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 1 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 2 38
Corruption, Firm Governance, and the Cost of Capital 0 1 1 66 1 6 27 363
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 137 0 0 0 617
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 5 0 1 1 33
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 1 1 97
Dynamic Choice and Risk Aversion 0 0 1 16 0 1 2 59
Dynamic Derivative Strategies 0 0 2 532 1 10 13 1,768
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 7 164
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 3 28 0 1 6 84
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 0 1 551
Risk, Return and Dividends 0 0 0 20 0 0 1 108
Risk, Return and Dividends 0 1 1 147 0 1 3 305
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 1 100 0 0 4 370
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 0 0 0 27 1 1 2 116
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 1 2 5 1,853
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 5 0 1 4 85
The Value of Private Information 0 0 0 4 0 0 0 53
Why Stocks May Disappoint 0 0 0 289 0 0 1 1,090
Total Working Papers 0 2 10 2,951 5 26 86 9,857


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 2 2 3 315
Dynamic derivative strategies 0 0 1 230 0 2 3 704
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 1 1 3 82 1 2 9 346
Optimal Convergence Trade Strategies 0 1 9 93 0 3 19 265
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 0 1 7 402
Portfolio Selection in Stochastic Environments 1 4 4 317 2 5 6 696
Risk, return, and dividends 0 0 0 124 0 0 2 417
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 1 2 3 251 2 8 55 1,040
Why stocks may disappoint 2 2 3 245 2 4 7 765
Total Journal Articles 5 10 23 1,570 9 27 112 5,356


Statistics updated 2025-06-06