Lu Zheng
Personal Details
First Name: | Lu |
Middle Name: | |
Last Name: | Zheng |
Suffix: | |
RePEc Short-ID: | pzh589 |
[This author has chosen not to make the email address public] | |
Affiliation
Shanghai Advanced Institute of Finance (SAIF)
Shanghai Jiao Tong University
Shanghai, Chinahttp://www.saif.sjtu.edu.cn/
RePEc:edi:ifsjtcn (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Hao Jiang & Dimitri Vayanos & Lu Zheng, 2020. "Passive Investing and the Rise of Mega-Firms," NBER Working Papers 28253, National Bureau of Economic Research, Inc.
- Zheng Sun & Ashley W. Wang & Lu Zheng, 2016. "Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions," Finance and Economics Discussion Series 2016-030, Board of Governors of the Federal Reserve System (U.S.).
- Clemens Sialm & Zheng Sun & Lu Zheng, 2013.
"Home Bias and Local Contagion: Evidence from Funds of Hedge Funds,"
NBER Working Papers
19570, National Bureau of Economic Research, Inc.
- Clemens Sialm & Zheng Sun & Lu Zheng, 2020. "Home Bias and Local Contagion: Evidence from Funds of Hedge Funds," The Review of Financial Studies, Society for Financial Studies, vol. 33(10), pages 4771-4810.
- Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005.
"Unobserved Actions of Mutual Funds,"
NBER Working Papers
11766, National Bureau of Economic Research, Inc.
- Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2008. "Unobserved Actions of Mutual Funds," The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2379-2416, November.
- Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2004.
"On the Industry Concentration of Actively Managed Equity Mutual Funds,"
NBER Working Papers
10770, National Bureau of Economic Research, Inc.
- Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "On the Industry Concentration of Actively Managed Equity Mutual Funds," Journal of Finance, American Finance Association, vol. 60(4), pages 1983-2011, August.
Articles
- Zheng Sun & Ashley Wang & Lu Zheng, 2012. "The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance," The Review of Financial Studies, Society for Financial Studies, vol. 25(1), pages 96-143.
- Tom Nohel & Z. Jay Wang & Lu Zheng, 2010. "Side-by-Side Management of Hedge Funds and Mutual Funds," The Review of Financial Studies, Society for Financial Studies, vol. 23(6), pages 2342-2373, June.
- Nanda, Vikram K. & Wang, Z. Jay & Zheng, Lu, 2009. "The ABCs of mutual funds: On the introduction of multiple share classes," Journal of Financial Intermediation, Elsevier, vol. 18(3), pages 329-361, July.
- Boyer, Brian & Zheng, Lu, 2009. "Investor flows and stock market returns," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 87-100, January.
- Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2008.
"Unobserved Actions of Mutual Funds,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2379-2416, November.
- Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "Unobserved Actions of Mutual Funds," NBER Working Papers 11766, National Bureau of Economic Research, Inc.
- Yuan, Kathy & Zheng, Lu & Zhu, Qiaoqiao, 2006. "Are investors moonstruck? Lunar phases and stock returns," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 1-23, January.
- Laura T. Starks & Li Yong & Lu Zheng, 2006. "Tax‐Loss Selling and the January Effect: Evidence from Municipal Bond Closed‐End Funds," Journal of Finance, American Finance Association, vol. 61(6), pages 3049-3067, December.
- Brad M. Barber & Terrance Odean & Lu Zheng, 2005. "Out of Sight, Out of Mind: The Effects of Expenses on Mutual Fund Flows," The Journal of Business, University of Chicago Press, vol. 78(6), pages 2095-2120, November.
- Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005.
"On the Industry Concentration of Actively Managed Equity Mutual Funds,"
Journal of Finance, American Finance Association, vol. 60(4), pages 1983-2011, August.
- Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2004. "On the Industry Concentration of Actively Managed Equity Mutual Funds," NBER Working Papers 10770, National Bureau of Economic Research, Inc.
- Lu Zheng, 2004. "On the Comparative Advantage of Chinese Industries," Chinese Economy, Taylor & Francis Journals, vol. 37(2), pages 6-15, March.
- Cai, Fang & Zheng, Lu, 2004. "Institutional trading and stock returns," Finance Research Letters, Elsevier, vol. 1(3), pages 178-189, September.
More information
Research fields, statistics, top rankings, if available.Statistics
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This author is among the top 5% authors according to these criteria:- Number of Citations, Weighted by Simple Impact Factor
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FIN: Finance (2) 2004-09-30 2005-11-19
- NEP-CWA: Central and Western Asia (1) 2021-02-01
- NEP-FMK: Financial Markets (1) 2013-11-02
- NEP-RMG: Risk Management (1) 2016-04-30
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