| The carry trade: Risks and drawdowns K Daniel, RJ Hodrick, Z Lu National Bureau of Economic Research, 2014 | 123 | 2014 |
| Volatility components: The term structure dynamics of VIX futures Z Lu, Y Zhu Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010 | 76 | 2010 |
| Bear beta Z Lu, S Murray Journal of Financial Economics 131 (3), 736-760, 2019 | 72 | 2019 |
| Sub-National credit risk and sovereign bailouts: who pays the premium? ME Jenkner, Z Lu International Monetary Fund, 2014 | 41 | 2014 |
| Leveraged funds and the shadow cost of leverage constraints Z Lu, Z Qin The Journal of Finance 76 (3), 1295-1338, 2021 | 16 | 2021 |
| Heterogeneous liquidity providers and night-minus-day return predictability Z Lu, S Malliaris, Z Qin Journal of Financial Economics 148 (3), 175-200, 2023 | 14 | 2023 |
| Unique bidder-target relatedness and synergies creation in mergers and acquisitions T Liu, T Shu, F Wei Journal of Corporate Finance 73, 102196, 2022 | 9 | 2022 |
| The carry trade: risks and drawdowns.(No. w20433) K Daniel, R Hodrick, Z Lu National Bureau of Economic Research, 2014 | 5 | 2014 |
| Volatility components: evidence from VIX futures market Z Lu, Y Zhu Available at SSRN 1271404, 2008 | 3 | 2008 |
| A one-factor model for expected night-minus-day stock returns Z Lu, Z Qin Available at SSRN 3854046, 2021 | 2 | 2021 |
| Risk Management with Variable Capital Utilization and Procyclical Collateral Capacity G Chen, Z Lu, S Vij Management Science, forthcoming, 2022 | 1 | 2022 |
| The Cross Section of Long-Term Expected Returns Z Lu Available at SSRN 2804130, 2016 | 1 | 2016 |
| Can Cash Flow Expectations Explain Momentum and Reversal Z Lu Columbia University, 2014 | 1 | 2014 |
| The Charitable Spending of Private Foundations Z Lu, SG Malliaris Available at SSRN 4911279, 2024 | | 2024 |
| Risk Management with Variable Capital Utilization and Time-Varying Collateral Capacity G Chen, Z Lu, S Vij Management Science, 2024 | | 2024 |
| New Evidence on the Determinants of Corporate Hedging G Chen, Z Lu, S Vij | | 2020 |
| Momentum and Reversal: Disentangling the Underreaction and Delayed Overreaction Z Lu Available at SSRN 2442127, 2016 | | 2016 |
| Can Cash Flow Expectations Explain Both Momentum and Reversal? Z Lu | | 2014 |
| Asset Returns, Risks, and Cash Flow Expectations Z Lu Columbia University, 2014 | | 2014 |
| The Carry Trade: Risks and Drawdowns–Online Appendix K Daniel, RJ Hodrick, Z Lu | | |
Robert J. HodrickNomura Professor Emeritus of International Finance, Columbia Business School, Columbia UniversityΗ διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα columbia.edu