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 2 140
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 0 0 0 1 36
Corruption, Firm Governance, and the Cost of Capital 0 0 2 60 2 3 26 313
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 136 0 0 0 615
Debt Policy, Corporate Taxes, and Discount Rates 0 1 1 4 0 1 3 30
Dynamic Asset Allocation With Event Risk 0 0 0 182 0 0 2 397
Dynamic Asset Allocation with Event Risk 0 0 0 25 0 0 6 91
Dynamic Choice and Risk Aversion 0 0 0 15 0 0 0 56
Dynamic Derivative Strategies 0 1 1 527 0 1 8 1,740
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 246 0 1 3 899
Information, Diversification, and Cost of Capital 0 0 0 28 0 0 4 131
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 0 22 1 1 1 71
Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it? 0 0 0 5 0 0 3 61
Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? 0 0 0 108 0 2 8 549
Risk, Return and Dividends 0 0 0 20 0 1 3 106
Risk, Return and Dividends 0 0 2 145 0 0 12 295
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 0 98 1 1 4 365
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 3 3 5 26 4 6 11 108
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 4 0 1 1 75
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 2 830 0 0 6 1,840
The Value of Private Information 0 0 0 4 0 0 0 52
Why Stocks May Disappoint 0 0 0 288 0 10 28 1,021
Total Working Papers 3 5 13 2,914 8 28 132 9,579


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 68 0 0 1 267
Debt policy, corporate taxes, and discount rates 0 0 0 50 0 0 3 304
Dynamic derivative strategies 0 1 3 229 1 6 21 689
Information, Expected Utility, and Portfolio Choice 0 1 2 36 1 3 5 135
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 0 75 0 0 1 326
Optimal Convergence Trade Strategies 2 4 14 64 3 7 22 197
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 1 67 0 1 6 381
Portfolio Selection in Stochastic Environments 1 3 8 307 2 4 14 681
Risk, return, and dividends 0 0 1 124 0 0 5 410
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 0 5 238 2 4 36 927
Why stocks may disappoint 0 0 8 231 1 6 48 704
Total Journal Articles 3 9 43 1,489 10 31 162 5,021


Statistics updated 2022-11-05