Biography

Dr. Lu is an Associate Professor of Finance in the College of Business at the University of Central Florida. She received her Ph.D. degree from the University of Florida and her undergraduate degree from Tongji University. She also obtained her MBA and Master of Science in Real Estate degree from the University of Florida. She has been a member of the UCF faculty since August 2015.

Dr. Lu’s research interests are in the areas of alternative investments and behavioral finance. Her research has been published in the Journal of Finance, Management Science and the Journal of Financial Economics, and featured in CNN, the Economist, NPR, the Wall Street Journal and numerous other popular and trade press articles. Her work has been presented at the Nanyang Technology University, Singapore Management University, University of Hong Kong, Georgetown University, University of Arizona, DePaul University and other research universities. She was also invited to present at major conferences such as European Finance Association annual meetings and American Finance Association annual meetings. She has been a CFA charter holder since 2012.

Research & Publications

  • Under One Roof: An Analysis of Simultaneously Managed Hedge Funds and Fund of Funds, (with Vikas Agarwal and Sugata Ray) Management Science, 2016,62(3),722-740.
  • Limited Attention, Marital Events and Hedge Funds,(with Sugata Ray and Melvyn Teo), Journal of Financial Economics, 2016, 122(3), 607-624.
  • Too good to be true? An analysis of the options market’s reactions to earnings releases, (with Sugata Ray), Journal of Business Finance and Accounting, 2016, 43(7-8), 830-848.
  • How Do Personal Assets Affect Professional Asset Management? Evidence from Hedge Fund Managers’ Real Estate Transactions, (with David Ling and Sugata Ray), Real Estate Economics, 2019, V00, 1-34.
  • Sensation Seeking, Sports Cars, and Hedge Funds ( With Stephen Brown, Sugata Ray and Melvyn Teo), Journal of Finance, 2019, LXXIII,2871-2914.
  • ‘Alternative’ Marketing for Alternative Investments: Does Umbrella Branding Circumvent Marketing Regulations?, (with David Musto, Debanjan. Mitra and Sugata Ray), Marketing Science, 39(1), 71-91.

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Research and Publications

  • Under One Roof: An Analysis of Simultaneously Managed Hedge Funds and Fund of Funds

    (with Vikas Agarwal and Sugata Ray) Management Science, forthcoming

  • ‘Cause’ Spillovers in Umbrella Brands: The Influence of Hedge Funds on their Affiliated Mutual Funds’ Advertising

    (with David Musto, Debanjan. Mitra and Sugata Ray), invited for a resubmission at Journal of Marketing Research

  • Limited Attention, Marital Events and Hedge Funds

    (with Sugata Ray and Melvyn Teo), revise and resubmit at Journal of Financial Economics

  • Too Good to be True? An Analysis of the Options Market’s Reactions to Earnings Releases

    (with Sugata Ray), revise and resubmit at Journal of Business Finance and Accounting

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