Jun Li

University of Texas at Dallas

Associate Professor

800 West Campbell Road, SM 31

Richardson, TX 75080

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 8,110

SSRN RANKINGS

Top 8,110

in Total Papers Downloads

6,964

SSRN CITATIONS
Rank 6,899

SSRN RANKINGS

Top 6,899

in Total Papers Citations

147

CROSSREF CITATIONS

43

Scholarly Papers (11)

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 1,435 (15,935)
Citation 13

Abstract:

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

2.

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

Number of pages: 54 Posted: 19 Mar 2010 Last Revised: 10 Oct 2011
INSEAD, Pacific Investment Management Company - PIMCO and University of Texas at Dallas
Downloads 1,091 (24,077)
Citation 58

Abstract:

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

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
INSEAD, University of Minnesota, University of Texas at Dallas and Georgetown University - Robert Emmett McDonough School of Business
Downloads 1,072 (24,288)
Citation 22

Abstract:

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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: 23 May 2021
INSEAD, University of Minnesota, University of Texas at Dallas and University of Toronto - Rotman School of Management
Downloads 15 (680,855)

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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 687 (45,903)
Citation 7

Abstract:

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Momentum, Value, Investment-based asset pricing

5.

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 631 (51,315)
Citation 3

Abstract:

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

6.

The Opposing Effects of Information Complexity and Information Content on Return Volatility

Number of pages: 51 Posted: 09 Dec 2014 Last Revised: 12 Jan 2018
INSEAD, University of Texas at Dallas, University of Minnesota and Georgetown University - Robert Emmett McDonough School of Business
Downloads 543 (62,091)
Citation 3

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Learning; Complexity; Information; Volatility dynamics

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 435 (80,688)
Citation 4

Abstract:

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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 105 (310,351)

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aggregate investment plans, market return predictability

8.

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
University of California, Irvine - Paul Merage School of Business, University of Texas at Dallas and Tsinghua University - PBC School of Finance
Downloads 378 (95,889)
Citation 51

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

9.

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 298 (124,632)
Citation 5

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

10.

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 190 (193,237)

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Investment Plan, Expected Investment Growth, Risk Premium

11.

Asset Growth Effect and Q Theory of Investment

Number of pages: 40 Posted: 04 Dec 2020
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Texas at Dallas and Harbin Institute of Technology - School of Management
Downloads 84 (358,001)

Abstract:

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Asset growth effect, asset imbalance, q theory of investment