Details about Lu Zheng

Access statistics for papers by Lu Zheng.

Last updated 2014-12-05. Update your information in the RePEc Author Service.

Short-id: pzh589

Working Papers

2020

1. Passive Investing and the Rise of Mega-Firms
   NBER Working Papers, National Bureau of Economic Research, Inc

2016

2. Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2013

3. Home Bias and Local Contagion: Evidence from Funds of Hedge Funds
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2005

4. Unobserved Actions of Mutual Funds
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article Unobserved Actions of Mutual Funds, The Review of Financial Studies, Society for Financial Studies (2008) View citations (225) (2008)

2004

5. On the Industry Concentration of Actively Managed Equity Mutual Funds
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
   See also Journal Article On the Industry Concentration of Actively Managed Equity Mutual Funds, Journal of Finance, American Finance Association (2005) View citations (372) (2005)

Journal Articles

2012

1. The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance
   The Review of Financial Studies, 2012, 25, (1), 96-143 View citations (64)

2010

2. Side-by-Side Management of Hedge Funds and Mutual Funds
   The Review of Financial Studies, 2010, 23, (6), 2342-2373 View citations (41)

2009

3. Investor flows and stock market returns
   Journal of Empirical Finance, 2009, 16, (1), 87-100 View citations (34)
4. The ABCs of mutual funds: On the introduction of multiple share classes
   Journal of Financial Intermediation, 2009, 18, (3), 329-361 View citations (32)

2008

5. Unobserved Actions of Mutual Funds
   The Review of Financial Studies, 2008, 21, (6), 2379-2416 View citations (225)
   See also Working Paper Unobserved Actions of Mutual Funds, NBER Working Papers (2005) (2005)

2006

6. Are investors moonstruck? Lunar phases and stock returns
   Journal of Empirical Finance, 2006, 13, (1), 1-23 View citations (100)
7. Tax‐Loss Selling and the January Effect: Evidence from Municipal Bond Closed‐End Funds
   Journal of Finance, 2006, 61, (6), 3049-3067 View citations (40)

2005

8. On the Industry Concentration of Actively Managed Equity Mutual Funds
   Journal of Finance, 2005, 60, (4), 1983-2011 View citations (372)
   See also Working Paper On the Industry Concentration of Actively Managed Equity Mutual Funds, NBER Working Papers (2004) View citations (9) (2004)
9. Out of Sight, Out of Mind: The Effects of Expenses on Mutual Fund Flows
   The Journal of Business, 2005, 78, (6), 2095-2120 View citations (236)

2004

10. Institutional trading and stock returns
    Finance Research Letters, 2004, 1, (3), 178-189 View citations (32)
11. On the Comparative Advantage of Chinese Industries
    Chinese Economy, 2004, 37, (2), 6-15 View citations (1)