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 1 6 135
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 109 1 6 8 585
Conditioning Information and Variance on Pricing Kernals 0 0 0 0 0 1 3 33
Corruption, Firm Governance, and the Cost of Capital 0 1 4 52 2 7 27 252
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 3 0 0 5 25
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 136 1 1 11 610
Dynamic Asset Allocation With Event Risk 0 0 0 182 0 0 8 385
Dynamic Asset Allocation with Event Risk 0 0 1 24 0 0 6 81
Dynamic Choice and Risk Aversion 0 1 2 14 0 1 5 49
Dynamic Derivative Strategies 1 1 2 525 5 7 21 1,713
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 244 4 5 12 893
Information, Diversification, and Cost of Capital 0 0 2 25 2 4 15 112
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 1 2 22 1 3 11 63
Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it? 0 0 0 5 2 2 11 41
Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? 0 0 0 106 0 1 5 533
Risk, Return and Dividends 0 0 0 19 2 4 9 79
Risk, Return and Dividends 0 1 1 140 1 2 8 269
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 2 98 1 2 9 352
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 0 0 1 17 0 0 13 85
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 3 1 3 14 69
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 827 1 1 7 1,823
The Value of Private Information 0 0 0 4 0 0 4 49
Why Stocks May Disappoint 0 0 3 285 1 4 23 960
Total Working Papers 1 5 20 2,871 26 55 241 9,196


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 67 0 1 2 254
Debt policy, corporate taxes, and discount rates 0 0 1 49 2 5 15 294
Dynamic derivative strategies 0 1 3 222 3 6 17 647
Information, Expected Utility, and Portfolio Choice 0 0 1 34 0 0 2 127
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 1 2 3 72 1 3 13 310
Optimal Convergence Trade Strategies 1 1 5 42 9 11 23 140
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 1 1 3 61 2 5 35 354
Portfolio Selection in Stochastic Environments 0 1 5 296 2 4 21 651
Risk, return, and dividends 0 1 6 122 1 5 23 388
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 1 3 231 3 5 32 832
Why stocks may disappoint 0 0 10 214 2 9 54 588
Total Journal Articles 3 8 40 1,410 25 54 237 4,585


Statistics updated 2020-09-04