Department of Finance

Assistant Professor

Office: B312 Amos Hall

620 S. Lumpkin St.

Athens, GA, 30602
Email Address: Workzlu15@uga.edu
Sites: Websites Personal Website
Documents Google Scholar Profile

Education

PhD, Finance, Columbia Business School, 2014

MA, Economics, Duke University, 2010

BS, Economics, Mechanical, Tsinghua University, 2008

Awards

Finalist for AQR Insight Award, AQR, 2017

First Prize, INQUIRE EUROPE & INQUIRE UK, 2017

Areas of Expertise

Empirical Asset Pricing
International Finance
Behavioral Finance

Research Interests

Empirical Asset Pricing
International Finance
Financial Econometrics
Behavioral Finance

Selected Publications

Journal Articles

Zhongjin Lu and Scott Murray. Bear Beta. Journal Of Financial Economics,Forthcoming.
Kent Daniel, Robert Hodrick, Zhongjin Lu. The Carry Trade: Risks and Drawdowns. Critical Finance Review: Vol. 6: No. 2 (2017), Pp 211-262.
Zhongjin Lu, Yingzi Zhu. 2010. Volatility Components: The Term Structure Dynamics of VIX Futures. Journal Of Futures Markets , 30(3):230â€“256.

Working Papers

Zhongjin Lu and Zhongling Qin, Leveraged Funds and the Shadow Cost of Leverage Constraints, Revise and Resubmit at Journal of Finance
Tingting Liu, Zhongjin Lu, Tao Shu, and Fengrong Wei, Distinct Relatedness and Synergies in Mergers and Acquisitions. Working Paper.
Zhongjin Lu. The Cross Section of Long-Term Expected Returns.Working Paper.
Zhongjin Lu. Momentum and Reversal: Disentangling the Underreaction and Delayed Overreaction. Working Paper.
Eva Jenkner, Zhongjin Lu. Sub-National Credit Risk and Sovereign Bailouts-Who Pays the Premium? Imf Working Paper.