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 2 143
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 1 38
Corruption, Firm Governance, and the Cost of Capital 0 0 1 66 2 3 23 366
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 5 0 0 1 33
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 137 0 0 0 617
Dynamic Asset Allocation With Event Risk 0 0 0 183 0 0 2 403
Dynamic Asset Allocation with Event Risk 0 0 0 26 0 2 3 99
Dynamic Choice and Risk Aversion 0 0 1 16 0 1 3 60
Dynamic Derivative Strategies 0 1 1 533 0 1 12 1,769
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 0 0 2 907
Information, Diversification, and Cost of Capital 0 0 0 31 0 0 4 164
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 3 28 0 1 5 85
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 1 1 552
Risk, Return and Dividends 0 0 1 147 0 0 2 305
Risk, Return and Dividends 0 0 0 20 0 0 0 108
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 1 100 0 0 3 370
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 0 1 1 28 0 2 4 118
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 5 0 1 4 86
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 2 2 7 1,855
The Value of Private Information 0 0 0 4 0 2 2 55
Why Stocks May Disappoint 0 0 0 289 0 1 2 1,091
Total Working Papers 0 2 10 2,953 4 17 83 9,874


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 0 0 1 271
Debt policy, corporate taxes, and discount rates 0 0 0 54 1 4 6 319
Dynamic derivative strategies 0 0 1 230 1 2 5 706
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 2 5 84 0 8 15 354
Optimal Convergence Trade Strategies 0 1 7 94 1 2 15 267
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 0 0 5 402
Portfolio Selection in Stochastic Environments 1 2 6 319 1 2 8 698
Risk, return, and dividends 0 0 0 124 1 1 1 418
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 1 3 252 1 10 50 1,050
Why stocks may disappoint 0 0 3 245 0 0 7 765
Total Journal Articles 1 6 25 1,576 6 29 113 5,385


Statistics updated 2025-09-05