Andrea Lu - Researcher Profile
Associate Professor
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Publications Title Journal Name Year ABDC Ranking
Investor Sentiment and the Pricing of Macro Risks for Hedge Funds Management Science 2025 A*
Carbon dioxide and asset pricing: Evidence from international stock markets Journal of Empirical Finance 2024 A
A Market-Based Funding Liquidity Measure Review of Asset Pricing Studies 2019 A*
Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk Review of Finance 2018 A*
Growing Pains: International Instability and Equity Market Returns Financial Management 2017 A
Slow Diffusion of Information and Price Momentum in Stocks: Evidence from Options Markets Journal of Banking & Finance 2017 A*
The role of storage in a competitive electricity market and the effects of climate change Energy Economics 2013 A*