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 1 142
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 1 1 1 66 2 6 23 359
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 5 0 0 0 32
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 137 0 0 0 617
Dynamic Asset Allocation With Event Risk 0 0 0 183 0 2 3 403
Dynamic Asset Allocation with Event Risk 0 0 0 26 1 1 1 97
Dynamic Choice and Risk Aversion 0 1 1 16 0 1 1 58
Dynamic Derivative Strategies 0 0 3 532 9 10 14 1,767
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 0 0 3 907
Information, Diversification, and Cost of Capital 0 0 0 31 0 0 10 164
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 1 4 28 1 2 8 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 0 0 146 0 1 2 304
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 1 100 0 1 4 370
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 0 0 0 27 0 1 1 115
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 0 3 5 1,851
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 5 0 2 3 84
The Value of Private Information 0 0 0 4 0 0 0 53
Why Stocks May Disappoint 0 0 0 289 0 0 2 1,090
Total Working Papers 1 3 11 2,950 13 30 85 9,844


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 1 1 271
Debt policy, corporate taxes, and discount rates 0 0 0 54 0 0 2 313
Dynamic derivative strategies 0 0 1 230 1 1 3 703
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 5 81 0 0 10 344
Optimal Convergence Trade Strategies 1 2 9 93 1 2 20 263
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 1 1 7 402
Portfolio Selection in Stochastic Environments 1 1 4 314 1 2 5 692
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 0 0 2 249 1 7 61 1,033
Why stocks may disappoint 0 0 1 243 2 3 6 763
Total Journal Articles 2 3 22 1,562 7 17 117 5,336


Statistics updated 2025-04-04