| Trust and the Value of CSR during the Global Financial Crisis H Berkman, H Lu, M Li Accounting & Finance 61 (3), 4955-4965, 2020 | 36 | 2020 |
| Cross-asset return predictability: Carry trades, stocks and commodities H Lu, B Jacobsen Journal of International Money and Finance 64, 62-87, 2016 | 28 | 2016 |
| Relative Valuation with Machine Learning P Geertsema, H Lu Journal of Accounting Research (forthcoming), 2021 | 21* | 2021 |
| Real earnings management around CEO turnovers PG Geertsema, DH Lont, H Lu Accounting & Finance 60 (3), 2397-2426, 2020 | 18* | 2020 |
| The correlation structure of anomaly strategies P Geertsema, H Lu Journal of Banking & Finance 119, 105934, 2020 | 12 | 2020 |
| Stock price response to new‐CEO earnings news PG Geertsema, DH Lont, H Lu Accounting & Finance 58 (3), 849-883, 2018 | 9 | 2018 |
| IPO Underpricing and Oversubscription in China H Lu, P Geertsema Journal of Economics and Business, 2019 | 8* | 2019 |
| Asymmetric extreme tails and prospective utility of momentum returns R Gregory-Allen, H Lu, P Stork Economics Letters 117 (1), 295-297, 2012 | 6 | 2012 |
| Revisiting the price effect in US stocks P Geertsema, H Lu Finance Research Letters 30, 139-144, 2019 | 5 | 2019 |
| Where is the risk in risk factors? Evidence from the Vietnam war to the COVID-19 pandemic. P Geertsema, H Lu Evidence from the Vietnam War to the COVID-19 Pandemic.(June 6, 2020), 2020 | 3 | 2020 |
| A game-theoretic model of underpricing and over-subscription in Chinese IPO˘s P Geertsema, H Lu Finance Research Letters 17, 93-96, 2016 | 3 | 2016 |
| Cross-Asset Return Predictability: Carry Trades, Stocks and Commodities H Lu, B Jacobsen Stocks and Commodities (September 16, 2015), 2015 | 2 | 2015 |
| SOX and the Horizon Problem P Geertsema, DH Lont, H Lu Available at SSRN: https://ssrn.com/abstract=3301800, 2018 | 1* | 2018 |
| Split-Adjusted Stock Price and the Cross-Section of US Stock Returns [Early Draft] P Geertsema, H Lu Available at SSRN 2647319, 2015 | 1 | 2015 |
| Return Predictability: Accounting versus Market Information P Geertsema, H Lu Available at SSRN 4725107, 2024 | | 2024 |
| ESG disclosure and investors˘ attention: Evidence from Mutual fund prospectuses H Shi, H Lu, JB Lee | | 2023 |
| Instance-based Explanations for Gradient Boosting Machine Predictions with AXIL Weights P Geertsema, H Lu arXiv preprint arXiv:2301.01864, 2023 | | 2023 |
| Measuring information decay in financial markets P Geertsema, H Lu Available at SSRN 3965171, 2021 | | 2021 |
| CEO Inside Debt and Innovation H Nguyen, H Lu, A Marsden Available at SSRN 3787220, 2021 | | 2021 |
| Tail risk of US equity factors H Lu, P Stork Quantitative Methods in Finance (QMF) 2019 Conference, 2019 | | 2019 |
