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 2 2 8 150
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 3 4 28 616
Conditioning Information and Variance on Pricing Kernals 0 0 0 1 3 4 7 45
Corruption, Firm Governance, and the Cost of Capital 0 0 3 69 2 8 21 383
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 5 2 4 7 40
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 137 2 4 8 625
Dynamic Asset Allocation With Event Risk 0 0 0 183 1 2 14 417
Dynamic Asset Allocation with Event Risk 0 0 0 26 1 2 22 119
Dynamic Choice and Risk Aversion 0 0 0 16 0 3 15 74
Dynamic Derivative Strategies 0 0 1 533 3 12 27 1,794
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 2 2 15 922
Information, Diversification, and Cost of Capital 0 0 0 31 3 3 5 169
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 0 28 3 6 23 107
Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it? 0 0 0 6 1 3 8 70
Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? 0 1 1 109 3 5 11 562
Risk, Return and Dividends 0 0 1 148 1 3 19 324
Risk, Return and Dividends 0 0 0 20 5 7 31 139
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 0 100 4 6 11 381
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 0 0 1 28 2 3 8 123
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 2 5 18 1,870
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 5 0 0 10 95
The Value of Private Information 0 0 0 4 0 2 9 62
Why Stocks May Disappoint 0 0 0 289 5 8 16 1,106
Total Working Papers 0 1 7 2,958 50 98 341 10,193


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 1 1 70 2 6 13 284
Debt policy, corporate taxes, and discount rates 0 0 0 54 3 4 15 328
Dynamic derivative strategies 0 0 1 231 3 14 33 737
Information, Expected Utility, and Portfolio Choice 0 0 0 36 0 0 4 139
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 3 84 3 7 25 370
Optimal Convergence Trade Strategies 0 0 1 94 5 5 18 283
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 3 6 13 415
Portfolio Selection in Stochastic Environments 1 1 8 324 2 4 22 716
Risk, return, and dividends 0 0 0 124 3 3 10 427
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 1 4 254 2 14 55 1,093
Why stocks may disappoint 0 0 2 245 3 4 15 778
Total Journal Articles 1 3 20 1,585 29 67 223 5,570


Statistics updated 2026-05-06