Lu Zhu

Lu Zhu

Assistant Professor, Finance (FIN)
Email: lu.zhu@csulb.edu
Campus Phone: 562.985.8614
Office: COB-414 (Hours)

Derivatives, Investments, Portfolio Management

Credit Derivatives, Risk Management

  • PhD, Claremont Graduate University, 2014
    Major/Concentration: Financial Engineering
  • Master, Claremont Graduate University, 2009
    Major/Concentration: Financial Engineering
  • Bachelor, Nanjing Audit Institute, 2007
    Major/Concentration: Auditing
    Professional
  • California State University, Long Beach (2016 - Present) Assistant Professor
  • University of Wisconsin (2014 - 2016) Assistant Professor
  • University of La Verne (2013 - 2014) Adjunct Professor
  • Claremont Graduate Univeristy (2009 - 2014) Teaching and Research Fellow
  • Pomona College (2009 - 2009) Teaching Assistant
  • Claremont Mckenna College (2007 - 2008) Research Assistant
  • "Credit default swaps and CEO compensation: a long-term perspective", Applied Economics, Feb-2020
  • "The Externalities of Credit Default Swaps on Stock Return Synchronicity", Journal of Futures Markets , Jul-2019
  • "The impact of trade reporting and central clearing on CDS price informativeness", Journal of Financial Stability, Jul-2019
  • "Credit Default Swap Spreads and Annual Report Readability", Review of Quantitative Finance and Accounting , Jan-2018
  • "The Effect of Industry Specific and Local Economic Factors on CDS Spreads: Evidence from REITs", Journal of Financial Services Research , Dec-2017
  • "Credit Derivatives and Stock Return Synchronicity", Journal of Financial Stability, Jan-2017
  • "Can Mutual Fund Flows Serve as Market Risk Sentiment? An Empirical Analysis with Credit Default Swaps (CDS) Spreads", Journal of Risk Finance, Jan-2017
  • "Generating Random Vectors Using Transformations with Multiple Roots and its Applications", Applications and Applied Mathematics , Jan-2015
  • "A New Algorithm to Stimulate the First Exit Times of a Vector of Brownian Motion, with an Application to Finance", Journal of Applied Probability and Statistics , Jan-2015
  • "The Externalities of Credit Default Swaps on Stock Return Synchronicity", FMA Financial Management Association FMA (Annual Meeting) , New Orleans , Oct-2019
  • "The Impact of CDS on Firm Financing and Investment: Evidence from REITs", American Real Estate Society (Annual Meeting) , Arizona , Apr-2019
  • "The Externalities of Credit Default Swaps on Stock Return Synchronicity", Eastern Finance Association (Annual Meeting) , Miami , Apr-2019
  • "Supply Chain Hierarchy and Credit Derivatives", Midwest Finance Association (Annual Meeting) , Chicago , Mar-2019
  • "The Impact of Trade Reporting and Central Clearing on CDS Price Informativeness", FMA Financial Management Association , Oct-2018
  • "Credit Default Swaps and CEO Pay-Performance Sensitivity: An Empirical Analysis", AAA Conference American Accounting Association , Aug-2018
  • "The Impact of Trade Reporting and Central Clearing on CDS Price Informativeness", International Risk Management , Jun-2018
  • "The Interdependence of Debt and the Financing of R&D: Evidence from the Onset of Credit Default Swaps", Western Decision Science Institute (WDSI) Meeting , Hawaii , Apr-2018
  • "CDS Price Informativeness after the Global Financial Crisis", UK Financial Conduct Authority Research Seminar , London , Dec-2017
  • "The Effect of Industry Specific and Local Economic Factors on CDS Spreads: Evidence from REITs", American Real Estate Society (Annual Meeting) , Apr-2017
  • "Credit Derivatives and Stock Return Synchronicity", FMA Financial Management Association FMA (Annual Meeting) , Jan-2016
  • "Credit Default Swap Spreads and Annual Report", Midwest Finance Association (Annual Meeting) , Jan-2016
  • "Credit Derivatives and Stock Return Synchronicity", Midwest Finance Association (Annual Meeting) , Jan-2016
  • "The Impact of Central-Clearing on Information Asymmetries and Price Discovery in CDS Markets", Midwest Finance Association (Annual Meeting) , Jan-2016
  • "Credit Default Swap Spreads and Annual Report Readability", Eastern Finance Association (Annual Meeting) , Jan-2016
  • "Credit Derivatives and Stock Return Synchronicity", Eastern Finance Association (Annual Meeting) , Jan-2016
  • "Can Mutual Fund Flows Serve as Market Risk Sentiment? An Empirical Analysis with CDS Spreads", Southern Finance Association (Annual Meeting) , Jan-2016
  • "Can Mutual Fund Flows Serve as Market Risk Sentiment? An Empirical Analysis with Credit Default Swaps (CDS) Spreads", Academy of Financial Services , Jan-2016
  • "The Effect of Industry Specific and Local Economic Factors on CDS Spreads: Evidence from REIT's", Southern Finance Association (Annual Meeting) , Jan-2015
  • "An Empirical Analysis of Counterparty Risk in CDS Spreads", FMA Financial Management Association FMA (Annual Meeting) , Jan-2014
  • "Can Mutual Fund Flows Serve as Market Risk Sentiment? An Empirical Analysis with CDS Spreads" , CSUN Research Seminar Series Northridge , Jan-2016
  • "The Impact of Central-Clearing on Information Asymmetries and Price Discovery in CDS Markets" , ICMA Centre Research Seminar in University of Reading (IC) , Jan-2016
  • "Credit Derivatives and Stock Return Synchronicity" , UWEC College of Business Research Seminar University of Wisconsin , Jan-2015
  • "An Empirical Analysis of Counterparty Risk in CDS Spreads" , California Corporate Finance Conference (Annual Conference) , Jan-2013
© 2020 College of Business (COB), California State University Long Beach (CSULB).
Updated: July 07 2020 [luzhu]