||Bryce Douglas Chair in Finance, Associate Professor
||Accounting & Finance
||424 Drake Centre
Curriculum vitae »
Asset Pricing (with heterogeneous agents and frictions), Behavioural Finance
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.
1. Enforceability and Effectiveness of Laws and Regulations (with Li, Qian, and Zhu), Journal of Corporate Finance forthcoming
2. Shadow Banks, Leverage Risks and Asset Prices (with Feng and Xiao), Journal of Economic Dynamics and Control forthcoming
3. Macro Disagreement and International Options Markets (with Li, Li, Theocharides, and Xiong), Journal of International Financial Markets, Institutions & Money forthcoming
4. Two Trees with Heterogeneous Beliefs: Spillover Effect of Disagreement (with Han and Zhou), Journal of Financial and Quantitative Analysis, 2019, Vol. 54: 1791-1819.
5. Incentive Contracting under Ambiguity-Aversion (with Liu and Sun), Economic Theory, 2018, Vol. 66: 929-950
6. Time-Inconsistent Preferences, Investment and Asset Pricing (with Liu, Mu, and Yang), Economics Letters, 2016, Vol. 148: 48-52
7. Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index Futures (with Chen, Liu, and Tang), Journal of Futures Markets, 2016, Vol. 36: 240-266
8. Asset Pricing in a Monetary Economy with Heterogeneous Beliefs (with Croitoru), Management Science, 2015, Vol. 61: 2203-2219