PhD, Finance, Columbia Business School, 2014

MA, Economics, Duke University, 2010

BS, Economics, Mechanical, Tsinghua University, 2008

Finalist for AQR Insight Award, AQR, 2017

First Prize, INQUIRE EUROPE & INQUIRE UK, 2017

• Empirical Asset Pricing
• International Finance
• Behavioral Finance

• Empirical Asset Pricing
• International Finance
• Financial Econometrics
• Behavioral Finance

• 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):230–256.

• 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.