A/Prof Andrea Lu
Associate Professor
Department of Finance
7 Scholarly works
0 Projects
HIGHLIGHTS
2025
Journal article
Investor Sentiment and the Pricing of Macro Risks for Hedge Funds
DOI: 10.1287/mnsc.2022.027922024
Journal article
Carbon dioxide and asset pricing: Evidence from international stock markets
DOI: 10.1016/j.jempfin.2023.1014612019
Journal article
A Market-Based Funding Liquidity Measure
DOI: 10.1093/rapstu/ray0072018
Journal article
Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk
DOI: 10.1093/rof/rfx0272017
Journal article
Growing Pains: International Instability and Equity Market Returns
DOI: 10.1111/fima.121652017
Journal article
Slow Diffusion of Information and Price Momentum in Stocks: Evidence from Options Markets
DOI: 10.1016/j.jbankfin.2016.11.0102013
Journal article
The role of storage in a competitive electricity market and the effects of climate change
DOI: 10.1016/j.eneco.2012.09.016