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 1 143
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 0 1 0 0 0 38
Corruption, Firm Governance, and the Cost of Capital 2 3 4 69 2 3 21 369
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 137 1 1 1 618
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 5 0 0 1 33
Dynamic Asset Allocation With Event Risk 0 0 0 183 4 5 7 408
Dynamic Asset Allocation with Event Risk 0 0 0 26 0 0 3 99
Dynamic Choice and Risk Aversion 0 0 1 16 0 4 7 64
Dynamic Derivative Strategies 0 0 1 533 1 3 15 1,772
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 1 2 2 909
Information, Diversification, and Cost of Capital 0 0 0 31 0 0 0 164
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 2 28 0 0 4 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 3 4 555
Risk, Return and Dividends 0 0 1 147 2 2 4 307
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 1 1 3 371
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 0 0 1 28 0 0 4 118
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 5 1 1 5 87
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 2 3 10 1,858
The Value of Private Information 0 0 0 4 0 1 3 56
Why Stocks May Disappoint 0 0 0 289 0 1 2 1,092
Total Working Papers 2 3 11 2,956 15 30 97 9,904


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 1 1 2 272
Debt policy, corporate taxes, and discount rates 0 0 0 54 0 0 6 319
Dynamic derivative strategies 0 1 2 231 5 7 12 713
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 0 3 84 1 4 15 358
Optimal Convergence Trade Strategies 0 0 4 94 2 3 11 270
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 4 4 7 406
Portfolio Selection in Stochastic Environments 1 3 9 322 2 9 17 707
Risk, return, and dividends 0 0 0 124 0 1 2 419
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 1 4 253 4 6 37 1,056
Why stocks may disappoint 0 0 2 245 2 5 10 770
Total Journal Articles 1 5 24 1,581 21 40 119 5,425


Statistics updated 2025-12-06