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 1 1 1 32 2 2 11 154
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 2 69 1 2 18 385
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 137 0 1 9 626
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 5 1 1 8 41
Dynamic Asset Allocation With Event Risk 0 0 0 183 1 4 20 423
Dynamic Asset Allocation with Event Risk 0 0 0 26 0 0 20 119
Dynamic Choice and Risk Aversion 0 0 0 16 0 0 11 75
Dynamic Derivative Strategies 0 1 1 534 1 2 28 1,797
How to Discount Cashflows with Time-Varying Expected Returns 1 2 2 250 1 5 21 929
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 0 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 1 3 12 566
Risk, Return and Dividends 0 0 0 20 0 9 40 148
Risk, Return and Dividends 0 0 1 148 0 2 22 327
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 0 100 1 2 14 384
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 0 0 0 28 0 2 7 125
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 5 0 1 11 97
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 1 2 19 1,874
The Value of Private Information 0 0 0 4 0 0 6 62
Why Stocks May Disappoint 0 0 0 289 2 3 20 1,111
Total Working Papers 2 4 8 2,962 12 41 369 10,252


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 1 1 14 285
Debt policy, corporate taxes, and discount rates 0 0 0 54 0 2 11 330
Dynamic derivative strategies 0 0 1 231 0 1 32 739
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 1 2 20 375
Optimal Convergence Trade Strategies 0 1 2 96 0 2 19 286
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 2 4 17 419
Portfolio Selection in Stochastic Environments 0 1 8 327 2 4 43 741
Risk, return, and dividends 0 0 0 124 1 2 13 431
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 1 3 255 4 8 54 1,104
Why stocks may disappoint 0 0 0 245 2 2 17 782
Total Journal Articles 0 3 15 1,591 13 29 245 5,632


Statistics updated 2026-10-11