Contact Information

 

Address:

Kellogg School of Management

Northwestern University

2001 Sheridan Rd.

4th Floor, Finance Dept.

Evanston IL 60208

 

Phone: 847-641-0662

Fax: 847-491-5719  

 

Email: andrea-lu

@kellogg.northwestern.edu

Personal Website:

https://sites.google.com/site

/andrealufinance/

 

Andrea Lu

Ph.D. Candidate
Finance

Ph.D., Finance, Kellogg School of Management, Northwestern University (Expected 2014)
M.A., Economics, Victorial University of Wellington, New Zealand
B.C.A. (First Class Honours), Economics and Finance, Victoria University of Wellington, New Zealand

Curriculum Vitae (PDF 268 KB / 4 pages)


Research Interests: Empirical Asset Pricing, Financial Market Frictions, International Finance, Energy Economics

Job Market Paper

  • "Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk," with Zhuo Chen. (download)
    - Presented at EFA (2013), FMA PhD Consortium (2013), FMA (2013), The 26th ABFC (2013, scheduled), The 26th ABFC PhD Forum (2013, scheduled)

Working Papers

  • "A Market-based Funding Liquidity Measure," with Zhuo Chen. (download)
    - Presented at FDIC/JFSR 13th Annual Bank Research Conference (2013), The 26th ABFC (2013, scheduled), The 26th ABFC PhD Forum (2013, scheduled).
  • "Slow Diffusion of Information and Price Momentum in Stocks: Evidence From Options Markets," with Zhuo Chen. (download)
    - Presented at Kellogg (2013), PKU-Tsinghua-Stanford Conference in Quantitative Finance (2013), CQA Academic Competition (2013), FMA PhD Consortium (2013), FMA (2013).
  • "International Instability and Asset Pricing," with Zhuo Chen and Zhuqing Yang. (download)
    - Presented at Kellogg (2012), The 25th ABFC (2012), The 25th ABFC PhD Forum (2012), MFA (2013), FMA(2013), The 24th Annual Conference on Financial Economics and Accounting (2013).
  • "Carbon Dioxide Emissions and Asset Pricing," with Zhuo Chen. (Available upon request)
    - Presented at Kellogg (2012), The 25th ABFC (2012), MFA (2013).

Publications

  • "The Role of Storage in a Competitive Electricity Market and the Effects of Climate Change," with Lewis Evans and Graeme Guthrie, Energy Economics 36, March 2013, p.405-418. (download)

Books

  • "Forest Valuation under Carbon Pricing: A Real Options Approach," with Richard Meade, Gabriel Fiuza, Lewis Evans and Glenn Boyle, VDM, Verlag, 2009. (Amazon Link)

References

Prof. Ravi Jagannathan (Co-Chair)
Prof. Robert Korajczyk (Co-Chair)
Prof. Jules van Binsbergen
Prof. Kathleen Hagerty
Prof. Arvind Krishnamurthy

Kellogg School of Management
2001 Sheridan Road
Evanston, IL 60208-2800
847.491.3300