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Zhongjin Lu · Study
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Author
Zhongjin Lu
4 works
· latest 2018
· 1 institutions
cluster: provisional
ORCID 0000-0002-8130-9805
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Citations
245
Works here
4
09
17
18
Most cited in this library
The Carry Trade: Risks and Drawdowns
2017 · 80 citations
Bear beta
2018 · 69 citations
Volatility components: The term structure dynamics of VIX futures
2009 · 68 citations
Leveraged Funds and the Shadow Cost of Leverage Constraints
2018 · 28 citations
Works
4 shown
Bear beta
Journal of Financial Economics
·
2018
·
2 authors
69
citations
Leveraged Funds and the Shadow Cost of Leverage Constraints
The Journal of Finance
·
2018
·
2 authors
·
Open access
28
citations
The Carry Trade: Risks and Drawdowns
Critical Finance Review
·
2017
·
3 authors
80
citations
Volatility components: The term structure dynamics of VIX futures
Journal of Futures Markets
·
2009
·
2 authors
68
citations