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 4 9 152
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 3 28 616
Conditioning Information and Variance on Pricing Kernals 0 0 0 1 0 3 7 45
Corruption, Firm Governance, and the Cost of Capital 0 0 3 69 0 2 19 383
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 2 8 625
Dynamic Asset Allocation With Event Risk 0 0 0 183 2 3 16 419
Dynamic Asset Allocation with Event Risk 0 0 0 26 0 1 20 119
Dynamic Choice and Risk Aversion 0 0 0 16 1 1 16 75
Dynamic Derivative Strategies 0 0 1 533 1 4 27 1,795
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 1 4 17 924
Information, Diversification, and Cost of Capital 0 0 0 31 0 4 6 170
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 0 28 1 4 24 108
Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it? 0 0 0 6 0 1 8 70
Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? 0 0 1 109 0 4 12 563
Risk, Return and Dividends 0 0 0 20 0 5 31 139
Risk, Return and Dividends 0 0 1 148 0 2 20 325
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 0 100 0 5 12 382
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 0 0 0 28 0 2 5 123
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 5 0 1 10 96
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 1 4 19 1,872
The Value of Private Information 0 0 0 4 0 0 9 62
Why Stocks May Disappoint 0 0 0 289 1 7 18 1,108
Total Working Papers 0 0 6 2,958 9 68 348 10,211


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 2 13 284
Debt policy, corporate taxes, and discount rates 0 0 0 54 0 3 13 328
Dynamic derivative strategies 0 0 1 231 0 4 33 738
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 0 84 2 6 19 373
Optimal Convergence Trade Strategies 1 1 2 95 1 6 19 284
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 0 3 13 415
Portfolio Selection in Stochastic Environments 1 3 8 326 1 23 40 737
Risk, return, and dividends 0 0 0 124 1 5 12 429
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 0 2 254 2 5 50 1,096
Why stocks may disappoint 0 0 0 245 1 5 15 780
Total Journal Articles 2 4 14 1,588 8 62 231 5,603


Statistics updated 2026-07-10