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 5 6 148
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 24 24 612
Conditioning Information and Variance on Pricing Kernals 0 0 0 1 0 3 3 41
Corruption, Firm Governance, and the Cost of Capital 0 0 4 69 5 11 23 380
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 5 2 5 6 38
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 137 1 4 5 622
Dynamic Asset Allocation With Event Risk 0 0 0 183 0 7 12 415
Dynamic Asset Allocation with Event Risk 0 0 0 26 1 19 22 118
Dynamic Choice and Risk Aversion 0 0 0 16 1 8 14 72
Dynamic Derivative Strategies 0 0 1 533 5 15 29 1,787
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 0 11 13 920
Information, Diversification, and Cost of Capital 0 0 0 31 0 2 2 166
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 0 28 2 18 20 103
Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it? 0 0 0 6 0 5 5 67
Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? 0 0 0 108 1 3 7 558
Risk, Return and Dividends 0 1 2 148 0 14 17 321
Risk, Return and Dividends 0 0 0 20 2 26 26 134
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 0 100 1 5 6 376
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 0 0 1 28 1 3 6 121
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 0 7 14 1,865
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 5 0 8 11 95
The Value of Private Information 0 0 0 4 1 5 8 61
Why Stocks May Disappoint 0 0 0 289 1 7 9 1,099
Total Working Papers 0 1 8 2,957 24 215 288 10,119


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 1 1 1 70 3 9 10 281
Debt policy, corporate taxes, and discount rates 0 0 0 54 1 6 12 325
Dynamic derivative strategies 0 0 1 231 7 17 28 730
Information, Expected Utility, and Portfolio Choice 0 0 0 36 0 4 4 139
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 3 84 2 7 21 365
Optimal Convergence Trade Strategies 0 0 2 94 0 8 16 278
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 2 5 10 411
Portfolio Selection in Stochastic Environments 0 1 10 323 1 6 22 713
Risk, return, and dividends 0 0 0 124 0 5 7 424
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 0 4 253 6 29 53 1,085
Why stocks may disappoint 0 0 2 245 0 4 13 774
Total Journal Articles 1 2 23 1,583 22 100 196 5,525


Statistics updated 2026-03-04