Jun Li

University of Texas at Dallas

Assistant Professor

800 West Campbell Road, SM 31

Richardson, TX 75080

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 7,690

SSRN RANKINGS

Top 7,690

in Total Papers Downloads

4,865

CITATIONS
Rank 15,021

SSRN RANKINGS

Top 15,021

in Total Papers Citations

24

Scholarly Papers (10)

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 1,049 (12,515)
Citation 3

Abstract:

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
University of Minnesota, The Wharton School and University of Texas at Dallas
Downloads 813 (19,473)
Citation 17

Abstract:

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
University of Minnesota, Ohio State University (OSU) - Fisher College of Business, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 705 (28,493)

Abstract:

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
University of Minnesota, Ohio State University (OSU) - Fisher College of Business, University of Texas at Dallas and University of Toronto - Rotman School of Management
Downloads 5 (549,159)
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Abstract:

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 361 (42,681)
Citation 1

Abstract:

Momentum, Value, Investment-based asset pricing

5.

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 214 (83,365)
Citation 3

Abstract:

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

6.

Complexity and Information Content of Financial Disclosures: Evidence from Evolution of Uncertainty Following 10-K Filings

11th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 44 Posted: 09 Dec 2014 Last Revised: 20 Oct 2016
University of Minnesota, University of Texas at Dallas, Ohio State University (OSU) - Fisher College of Business and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 141 (80,051)

Abstract:

Complexity; Information content; Financial disclosure; Volatility dynamics

7.

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 141 (108,845)

Abstract:

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

8.

Aggregate Expected Investment Growth and Stock Market Returns

Number of pages: 45 Posted: 22 May 2017 Last Revised: 01 Jun 2017
Jun Li, Huijun Wang and Jianfeng Yu
University of Texas at Dallas, University of Delaware and Tsinghua University - PBC School of Finance
Downloads 0 (226,095)

Abstract:

Aggregate investment plans, market return predictability

9.

Decomposing the Size Premium

Number of pages: 36 Posted: 17 Jan 2017 Last Revised: 14 Aug 2017
Zhiyao Chen, Jun Li and Huijun Wang
The Chinese University of Hong Kong (CUHK) - Department of Finance, University of Texas at Dallas and University of Delaware
Downloads 0 (178,412)

Abstract:

The Size Premium, Decomposition

10.

Expected Investment Growth and the Cross Section of Stock Returns

Number of pages: 60 Posted: 09 Dec 2016 Last Revised: 17 Aug 2017
Jun Li and Huijun Wang
University of Texas at Dallas and University of Delaware
Downloads 0 (63,981)

Abstract:

Expected investment growth, cross-sectional stock returns