NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Jun Liu

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers

January 2007Risk, Return and Dividends
with Andrew Ang: w12843

Published: Ang, Andrew & Liu, Jun, 2007. "Risk, return, and dividends," Journal of Financial Economics, Elsevier, vol. 85(1), pages 1-38, July. citation courtesy of

October 2003How to Discount Cashflows with Time-Varying Expected Returns
with Andrew Ang: w10042

Published: Ang, Andrew and Jan Liu. "How To Discount Cashflows With Time-Varying Expected Returns," Journal of Finance, 2004, v59(6,Dec), 2745-2783. citation courtesy of

November 2002Debt Policy, Corporate Taxes, and Discount Rates
with Mark Grinblatt: w9353

Published: Grinblatt, Mark & Liu, Jun, 2008. "Debt policy, corporate taxes, and discount rates," Journal of Economic Theory, Elsevier, vol. 141(1), pages 225-254, July. citation courtesy of

August 2002Dynamic Asset Allocation With Event Risk
with Francis A. Longstaff, Jun Pan: w9103

Published: Liu, Jun, Francis A. Longstaff and Jun Pan. "Dynamic Asset Allocations with Event Risk." The Journal of Finance 58, 1 (February 2003): 231-259. citation courtesy of

June 2002The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
with Francis A. Longstaff, Ravit E. Mandell: w8990

Published: Liu, Jun, Francis A. Longstaff, and Ravit Mandell. "The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks." The Journal of Business 79, 5 (September 2006): 2337-2360.

May 2002Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?
with Matthias Kahl, Francis A. Longstaff: w8969

Published: Kahl, Matthias, Jun Liu, and Francis A. Longstaff. "Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it?" The Journal of Financial Economics 67 (2003): 385-410. citation courtesy of

July 2000Why Stocks May Disappoint
with Andrew Ang, Geert Bekaert: w7783

Published: Ang, Andrew & Bekaert, Geert & Liu, Jun, 2005. "Why stocks may disappoint," Journal of Financial Economics, Elsevier, vol. 76(3), pages 471-508, June. citation courtesy of

January 1999Conditioning Information and Variance Bounds on Pricing Kernels
with Geert Bekaert: w6880

Published: Bekaert, Geert and Jun Liu. "Conditioning Information And Variance Bounds On Pricing Kernels," Review of Financial Studies, 2004, v17(2,Summer), 339-378. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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