NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Jun Liu

Working Papers and Chapters

January 2007Risk, Return and Dividends
with Andrew Ang: w12843
October 2003How to Discount Cashflows with Time-Varying Expected Returns
with Andrew Ang: w10042
November 2002Debt Policy, Corporate Taxes, and Discount Rates
with Mark Grinblatt: w9353
August 2002Dynamic Asset Allocation With Event Risk
with Francis A. Longstaff, Jun Pan: w9103
June 2002The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
with Francis A. Longstaff, Ravit E. Mandell: w8990
May 2002Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?
with Matthias Kahl, Francis A. Longstaff: w8969
July 2000Why Stocks May Disappoint
with Andrew Ang, Geert Bekaert: w7783
January 1999Conditioning Information and Variance Bounds on Pricing Kernels
with Geert Bekaert: w6880

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