- PhD, Finance, Columbia Business School, 2014
- MA, Economics, Duke University, 2010
- BS, Economics, Tsinghua University, 2008
- Empirical asset pricing
- International finance
- Financial econometrics
- Behavioral finance
- Fast and Slow Arbitrageurs: Implications for Return Predictability, Steven Malliaris and Zhongling Qin. Working Paper.
- Risk Management with Variable Capital Utilization and Procyclical Collateral Capacity, with Guojun Chen and Siddharth Vij. Working Paper.
- 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.
- Zhongjin Lu and Zhongling Qin, Leveraged Funds and the Shadow Cost of Leverage Constraints. Journal of Finance 76, no. 3 (June 2021): 1295–1338
- Zhongjin Lu and Scott Murray. Bear Beta. Journal Of Financial Economics:131 (3), 2019, pp 736-760
- 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.
Awards, Honors, and Recognition
- Finalist for AQR Insight Award, AQR, 2017
- First Prize, INQUIRE EUROPE & INQUIRE UK, 2017