Access Statistics for Jun Liu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Equilibrium Model of Rare Event Premia 0 0 0 31 0 0 1 142
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 0 0 588
Conditioning Information and Variance on Pricing Kernals 0 0 1 1 0 0 2 38
Corruption, Firm Governance, and the Cost of Capital 0 0 0 65 1 9 24 357
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 5 0 0 0 32
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 137 0 0 0 617
Dynamic Asset Allocation With Event Risk 0 0 1 183 0 2 4 403
Dynamic Asset Allocation with Event Risk 0 0 0 26 0 0 0 96
Dynamic Choice and Risk Aversion 0 1 1 16 0 1 1 58
Dynamic Derivative Strategies 0 0 3 532 1 1 6 1,758
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 0 0 3 907
Information, Diversification, and Cost of Capital 0 0 0 31 0 0 10 164
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 1 2 4 28 1 2 7 83
Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it? 0 0 0 6 0 0 0 62
Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? 0 0 0 108 0 0 1 551
Risk, Return and Dividends 0 0 0 20 0 0 1 108
Risk, Return and Dividends 0 0 0 146 0 1 2 304
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 1 1 100 1 2 4 370
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 0 0 0 27 1 1 1 115
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 2 3 6 1,851
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 5 2 2 3 84
The Value of Private Information 0 0 0 4 0 0 0 53
Why Stocks May Disappoint 0 0 0 289 0 0 2 1,090
Total Working Papers 1 4 11 2,949 9 24 78 9,831


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks 0 0 0 69 1 1 1 271
Debt policy, corporate taxes, and discount rates 0 0 0 54 0 0 2 313
Dynamic derivative strategies 0 1 1 230 0 1 3 702
Information, Expected Utility, and Portfolio Choice 0 0 0 36 0 0 0 135
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 6 81 0 1 11 344
Optimal Convergence Trade Strategies 1 2 10 92 1 3 24 262
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 1 69 0 2 7 401
Portfolio Selection in Stochastic Environments 0 0 3 313 0 1 4 691
Risk, return, and dividends 0 0 0 124 0 0 2 417
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 0 3 249 1 13 65 1,032
Why stocks may disappoint 0 0 1 243 1 1 4 761
Total Journal Articles 1 3 25 1,560 4 23 123 5,329


Statistics updated 2025-03-03