NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Jun Liu

Contact and additional information for this authorAll publicationsWorking Papers only

Working Papers

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

Contact and additional information for this authorAll publicationsWorking Papers only

 
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