Jun Liu

Latest Institution: University of California, San Diego

All Institutions: Rady School of Management, UCSD; NA; The Anderson School at UCLA; University of California, San Diego; Anderson Graduate School of Management, UCLA; UCLA


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling It?

Year: 2002
Journal: Journal of Financial Economics
Authors: Matthias Kahl; Jun Liu; Francis A. Longstaff

Dynamic Asset Allocation with Event Risk

Year: 2002
Journal: Journal of Finance
Authors: Jun Liu; Francis A. Longstaff; Jun Pan

Debt Policy, Corporate Taxes, and Discount Rates

Year: 2002
Journal: Journal of Economic Theory
Authors: Mark Grinblatt; Jun Liu

The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads

Year: 2002
Journal: No Journal Matched
Authors: Jun Liu; Francis A. Longstaff; Ravit E. Mandell

How to Discount Cashflows with Time-Varying Expected Returns

Year: 2003
Journal: Journal of Finance
Authors: Andrew Ang; Jun Liu

Risk Return and Dividends

Year: 2007
Journal: Journal of Financial Economics
Authors: Andrew Ang; Jun Liu

Risky Arbitrage Strategies, Optimal Portfolio Choice, and Economic Implications

Year: 2009
Journal: No Journal Matched
Authors: Jun Liu; Allan G. Timmermann


Author Disambiguation

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