A market-based funding liquidity measure Z Chen, A Lu The Review of Asset Pricing Studies 9 (2), 356-393, 2019 | 64 | 2019 |
Slow diffusion of information and price momentum in stocks: Evidence from options markets Z Chen, A Lu Journal of Banking & Finance 75, 98-108, 2017 | 63 | 2017 |
Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk Z Chen, A Lu Review of Finance 22 (3), 977-1009, 2018 | 32* | 2018 |
Growing pains: international instability and equity market returns Z Chen, AY Lu, Z Yang Financial Management 46 (1), 59-87, 2017 | 22* | 2017 |
The role of storage in a competitive electricity market and the effects of climate change L Evans, G Guthrie, A Lu Energy Economics 36, 405-418, 2013 | 22 | 2013 |
Forest and forest land valuation: How to value forests and forest land to include carbon costs and benefits R Meade, G Fiuza, A Lu, G Boyle, L Evans | 9 | 2009 |
Carbon dioxide and asset pricing: Evidence from international stock markets Z Chen, J Liu, A Lu, L Tao Journal of Empirical Finance 75, 101461, 2024 | 4 | 2024 |
Investor sentiment and the pricing of macro risks for hedge funds Z Chen, A Lu, X Zhu Management Science, 2024 | 2 | 2024 |
Local Political-Turnover-Induced Uncertainty and Bond Market Pricing Z Chen, A Lu, H Xiao, X Zhu Available at SSRN 3741300, 2020 | 2 | 2020 |
A market-based funding liquidity measure Z Chen, A Lu, G Gao, P Gao, S Giglio, R Goyenko | | 2013 |
A Continuous-Time Electricity Market Model and Its Application to Evaluation of Effects of Climatic Change L Evans, G Guthrie, A Lu | | 2011 |
An Intertemporal Model of Electricity Markets with an Application to Climate Change L Evans, G Guthrie, A Lu | | 2010 |
Market Structure and Equilibrium in a Hydro Dominated Electricity Market A Lu Open Access Te Herenga Waka-Victoria University of Wellington, 2010 | | 2010 |