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 3 5 6 148
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 9 24 24 612
Conditioning Information and Variance on Pricing Kernals 0 0 0 1 2 3 3 41
Corruption, Firm Governance, and the Cost of Capital 0 2 4 69 2 8 19 375
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 5 2 3 4 36
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 137 2 4 4 621
Dynamic Asset Allocation With Event Risk 0 0 0 183 5 11 12 415
Dynamic Asset Allocation with Event Risk 0 0 0 26 17 18 21 117
Dynamic Choice and Risk Aversion 0 0 0 16 7 7 13 71
Dynamic Derivative Strategies 0 0 1 533 7 11 25 1,782
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 6 12 13 920
Information, Diversification, and Cost of Capital 0 0 0 31 1 2 2 166
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 1 28 8 16 19 101
Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it? 0 0 0 6 4 5 5 67
Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? 0 0 0 108 1 2 6 557
Risk, Return and Dividends 0 1 2 148 11 16 17 321
Risk, Return and Dividends 0 0 0 20 7 24 24 132
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 0 100 3 5 6 375
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 0 0 1 28 2 2 6 120
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 5 7 9 13 95
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 4 9 16 1,865
The Value of Private Information 0 0 0 4 4 4 7 60
Why Stocks May Disappoint 0 0 0 289 2 6 8 1,098
Total Working Papers 0 3 9 2,957 116 206 273 10,095


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 3 7 8 278
Debt policy, corporate taxes, and discount rates 0 0 0 54 2 5 11 324
Dynamic derivative strategies 0 0 1 231 10 15 21 723
Information, Expected Utility, and Portfolio Choice 0 0 0 36 3 4 4 139
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 3 84 3 6 19 363
Optimal Convergence Trade Strategies 0 0 3 94 7 10 17 278
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 1 7 8 409
Portfolio Selection in Stochastic Environments 1 2 10 323 4 7 21 712
Risk, return, and dividends 0 0 0 124 5 5 7 424
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 0 4 253 16 27 48 1,079
Why stocks may disappoint 0 0 2 245 2 6 14 774
Total Journal Articles 1 2 23 1,582 56 99 178 5,503


Statistics updated 2026-02-12