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 1 2 143
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 1 38
Corruption, Firm Governance, and the Cost of Capital 0 0 1 66 1 5 25 364
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 137 0 0 0 617
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 5 0 1 1 33
Dynamic Asset Allocation With Event Risk 0 0 0 183 0 0 2 403
Dynamic Asset Allocation with Event Risk 0 0 0 26 2 2 3 99
Dynamic Choice and Risk Aversion 0 0 1 16 0 1 2 59
Dynamic Derivative Strategies 0 0 1 532 0 1 12 1,768
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 0 0 2 907
Information, Diversification, and Cost of Capital 0 0 0 31 0 0 7 164
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 3 28 0 0 5 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 1 1 147 0 1 3 305
Risk, Return and Dividends 0 0 0 20 0 0 1 108
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 1 100 0 0 4 370
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS 1 1 1 28 2 3 4 118
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 5 1 2 5 86
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 0 2 5 1,853
The Value of Private Information 0 0 0 4 0 0 0 53
Why Stocks May Disappoint 0 0 0 289 0 0 1 1,090
Total Working Papers 1 2 10 2,952 6 19 86 9,863


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 0 1 271
Debt policy, corporate taxes, and discount rates 0 0 0 54 0 2 2 315
Dynamic derivative strategies 0 0 1 230 1 2 4 705
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 2 3 5 84 8 10 16 354
Optimal Convergence Trade Strategies 0 0 7 93 0 2 16 265
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 0 0 7 402
Portfolio Selection in Stochastic Environments 1 4 5 318 1 5 7 697
Risk, return, and dividends 0 0 0 124 0 0 1 417
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 1 3 4 252 6 13 52 1,046
Why stocks may disappoint 0 2 3 245 0 2 7 765
Total Journal Articles 4 12 25 1,574 16 36 113 5,372


Statistics updated 2025-07-04