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Liu, Jun


 SSRN Author Rank: 703 by Downloads
 Associate Professor
 

University of California, San Diego (UCSD) - Rady School of Management


 9500 Gilman Drive
 Rady School of Management
 La Jolla, CA 92093
 United States
 858.534.2022 (Phone)
 5858.534.0745 (Fax)
 email address

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. Liu, Jun's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
21,523
Total
Citations
699
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Ang, Andrew
Columbia Business School - Finance and Economics
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
18 Jul 98
8,953
(279)
8

2.  
Can Noise Create Size and Value Effects? | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2008 New Orleans Meetings Paper
Number of Pages in PDF File: 32
Arnott, Robert D.
Research Affiliates, LLC
Hsu, Jason C.
Research Affiliates, LLC
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Markowitz, Harry
University of California at San Diego
Posted:
10 Oct 06
Last Revised:
26 Oct 11
1,371
(7,716)
10

3.  
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2001 New Orleans; EFMA 2000 Athens; UCLA Finance Working Paper No. 9-00
Number of Pages in PDF File: 61
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
11 Dec 00
1,158
(10,183)
81

4.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
31 May 02
Last Revised:
15 Jun 11
1,133
(10,511)
36

5.   Incl. Electronic Paper
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Mandell, Ravit E.
Salomon Smith Barney, Inc., U.S.
Posted:
13 Oct 01
Last Revised:
27 Oct 10
1,119
(10,759)
35

6.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
20 Apr 04
Last Revised:
15 Jun 11
1,079
(11,413)
15

7.  
Information, Diversification, and Cost of Capital | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2006 Boston Meetings Paper
Number of Pages in PDF File: 54
Hughes, John S.
University of California at Los Angeles
Liu, Jing
The Cheung Kong Graduate School of Business
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
07 Feb 05
1,029
(12,292)
70

8.  
Ang, Andrew
Columbia Business School - Finance and Economics
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Schwarz, Krista
University of Pennsylvania - Finance Department
Posted:
17 Mar 08
966
(13,518)
38

9.  
Dynamic Derivative Strategies | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Sloan Working Paper No. 4334-02
Number of Pages in PDF File: 33
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Posted:
05 Feb 02
950
(13,876)
58

10.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Bekaert, Geert
Columbia Business School - Finance and Economics
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
30 Mar 00
Last Revised:
15 Jun 11
870
(15,899)
56

11.  
Corruption, Firm Governance, and the Cost of Capital | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2005 Philadelphia Meetings Paper
Number of Pages in PDF File: 45
Garmaise, Mark J.
University of California, Los Angeles (UCLA) - Anderson School of Management
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
05 Jan 05
722
(20,857)
9

12.  
Hughes, John S.
University of California at Los Angeles
Liu, Jing
The Cheung Kong Graduate School of Business
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
18 Apr 08
596
(27,330)
16

13.  
An Equilibrium Model of Rare Event Premia | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Sloan Working Paper No. 4370-02; AFA 2003 Washington, DC Meetings, Sauder School of Business Working Paper
Number of Pages in PDF File: 22
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Wang, Tan
University of British Columbia (UBC) - Division of Finance
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Posted:
31 May 02
324
(59,061)
80

14.  
Dynamic Choice and Risk Aversion | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2002 Atlanta Meetings
Number of Pages in PDF File: 30
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
13 Oct 01
310
(62,095)
10

15.   Incl. Electronic Paper
Grinblatt, Mark
University of California, Los Angeles (UCLA) - Finance Area
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
21 Nov 02
Last Revised:
30 Oct 10
304
(63,505)
7

16.  
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Peleg, Ehud
University of California, Los Angeles (UCLA) - Anderson School of Management
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
02 Jan 05
298
(64,911)
1

17.   Incl. Electronic Paper
Bekaert, Geert
Columbia Business School - Finance and Economics
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
08 Feb 99
Last Revised:
28 Jun 11
179
(109,626)
32

18.  
Kahl, Matthias
University of Colorado at Boulder - Leeds School of Business
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
30 May 02
88
(190,842)
55

19.   Incl. Electronic Paper
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
16 Aug 02
Last Revised:
11 Sep 09
68
(222,409)
81

20.  
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
11 Mar 09
6
(417,130)
1

21.  
Caskey, Judson
University of California at Los Angeles - Anderson School of Management
Hughes, John S.
University of California at Los Angeles
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
27 Feb 12
Last Revised:
07 Jan 15
 

22.  
Floating-Fixed Credit Spreads | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 3, May/June 2001
Duffie, Darrell
Stanford University - Graduate School of Business
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
20 Aug 01
 


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