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List of works by Jun Liu

Conditioning Information and Variance Bounds on Pricing Kernels ⬇️

scientific article published in January 1999

Debt Policy, Corporate Taxes, and Discount Rates ⬇️

scientific article published in November 2002

Dynamic Asset Allocation With Event Risk ⬇️

How to Discount Cashflows with Time-Varying Expected Returns ⬇️

Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? ⬇️

scholarly article published May 2002

Risk, Return and Dividends ⬇️

scientific article published in January 2007

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

Why Stocks May Disappoint ⬇️

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