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Liu, Jun


 SSRN Author Rank: 604 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
21,084
Total
Citations
702
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
8,781
(246)
8

2.  
Can Noise Create Size and Value Effects? | Show Abstract | Download |
AFA 2008 New Orleans Meetings Paper
Working Paper Series
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
1,320
(7,019)
11

3.  
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | Show Abstract | Download |
AFA 2001 New Orleans; EFMA 2000 Athens; UCLA Finance Working Paper No. 9-00
Working Paper Series
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
1,149
(8,867)
81

4.   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
1,112
(9,339)
35

5.   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
1,099
(9,475)
36

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
1,028
(10,582)
15

7.  
Information, Diversification, and Cost of Capital | Show Abstract | Download |
AFA 2006 Boston Meetings Paper
Working Paper Series
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
1,012
(10,837)
70

8.  
Dynamic Derivative Strategies | Show Abstract | Download |
MIT Sloan Working Paper No. 4334-02
Working Paper Series
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
914
(12,671)
58

9.  
Using Individual Stocks or Portfolios in Tests of Factor Models | Show Abstract | Download |
AFA 2009 San Francisco Meetings Paper
Working Paper Series
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
892
(13,169)
35

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
836
(14,541)
58

11.  
Corruption, Firm Governance, and the Cost of Capital | Show Abstract | Download |
AFA 2005 Philadelphia Meetings Paper
Working Paper Series
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
664
(20,367)
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
575
(24,842)
16

13.  
An Equilibrium Model of Rare Event Premia | Show Abstract | Download |
MIT Sloan Working Paper No. 4370-02; AFA 2003 Washington, DC Meetings, Sauder School of Business Working Paper
Working Paper Series
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
323
(51,548)
81

14.  
Dynamic Choice and Risk Aversion | Show Abstract | Download |
AFA 2002 Atlanta Meetings
Working Paper Series
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
13 Oct 01
308
(54,626)
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
299
(56,504)
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
296
(57,131)
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
178
(97,051)
31

18.  
Caskey, Judson
University of Texas at Austin - Red McCombs School of Business
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:
05 Sep 13
140
(120,149)
1

19.  
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
85
(173,154)
56

20.   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
67
(199,077)
82

21.  
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
(371,994)
1

22.  
Floating-Fixed Credit Spreads | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 3, May/June 2001
Accepted Paper Series
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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