Jun Li

University of Texas at Dallas

Associate Professor

800 West Campbell Road, SM 31

Richardson, TX 75080

United States

  • University of Texas at Dallas

    • Email
    • Tel: 972-883-4422
SCHOLARLY PAPERS

13

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SSRN CITATIONS
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Top 6,703

in Total Papers Citations

153

CROSSREF CITATIONS

43

Scholarly Papers (13)

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1.

Investor Attention, Psychological Anchors, and Stock Return Predictability

Journal of Financial Economics (JFE), Vol. 104, pp. 401-419, May 2012
Number of pages: 46 Posted: 19 Nov 2009 Last Revised: 20 Mar 2012
Jun Li and Jianfeng Yu
University of Texas at Dallas and Tsinghua University - PBC School of Finance
Downloads 1,496 (17,817)
Citation 14

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Under-reaction, Over-reaction, Anchor, Behavioral Finance

2.

Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor

Downloads 1,179 ( 25,386)
Citation 19

Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor

Fisher College of Business Working Paper No. 2012-03-025, Charles A. Dice Center Working Paper No. 2012-25
Number of pages: 58 Posted: 02 Oct 2012 Last Revised: 17 Dec 2016
Frederico Belo, Xiaoji Lin, Jun Li and Xiaofei Zhao
INSEAD, University of Minnesota, University of Texas at Dallas and Georgetown University - McDonough School of Business
Downloads 1,160 (25,584)
Citation 21

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Labor Heterogeneity, Labor Skill, Labor Hiring, Investment, Stock Return Predictability, Cross-Sectional Asset Pricing, q-theory, Adjustment cost shocks

Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor

NBER Working Paper No. w21487
Number of pages: 56 Posted: 25 Aug 2015 Last Revised: 19 Mar 2022
Frederico Belo, Xiaoji Lin, Jun Li and Zhao xiaofei
INSEAD, University of Minnesota, University of Texas at Dallas and University of Toronto - Rotman School of Management
Downloads 19 (733,493)

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3.

Government Spending, Political Cycles and the Cross Section of Stock Returns

Number of pages: 54 Posted: 19 Mar 2010 Last Revised: 10 Oct 2011
Frederico Belo, Vito Gala and Jun Li
INSEAD, Morningstar Investment Management and University of Texas at Dallas
Downloads 1,131 (26,977)
Citation 58

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Cross-Sectional Asset Pricing, Government Spending, Political Cycles, Input-Output Analysis.

4.

Explaining Momentum and Value Simultaneously

Number of pages: 49 Posted: 23 Nov 2012 Last Revised: 08 Feb 2015
Jun Li
University of Texas at Dallas
Downloads 737 (48,917)
Citation 7

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Momentum, Value, Investment-based asset pricing

5.

The Opposing Effects of Complexity and Information Content on Uncertainty Dynamics: Evidence from 10-K Filings

Management Science
Number of pages: 43 Posted: 09 Dec 2014 Last Revised: 28 Mar 2022
Joon Woo Bae, Frederico Belo, Jun Li, Xiaoji Lin and Xiaofei Zhao
Case Western Reserve University - Weatherhead School of Management, INSEAD, University of Texas at Dallas, University of Minnesota and Georgetown University - McDonough School of Business
Downloads 665 (55,988)
Citation 3

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Learning; Complexity; Information; Volatility dynamics; Textual analysis

6.

Expected Investment Growth and the Cross Section of Stock Returns

Number of pages: 57 Posted: 09 Dec 2016 Last Revised: 18 Dec 2018
Jun Li and Huijun Wang
University of Texas at Dallas and Auburn University
Downloads 662 (56,330)
Citation 3

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Expected investment growth, cross-sectional stock returns, financial distress

7.

Aggregate Expected Investment Growth and Stock Market Returns

Downloads 626 ( 60,510)
Citation 2

Aggregate Expected Investment Growth and Stock Market Returns

Asian Finance Association (AsianFA) 2018 Conference, 29th Annual Conference on Financial Economics & Accounting 2018, PBCSF-NIFR Research Paper, Journal of Monetary Economics, Forthcoming
Number of pages: 61 Posted: 22 May 2017 Last Revised: 29 Oct 2020
Jun Li, Huijun Wang and Jianfeng Yu
University of Texas at Dallas, Auburn University and Tsinghua University - PBC School of Finance
Downloads 505 (78,446)
Citation 4

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investment plan, investment lags, time-varying risk premium, investor sentiment, stock market prediction

Aggregate Expected Investment Growth and Stock Market Returns

ADBI Working Paper 808
Number of pages: 47 Posted: 08 Jun 2018
Jun Li, Huijun Wang and Jianfeng Yu
University of Texas at Dallas, University of Delaware and Tsinghua University
Downloads 121 (319,904)

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aggregate investment plans, market return predictability

8.

The Debt-Equity Spread

Number of pages: 74 Posted: 25 Oct 2021 Last Revised: 31 May 2022
Hui Chen, Zhiyao Chen and Jun Li
Massachusetts Institute of Technology, The Chinese University of Hong Kong (CUHK) - Department of Finance and University of Texas at Dallas
Downloads 496 (81,016)

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credit risk, market integration, stock and bond return predictions, mispricing

9.

Asset Pricing in Production Economies with Extrapolative Expectations

Journal of Monetary Economics, Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 48 Posted: 21 Mar 2011 Last Revised: 25 Sep 2015
David A. Hirshleifer, Jun Li and Jianfeng Yu
Marshall School of Business, USC, University of Texas at Dallas and Tsinghua University - PBC School of Finance
Downloads 411 (100,962)
Citation 51

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Extrapolation, long-run risk, production-based model, recursive preferences

10.

Short-Run and Long-Run Consumption Risks, Dividend Processes, and Asset Returns

Review of Financial Studies (RFS), Forthcoming
Number of pages: 58 Posted: 24 May 2013 Last Revised: 24 Aug 2016
Jun Li and Harold H. Zhang
University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 308 (138,759)
Citation 5

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Short-run and long-run consumption risks, Momentum and long-term contrarian profits, Value premium

11.

The Expected Investment Growth Premium

Number of pages: 46 Posted: 27 Jun 2018 Last Revised: 30 Jul 2020
Jun Li, Huijun Wang and Jianfeng Yu
University of Texas at Dallas, Auburn University and Tsinghua University
Downloads 246 (174,107)

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Investment Plan, Expected Investment Growth, Risk Premium

12.

Operating Hedge and Gross Profitability Premium

Downloads 190 (221,461)

Operating Hedge and Gross Profitability Premium

Number of pages: 47 Posted: 25 Oct 2021 Last Revised: 22 Jun 2022
Leonid Kogan, Jun Li and Harold H. Zhang
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 190 (221,388)

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Variable costs, operating hedge, gross profitability premium, value premium, asset pricing, CAPM, growth opportunities, anomalies

13.

Asset Growth Effect and Q Theory of Investment

Number of pages: 40 Posted: 04 Dec 2020
Leonid Kogan, Jun Li and Xiaotuo Qiao
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Texas at Dallas and Zhongnan University of Economics and Law
Downloads 169 (244,780)
Citation 1

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Asset growth effect, asset imbalance, q theory of investment