| Board Independence, Ownership Concentration and Corporate Performance: Chinese Evidence K Li, L Lu, U Mittoo, Z Zhang International Review of Financial Analysis 41, 162-175, 2015 | 175 | 2015 |
| Long Term Performance of Leveraged ETFs L Lu, J Wang, G Zhang Financial Services Review 21, 63-80, 2012 | 134 | 2012 |
| Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index Futures J Chen, YJL Liu, L Lu, Y Tang Journal of Futures Markets 36, 240-266, 2016 | 57 | 2016 |
| Green policy and corporate social responsibility: Empirical analysis of the Green Credit Guidelines in China S Li, Q Liu, L Lu, K Zheng Journal of Asian Economics 82, 101531, 2022 | 30 | 2022 |
| Enforceability and Effectiveness of Laws and Regulations K Li, L Lu, J Qian, L Zhu | 28* | 2015 |
| Will temperature change reduce stock returns? Evidence from China Y Yan, X Xiong, S Li, L Lu International Review of Financial Analysis 81, 102112, 2022 | 23 | 2022 |
| Asset Pricing in a Monetary Economy with Heterogeneous Beliefs B Croitoru, L Lu Management Science 61, 2203-2219, 2015 | 20* | 2015 |
| Two Trees with Heterogeneous Beliefs: Spillover Effect of Disagreement B Han, L Lu, Y Zhou | 19* | 2015 |
| A Model of Anomaly Discovery Q Liu, L Lu, B Sun, H Yan | 15 | 2016 |
| Prices and Volatilities in the Corporate Bond Market J Bao, J Chen, K Hou, L Lu | 13 | 2016 |
| Asset Pricing and Welfare Analysis with Bounded Rational Investors L Lu Financial Review 45, 485-499, 2010 | 13 | 2010 |
| Shadow banks, leverage risks, and asset prices X Feng, L Lu, Y Xiao Journal of Economic Dynamics and Control 111, 103816, 2020 | 11 | 2020 |
| Time-Inconsistent Preferences, Investment and Asset Pricing B Liu, L Lu, J Yang Economics Letters 148, 48-52, 2016 | 11 | 2016 |
| Macro Factors and Volatility of Treasury-Bond Returns J Huang, L Lu | 11* | 2014 |
| Individual investors' dispersion in beliefs and stock returns J Ma, X Li, L Lu, W Wu, X Xiong Financial Management 51 (3), 929-953, 2022 | 7 | 2022 |
| Voluntary information disclosure with heterogeneous beliefs X Liu, S Liu, L Lu, Y Shi, X Xiong Journal of Economic Dynamics and Control 124, 104081, 2021 | 7 | 2021 |
| Anomaly discovery and arbitrage trading X Dong, Q Liu, L Lu, B Sun, H Yan Journal of Financial and Quantitative Analysis, 1-23, 2018 | 6 | 2018 |
| Incentive Contracting under Ambiguity Aversion Q Liu, L Lu, B Sun | 6 | 2016 |
| Inference for variance risk premium S Zhang, SX Chen, L Lu China Finance Review International 11 (1), 26-52, 2021 | 5 | 2021 |
| International Corporate Bond Market: Uncovering Risks Using Machine Learning D Li, L Lu, Z Qi, G Zhou Available at SSRN 4140701, 2022 | 4 | 2022 |
