Chensheng Lu

Affiliation not provided to SSRN
SCHOLARLY PAPERS

3

DOWNLOADS
Rank 21,157

SSRN RANKINGS

Top 21,157

in Total Papers Downloads

2,228

CITATIONS

2

Scholarly Papers (3)

1.

Too Many Factors! Do We Need Them All?

Number of pages: 45 Posted: 20 Mar 2007
Soosung Hwang and Chensheng Lu
Sungkyunkwan University - Department of Economics and affiliation not provided to SSRN
Downloads 989 (21,788)
Citation 1

Abstract:

Loading...

Asset Price Testing, Average F test, Data-Mining, Empirical Factors

2.

Is Share Price Relevant?

Number of pages: 39 Posted: 12 Feb 2009
Soosung Hwang and Chensheng Lu
Sungkyunkwan University - Department of Economics and affiliation not provided to SSRN
Downloads 703 (35,218)
Citation 4

Abstract:

Loading...

Share Prices, Cross-Sectional Returns, Nominal Price Illusion

3.

Cross-Sectional Stock Returns in the UK Market: The Role of Liquidity Risk

FORECASTING EXPECTED RETURNS, Butterworth-Heinemann, Forthcoming
Number of pages: 36 Posted: 15 Apr 2007
Chensheng Lu and Soosung Hwang
affiliation not provided to SSRN and Sungkyunkwan University - Department of Economics
Downloads 536 (50,323)

Abstract:

Loading...

Cross-Sectional Returns, Liquidity, Value Premium