Xiaomeng Lu

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Assistant Professor

Shanghai Jiao Tong University

211 West Huaihai Road

Shanghai, 200030

China

SCHOLARLY PAPERS

6

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Top 24,715

in Total Papers Downloads

2,523

SSRN CITATIONS
Rank 31,791

SSRN RANKINGS

Top 31,791

in Total Papers Citations

18

CROSSREF CITATIONS

9

Scholarly Papers (6)

1.
Downloads 981 ( 28,870)
Citation 4

Anomalies Abroad: Beyond Data Mining

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 62 Posted: 03 Aug 2017 Last Revised: 11 Aug 2020
Xiaomeng Lu, Robert F. Stambaugh and Yu Yuan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company
Downloads 922 (31,112)
Citation 3

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Anomalies, Data Mining, Idiosyncratic Volatility, Mispricing

Anomalies Abroad: Beyond Data Mining

NBER Working Paper No. w23809
Number of pages: 48 Posted: 18 Sep 2017 Last Revised: 23 Jul 2021
Xiaomeng Lu, Robert F. Stambaugh and Yu Yuan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company
Downloads 59 (447,085)

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2.

Tail Risk Concerns Everywhere

Number of pages: 41 Posted: 17 May 2015 Last Revised: 08 Jun 2017
George Gao, Xiaomeng Lu and Zhaogang Song
T. Rowe Price, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Johns Hopkins University - Carey Business School
Downloads 592 (57,254)
Citation 16

Abstract:

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Asset Class; Bond; Currency; Equity; Option; Tail Risk Concerns

3.

Disagreement Beta

Journal of Monetary Economics, Forthcoming
Number of pages: 42 Posted: 17 Jun 2016 Last Revised: 07 Oct 2018
T. Rowe Price, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Johns Hopkins University - Carey Business School and DePaul University
Downloads 528 (66,049)
Citation 3

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Disagreement, heterogeneous beliefs, speculation, asset pricing

FinTech Adoption and Household Risk-Taking

Number of pages: 60 Posted: 30 Oct 2020
Claire Yurong Hong, Xiaomeng Lu and Jun Pan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 169 (219,470)

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FinTech, Consumption, Risk Taking, Household Finance

Fintech Adoption and Household Risk-Taking

NBER Working Paper No. w28063
Number of pages: 62 Posted: 09 Nov 2020 Last Revised: 30 Aug 2021
Claire Yurong Hong, Xiaomeng Lu and Jun Pan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 9 (747,947)
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5.

Bubble-Creating Stock Market Attacks: Widespread Evidence from the Chinese Stock Market

Number of pages: 51 Posted: 11 Jan 2017 Last Revised: 22 Jun 2017
Ziyang Geng and Xiaomeng Lu
Shanghai Pudong Development Bank and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 145 (249,074)

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Speculator, synchronized attacks, Obama-Concept stock, limits to arbitrage, behavioral biases

FinTech Platforms and Mutual Fund Distribution

ADB-IGF Special Working Paper Series “Fintech to Enable Development, Investment, Financial Inclusion, and Sustainability”
Number of pages: 63 Posted: 05 Nov 2019 Last Revised: 24 May 2021
Claire Yurong Hong, Xiaomeng Lu and Jun Pan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 93 (344,380)

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Mutual Funds, Platforms, FinTech, Flow-Performance Sensitivity

Fintech Platforms and Mutual Fund Distribution

NBER Working Paper No. w26576
Number of pages: 62 Posted: 24 Dec 2019 Last Revised: 30 Aug 2021
Claire Yurong Hong, Xiaomeng Lu and Jun Pan
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 6 (773,594)

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