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 1 3 8 151
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 4 28 616
Conditioning Information and Variance on Pricing Kernals 0 0 0 1 0 4 7 45
Corruption, Firm Governance, and the Cost of Capital 0 0 3 69 0 3 20 383
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 5 0 2 7 40
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 137 0 3 8 625
Dynamic Asset Allocation With Event Risk 0 0 0 183 0 2 14 417
Dynamic Asset Allocation with Event Risk 0 0 0 26 0 1 22 119
Dynamic Choice and Risk Aversion 0 0 0 16 0 2 15 74
Dynamic Derivative Strategies 0 0 1 533 0 7 26 1,794
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 1 3 16 923
Information, Diversification, and Cost of Capital 0 0 0 31 1 4 6 170
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 0 28 0 4 23 107
Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it? 0 0 0 6 0 3 8 70
Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? 0 1 1 109 1 5 12 563
Risk, Return and Dividends 0 0 1 148 1 4 20 325
Risk, Return and Dividends 0 0 0 20 0 5 31 139
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 0 100 1 6 12 382
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 0 0 1 28 0 2 7 123
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 5 1 1 11 96
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 1 6 18 1,871
The Value of Private Information 0 0 0 4 0 1 9 62
Why Stocks May Disappoint 0 0 0 289 1 8 17 1,107
Total Working Papers 0 1 7 2,958 9 83 345 10,202


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 1 70 0 3 13 284
Debt policy, corporate taxes, and discount rates 0 0 0 54 0 3 13 328
Dynamic derivative strategies 0 0 1 231 1 8 34 738
Information, Expected Utility, and Portfolio Choice 0 0 0 36 0 0 4 139
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 2 84 1 6 25 371
Optimal Convergence Trade Strategies 0 0 1 94 0 5 18 283
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 0 4 13 415
Portfolio Selection in Stochastic Environments 1 2 8 325 20 23 40 736
Risk, return, and dividends 0 0 0 124 1 4 11 428
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 1 3 254 1 9 54 1,094
Why stocks may disappoint 0 0 0 245 1 5 14 779
Total Journal Articles 1 3 16 1,586 25 70 239 5,595


Statistics updated 2026-06-04