Business - Department of Finance, University of Michigan, Stephen M. Ross School of Business and Ohio State University - Fisher College of Business
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22
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Abstract:
Number of pages: 43
Posted: 27 Jun 2013
Last Revised: 08 Jan 2014
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
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210
(117,749)
Abstract:
Search and matching frictions, the unemployment volatility puzzle, global approximation methods, projection, loglinearization, nonlinear impulse response functions
NBER Working Paper No. w19208
Number of pages: 36
Posted: 12 Jul 2013
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
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7
(526,061)
Abstract:
Forthcoming, Quantitative Economics
Number of pages: 48
Posted: 05 May 2017
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
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4
(541,009)
Abstract:
Search Frictions, Unemployment, Projection, Perturbation, Nonlinear Dynamics, Parameterized Expectations, Finite Elements
Number of pages: 28
Posted: 18 Mar 2005
Lu Zhang
Ohio State University - Fisher College of Business
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200
(118,140)
Abstract:
Investment-based asset pricing, capacity utilization, investment return, capital heterogeneity, time-to-build
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 43
Posted: 20 Feb 2010
University of South Carolina - Darla Moore School of Business - Department of Finance and Ohio State University - Fisher College of Business
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188
(112,839)
Abstract:
q-theory, investment frictions, asset pricing anomalies, limits to arbitrage
Simon Business School Working Paper No. FR 03-24
Number of pages: 38
Posted: 22 Aug 2003
Duke University - Fuqua School of Business, University of Melbourne - Department of Finance and Ohio State University - Fisher College of Business
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159
(142,950)
Abstract:
Review of Financial Studies, Forthcoming
Number of pages: 69
Posted: 08 Sep 2013
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
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100
(176,674)
Abstract:
Valuation, Tobin's q, investment, structural estimation
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 33
Posted: 25 Mar 2010
Cheung Kong Graduate School of Business and Ohio State University - Fisher College of Business
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75
(234,178)
Abstract:
Time-varying risk premiums, payroll growth, hiring rate, search and matching, time-to-build, time-to-plan
Journal of Monetary Economics, Vol. 67, 2014
Number of pages: 29
Posted: 16 Oct 2014
Last Revised: 13 Nov 2014
Guanghua School of Management, Peking University and Ohio State University - Fisher College of Business
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58
(250,121)
Abstract:
q-theory, price momentum, earnings momentum, GMM, expected investment growth
Journal of Monetary Economics, Forthcoming
Number of pages: 36
Posted: 25 Dec 2012
Ohio State University (OSU) - Fisher College of Business and Ohio State University - Fisher College of Business
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53
(281,183)
Abstract:
the risk doctrine, investment-based asset pricing, measurement errors in covariances, characteristics, asset pricing anomalies
NBER Working Paper No. w15950
Number of pages: 47
Posted: 03 May 2010
University of Georgia - Department of Banking and Finance and Ohio State University - Fisher College of Business
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43
(319,143)
Abstract:
NBER Working Paper No. w11459
Number of pages: 54
Posted: 25 May 2006
Boston University, State Street Corporate - State Street Global Advisors and Ohio State University - Fisher College of Business
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43
(343,125)
Abstract:
NBER Working Paper No. w11480
Number of pages: 28
Posted: 18 Aug 2005
Guanghua School of Management, Peking University, University of Rochester – Simon Business School and Ohio State University - Fisher College of Business
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43
(319,143)
Abstract:
NBER Working Paper No. w11326
Number of pages: 42
Posted: 13 Jun 2005
University of Pennsylvania - Statistics Department and Ohio State University - Fisher College of Business
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43
(316,355)
Abstract:
NBER Working Paper No. w17285
Number of pages: 46
Posted: 12 Aug 2011
Ohio State University (OSU) - Fisher College of Business and Ohio State University - Fisher College of Business
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14
(448,131)
Abstract:
