Author Page for Lu Zheng

Unobserved Actions of Mutual Funds

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Citation 113

3

Unobserved Actions of Mutual Funds

Review of Financial Studies, Forthcoming, Sixteenth Annual Utah Winter Finance Conference, EFA 2005 Moscow Meetings Paper, Sauder School of Business Working Paper

Number of pages: 58 Posted: 28 Feb 2005

Marcin T. Kacperczyk, Clemens Sialm and Lu Zheng

Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 3,845 (2,250)

Citation 113

Abstract:

Unobserved Actions of Mutual Funds

NBER Working Paper No. w11766

Number of pages: 49 Posted: 08 Feb 2006 Last Revised: 27 Aug 2010

Marcin T. Kacperczyk, Clemens Sialm and Lu Zheng

Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 63 (344,837)

Citation 113

Abstract:

Unobserved Actions of Mutual Funds

The Review of Financial Studies, Vol. 21, Issue 6, pp. 2379-2416, 2008

Posted: 15 Dec 2008

Marcin T. Kacperczyk, Clemens Sialm and Lu Zheng

Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business

Abstract:

2.

Are Investors Moonstruck? - Lunar Phases and Stock Returns

Number of pages: 44 Posted: 18 Sep 2001

Lu Zheng, Kathy Yuan and Qiaoqiao Zhu

University of California, Irvine - Paul Merage School of Business, London School of Economics & Political Science (LSE) - Department of Finance and Australian National University (ANU) - College of Business and Economics

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Citation 36

Abstract:

3.

On the Industry Concentration of Actively Managed Equity Mutual Funds

Downloads 2,640 ( 4,363)

Citation 158

2

On the Industry Concentration of Actively Managed Equity Mutual Funds

AFA 2005 Philadelphia Meetings, Journal of Finance, Forthcoming, Sauder School of Business Working Paper

Number of pages: 50 Posted: 10 Feb 2003

Marcin T. Kacperczyk, Clemens Sialm and Lu Zheng

Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 2,589 (4,418)

Citation 158

Abstract:

On the Industry Concentration of Actively Managed Equity Mutual Funds

NBER Working Paper No. w10770

Number of pages: 49 Posted: 30 Sep 2004

Marcin T. Kacperczyk, Clemens Sialm and Lu Zheng

Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 51 (382,514)

Citation 158

Abstract:

4.

Out of Sight, Out of Mind: The Effects of Expenses on Mutual Fund Flows

Number of pages: 36 Posted: 03 May 2004

Brad M. Barber, Terrance Odean and Lu Zheng

University of California, Davis, University of California, Berkeley - Haas School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 1,929 (7,438)

Citation 125

Abstract:

5.

Institutional Trading and Stock Returns

EFMA 2001 Lugano Meetings, EFA 2001 Barcelona Meetings

Number of pages: 19 Posted: 15 Jan 2001

Fang Cai and Lu Zheng

Federal Reserve Board and University of California, Irvine - Paul Merage School of Business

Downloads 1,429 (12,144)

Citation 30

Abstract:

6.

Who Moves the Market? A Study of Stock Prices and Investment Cashflows

AFA 2003 Washington, DC Meetings

Number of pages: 36 Posted: 21 Nov 2002

Brian H. Boyer and Lu Zheng

Brigham Young University - J. Willard and Alice S. Marriott School of Management and University of California, Irvine - Paul Merage School of Business

Downloads 1,116 (17,828)

Citation 8

Abstract:

7.

The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance

AFA 2010 Atlanta Meetings Paper

Number of pages: 68 Posted: 04 Feb 2009 Last Revised: 09 Apr 2011

Zheng Sun, Ashley Wang and Lu Zheng

University of California, Irvine - Paul Merage School of Business, Federal Reserve Board and University of California, Irvine - Paul Merage School of Business

Downloads 1,008 (20,800)

Citation 24

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8.

The Frequency of Mutual Fund Portfolio Disclosure

Number of pages: 37 Posted: 21 Jun 2004

Weili Ge and Lu Zheng

University of Washington - Michael G. Foster School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 919 (23,802)

Citation 17

Abstract:

9.

The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?

Review for Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper

Number of pages: 22 Posted: 22 Mar 2009 Last Revised: 29 Jun 2011

Prachi Deuskar, Joshua Matthew Pollet, Zhi Jay Wang and Lu Zheng

Indian School of Business, University of Illinois at Urbana-Champaign - Department of Finance, University of Oregon - Charles H. Lundquist School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 813 (28,368)

Citation 13

Abstract:

10.

Is Money Smart? - an Investigation of Mutual Fund Investor's Fund Selection Ability

Number of pages: 33 Posted: 05 Nov 1996

Lu Zheng

University of California, Irvine - Paul Merage School of Business

Downloads 798 (29,106)

Citation 7

Abstract:

11.

Family Values and the Star Phenomenon

AFA 2003 Washington, DC Meetings

Number of pages: 43 Posted: 26 Dec 2000

Vikram K. Nanda, Z. Jay Wang and Lu Zheng

University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, University of Oregon - Charles H. Lundquist School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 795 (29,242)

Citation 100

Abstract:

12.

The Abcs of Mutual Funds: A Natural Experiment on Fund Flows and Performance

AFA 2005 Philadelphia Meetings

Number of pages: 41 Posted: 29 Feb 2004

Vikram K. Nanda, Z. Jay Wang and Lu Zheng

University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, University of Oregon - Charles H. Lundquist School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 759 (31,172)

Citation 14

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13.

The Abcs of Mutual Funds: On the Introduction of Multiple Share Classes

Downloads 739 ( 32,327)

Citation 14

2

The Abcs of Mutual Funds: On the Introduction of Multiple Share Classes

EFA 2005 Moscow Meetings Paper

Number of pages: 40 Posted: 04 Mar 2005

Z. Jay Wang, Vikram K. Nanda and Lu Zheng

University of Oregon - Charles H. Lundquist School of Business, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of California, Irvine - Paul Merage School of Business

Downloads 588 (43,323)

Citation 14

Abstract:

The ABCs of Mutual Funds: On the Introduction of Multiple Share Classes

Journal of Financial Intermediation, Vol. 18, No. 3, July 2009

Number of pages: 67 Posted: 06 Dec 2009

Vikram K. Nanda, Zhi Jay Wang and Lu Zheng

University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, University of Oregon - Charles H. Lundquist School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 151 (190,501)

Citation 14

Abstract:

14.

Tax-Loss Selling and the January Effect: Evidence from Municipal Bond Closed-End Funds

AFA 2005 Philadelphia Meetings

Number of pages: 40 Posted: 22 Jun 2004

Laura T. Starks, Li Yong and Lu Zheng

University of Texas at Austin - Department of Finance, The University of Texas at Arlington and University of California, Irvine - Paul Merage School of Business

Downloads 637 (39,440)

Citation 16

Abstract:

15.

Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions

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2

Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 47 Posted: 13 Apr 2013 Last Revised: 04 Oct 2018

Zheng Sun, Ashley Wang and Lu Zheng

University of California, Irvine - Paul Merage School of Business, Federal Reserve Board and University of California, Irvine - Paul Merage School of Business

Downloads 521 (50,675)

Abstract:

Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence Over Different Market Conditions

FEDS Working Paper No. 2016-030

Number of pages: 42 Posted: 20 Apr 2016

Zheng Sun, Ashley Wang and Lu Zheng

University of California, Irvine - Paul Merage School of Business, Federal Reserve Board and University of California, Irvine - Paul Merage School of Business

Downloads 108 (247,260)

Abstract:

16.

Active Fundamental Performance

Review of Financial Studies Forthcoming

Number of pages: 56 Posted: 14 Aug 2013 Last Revised: 04 Oct 2018

Hao Jiang and Lu Zheng

Michigan State University and University of California, Irvine - Paul Merage School of Business

Downloads 451 (61,428)

Abstract:

17.

Aggregate Hedge Fund Flows and Asset Returns

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 37 Posted: 20 Aug 2008 Last Revised: 16 Sep 2009

Ashley Wang and Lu Zheng

Federal Reserve Board and University of California, Irvine - Paul Merage School of Business

Downloads 434 (64,318)

Citation 10

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18.

Home Bias and Local Contagion: Evidence from Funds of Hedge Funds

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Citation 2

2

Home Bias and Local Contagion: Evidence from Funds of Hedge Funds

AFA 2013 San Diego Meetings Paper

Number of pages: 60 Posted: 17 Mar 2012 Last Revised: 02 Apr 2019

Clemens Sialm, Zheng Sun and Lu Zheng

University of Texas at Austin - McCombs School of Business, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 360 (79,658)

Citation 2

Abstract:

Home Bias and Local Contagion: Evidence from Funds of Hedge Funds

NBER Working Paper No. w19570

Number of pages: 60 Posted: 25 Oct 2013

Clemens Sialm, Zheng Sun and Lu Zheng

University of Texas at Austin - McCombs School of Business, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 13 (571,687)

Citation 2

Abstract:

19.

Does Media Coverage of Stocks Affect Mutual Funds’ Trading and Performance?

Forthcoming in Review of Financial Studies

Number of pages: 42 Posted: 18 Mar 2010 Last Revised: 25 Sep 2014

Lily H. Fang, Joel Peress and Lu Zheng

INSEAD - Finance, INSEAD - Finance and University of California, Irvine - Paul Merage School of Business

Downloads 319 (92,064)

Citation 1

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20.

Investor Flows and Stock Market Returns

Journal of Empirical Finance, Vol. 16, No. 1, pp. 87-100, 2011

Number of pages: 35 Posted: 13 May 2011

Brian H. Boyer and Lu Zheng

Brigham Young University - J. Willard and Alice S. Marriott School of Management and University of California, Irvine - Paul Merage School of Business

Downloads 235 (127,062)

Citation 8

Abstract:

21.

When the Start Matters: The Timing of Hedge Fund Inceptions

Number of pages: 65 Posted: 24 Aug 2018 Last Revised: 27 Jan 2019

Lin Sun, Zheng Sun and Lu Zheng

George Mason University - Department of Finance, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 179 (164,133)

Abstract:

22.

Side-by-Side Management of Hedge Funds and Mutual Funds

Downloads 85 (177,236)

Citation 14

2

Side-by-Side Management of Hedge Funds and Mutual Funds

Number of pages: 58 Posted: 04 Dec 2009 Last Revised: 08 Dec 2009

Tom Nohel, Zhi Jay Wang and Lu Zheng

Loyola University of Chicago, University of Oregon - Charles H. Lundquist School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 85 (290,179)

Citation 14

Abstract:

Side-by-Side Management of Hedge Funds and Mutual Funds

The Review of Financial Studies, Vol. 23, Issue 6, pp. 2342-2373, 2010

Posted: 17 May 2010

Tom Nohel, Z. Jay Wang and Lu Zheng

Loyola University of Chicago, University of Oregon and University of California, Irvine - Paul Merage School of Business

Abstract:

23.

Family Values and the Star Phenomenon: Strategies of Mutual Fund Families

Number of pages: 46 Posted: 10 Aug 2011

Vikram K. Nanda, Zhi Jay Wang and Lu Zheng

University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, University of Oregon - Charles H. Lundquist School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 127 (218,318)

Citation 60

Abstract:

24.

Information Transfer in the Common Shareholder Relationship: Does Shared Ownership Affect Fund Investments?

Number of pages: 37 Posted: 05 Apr 2014

Shu Lin, Shu Tian and Lu Zheng

Nanjing University - School of Business, Department of Accounting, Asian Development Bank and University of California, Irvine - Paul Merage School of Business

Downloads 67 (329,681)

Abstract:

25.

Information Transfer in the Common Shareholder Relationship: Mutual Fund Company and Its Invested Firms

Number of pages: 39 Posted: 01 Feb 2017

Shu Lin, Grace Tian and Lu Zheng

Nanjing University - School of Business, Department of Accounting, Asian Development Bank and University of California, Irvine - Paul Merage School of Business

Downloads 59 (354,547)

Abstract:

26.

Industry Concentration and Mutual Fund Performance

Journal of Investment Management, Vol. 5, No. 1, First Quarter 2007

Posted: 28 Mar 2007

Marcin T. Kacperczyk, Clemens Sialm and Lu Zheng

Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business

Abstract:

27.

Who Moves the Market? - a Study of Stock Prices and Investment Cashflows

Posted: 16 Jul 1999

Lu Zheng

University of California, Irvine - Paul Merage School of Business

Lu Zheng

University of California, Irvine - Paul Merage School of Business

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