||Accounting & Finance
||456 Drake Centre
Curriculum vitae ►
Asset Pricing (with heterogeneous agents and frictions), Fixed Income
Asset Pricing, Investment, Options and Futures
Dr. Lu joined the Asper School of Business in 2016. He holds a PhD in Finance from McGill University and a Master’s Degree in Management from Tianjin University, China. He taught in the Guanghua School of Management at Peking University and School of Finance at Shanghai University of Finance and Economics before joining in the Asper School of Business. Dr. Lu's research interests include asset pricing (with heterogeneous agents and frictions) and fixed income. Dr. Lu presented his works at primary academic conferences and served as ad hoc reviewer for several academic journals and conferences.
Time-Inconsistent Preferences, Investment and Asset Pricing (with Bo Liu, Congming Mu, and Jinqiang Yang), Economics Letters, 2016, Vol. 148: 48-52
Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index Futures (with Jing Chen, Yu-Jane Liu, and Ya Tang), Journal of Futures Markets, 2016, Vol. 36: 240-266.
Asset Pricing in a Monetary Economy with Heterogeneous Beliefs (with Benjamin Croitoru), Management Science, 2015, Vol. 61: 2203-2219.
Board Independence, Ownership Concentration and Corporate Performance: Chinese Evidence (with Ke Li, Usha Mittoo, and Zhou Zhang), International Review of Financial Analysis, 2015, Vol. 41: 162-175.
Asymmetric Information, Illiquidity and Asset Returns: Evidence from China (with Guangchuan Li, Bo Wu, and Zhou Zhang), Quantitative Finance, 2014, Vol. 14: 947-957.
Long Term Performance of Leveraged ETFs (with Jun Wang and Ge Zhang), Financial Services Review, 2012, Vol. 21: 63-80.
Asset Pricing and Welfare Analysis with Bounded Rational Investors, Financial Review, 2010, Vol. 45: 485-499.