Yueliang (Jacques) Lu

University of North Carolina (UNC) at Charlotte - Finance

Ph.D. Candidate in Finance

9201 University City Boulevard

Charlotte, NC 28223

United States

http://JacquesYL.github.io

SCHOLARLY PAPERS

4

DOWNLOADS

514

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA

Number of pages: 84 Posted: 07 Dec 2020 Last Revised: 15 Feb 2022
Yufeng Han, Yueliang (Jacques) Lu, Weike Xu and Guofu Zhou
University of North Carolina (UNC) at Charlotte - Finance, University of North Carolina (UNC) at Charlotte - Finance, Clemson University - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 289 (145,044)
Citation 1

Abstract:

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Exogenous Short-Selling Shock; Mispricing; Anomalies; Market Efficiency; Dividend Taxation; Difference-in-Differences

2.

The Conditional Expected Return and Autocorrelation from the Derivatives

Number of pages: 59 Posted: 07 Apr 2021 Last Revised: 04 Feb 2022
Yueliang (Jacques) Lu and Weidong Tian
University of North Carolina (UNC) at Charlotte - Finance and University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration
Downloads 115 (323,238)

Abstract:

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Autocorrelation, conditional expected return, derivatives, market spanning, recovery

3.

Addressing Systemic Risk Using Contingent Convertible Debt — A Network Analysis

Number of pages: 46 Posted: 24 Jan 2019
Aparna Gupta, Yueliang (Jacques) Lu and Runzu Wang
Rensselaer Polytechnic Institute (RPI), University of North Carolina (UNC) at Charlotte - Finance and University of Oklahoma - Division of Finance
Downloads 83 (398,567)
Citation 3

Abstract:

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Contingent Convertible Debt, Network Model, Systemic Risk, 13-F Filing

4.

Macroeconomic Extrapolation, Machine Learning, and Equity Risk Premium Forecast

Number of pages: 79 Posted: 20 May 2022
Yueliang (Jacques) Lu and Yufeng Han
University of North Carolina (UNC) at Charlotte - Finance and University of North Carolina (UNC) at Charlotte - Finance
Downloads 27 (636,019)

Abstract:

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Equity premium forecast, Macroeconomic trend extrapolation, Machine learning, Forecast combination, Neural network