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 1 9 152
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 0 28 616
Conditioning Information and Variance on Pricing Kernals 0 0 0 1 0 0 7 45
Corruption, Firm Governance, and the Cost of Capital 0 0 3 69 1 1 18 384
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 5 0 0 7 40
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 137 1 1 9 626
Dynamic Asset Allocation With Event Risk 0 0 0 183 1 5 19 422
Dynamic Asset Allocation with Event Risk 0 0 0 26 0 0 20 119
Dynamic Choice and Risk Aversion 0 0 0 16 0 1 15 75
Dynamic Derivative Strategies 1 1 1 534 1 2 27 1,796
How to Discount Cashflows with Time-Varying Expected Returns 0 1 1 249 3 5 21 928
Information, Diversification, and Cost of Capital 0 0 0 31 0 0 6 170
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 0 28 0 1 23 108
Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it? 0 0 0 6 0 0 8 70
Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? 0 0 1 109 2 2 13 565
Risk, Return and Dividends 0 0 0 20 9 9 40 148
Risk, Return and Dividends 0 0 1 148 1 2 22 327
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 0 100 0 1 13 383
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 0 0 0 28 1 2 7 125
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 5 1 1 11 97
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 1 2 18 1,873
The Value of Private Information 0 0 0 4 0 0 7 62
Why Stocks May Disappoint 0 0 0 289 1 2 18 1,109
Total Working Papers 1 2 7 2,960 23 38 366 10,240


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 0 13 284
Debt policy, corporate taxes, and discount rates 0 0 0 54 1 2 11 330
Dynamic derivative strategies 0 0 1 231 0 1 33 739
Information, Expected Utility, and Portfolio Choice 0 0 0 36 0 1 5 140
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 0 84 0 3 20 374
Optimal Convergence Trade Strategies 1 2 2 96 2 3 19 286
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 2 2 15 417
Portfolio Selection in Stochastic Environments 0 2 8 327 0 3 41 739
Risk, return, and dividends 0 0 0 124 1 2 12 430
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 1 3 255 3 6 50 1,100
Why stocks may disappoint 0 0 0 245 0 1 15 780
Total Journal Articles 1 5 15 1,591 9 24 234 5,619


Statistics updated 2026-09-10