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Zhongjin Lu PhD


Division: Finance & Economics

Advisers:

  • Paul Tetlock
  • Gil Sadka
  • Robert Hodrick
  • Kent Daniel

ZLu15@gsb.columbia.edu

Education

B.S., Mechanical Engineering, Tsinghua University, 2008
M.A., Economics, Duke University, 2010

Honors and Awards

Netspar Research Grant,  2012
Duke University M.A. Fellowship,  2009
Tsinghua University POSCO First-Class Scholarship,  2007
First Place in the National Mathematic Olympiad Competition of China,  2004

Research Interests

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

Papers

Subnational Credit Risk and Sovereign Bailouts—Who Pays the Premium?
Coauthor(s): Jenkner, Eva, and Zhongjin Lu
More Information


Risks of the Carry Trade
Coauthor(s): Hodrick, Robert, Kent Daniel and Zhongjin Lu
More Information


Can Cash Flow Expectations Explain Momentum and Reversal?
Coauthor(s): Lu, Zhongjin,
More Information Download paper (PDF)


Volatility Components: Evidence from VIX Futures Market
Coauthor(s): Lu, Zhongjin, and Yingzi Zhu
More Information Download paper (PDF)


Division: 
Finance & Economics
Research Interests: 
Asset Pricing
International Finance
Financial Econometrics
Behavioral Finance
Advisers: 
Paul Tetlock
Gil Sadka
Robert Hodrick
Kent Daniel
Education: 
degree: 
B.S.
major: 
Mechanical Engineering
school: 
Tsinghua University
year: 
2 008
degree: 
M.A.
major: 
Economics
school: 
Duke University
year: 
2 010
contact info: 
Office room #: 
301
personal website: 
https://sites.google.com/site/cbszlu/
awards: 
award: 
Netspar Research Grant
year: 
2 012
award: 
Duke University M.A. Fellowship
year: 
2 009
award: 
Tsinghua University POSCO First-Class Scholarship
year: 
2 007
award: 
First Place in the National Mathematic Olympiad Competition of China
year: 
2 004
Profile information release: 
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