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Jun Li

University of Texas at Dallas

Assistant Professor

800 West Campbell Road, SM 31

Richardson, TX 75080

United States

  • University of Texas at Dallas

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

10

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Rank 7,690

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Top 7,690

in Total Papers Downloads

4,865

CITATIONS
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Top 15,021

in Total Papers Citations

24

Scholarly Papers (10)

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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 1,049 (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
Frederico Belo, Vito Gala and Jun Li
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.

3.

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

Downloads 710 ( 28,666)

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
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
Frederico Belo, Xiaoji Lin, Jun Li and Zhao xiaofei
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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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
David A. Hirshleifer, Jun Li and Jianfeng Yu
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
Frederico Belo, Jun Li, Xiaoji Lin and Xiaofei Zhao
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

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