Zhongjin (Gene) Lu

Department of Finance
Assistant Professor
- Office
-
B312 Amos Hall620 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
- Bear Beta. Journal Of Financial Economics,Forthcoming.
- The Carry Trade: Risks and Drawdowns. Critical Finance Review: Vol. 6: No. 2 (2017), Pp 211-262.
- 2010. Volatility Components: The Term Structure Dynamics of VIX Futures. Journal Of Futures Markets , 30(3):230–256.
Working Papers
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Tingting Liu, Zhongjin Lu, Tao Shu, and Fengrong Wei, Distinct Relatedness and Synergies in Mergers and Acquisitions. Working Paper.
- The Cross Section of Long-Term Expected Returns.Working Paper.
- Momentum and Reversal: Disentangling the Underreaction and Delayed Overreaction. Working Paper.
- Sub-National Credit Risk and Sovereign Bailouts-Who Pays the Premium? Imf Working Paper.