NBER

Jun Liu

Rady School of Management
UCSD
Pepper Canyon Hall Room 320
9500 Gilman Dr MC 0093
La Jolla CA 92093
Tel: 310/825-4083

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
Institutional Affiliation: University of California at San Diego

NBER Working Papers and Publications

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

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