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

14

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12,061

TOTAL CITATIONS
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Top 3,392

in Total Papers Citations

304

Scholarly Papers (14)

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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 1,746 (21,348)
Citation 67

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

2.

The Debt-Equity Spread *

Number of pages: 62 Posted: 25 Oct 2021 Last Revised: 24 Dec 2024
Hui Chen, Zhiyao Chen and Jun Li
Massachusetts Institute of Technology, City University of Hong Kong (CityU) - Department of Economics and Finance and University of Texas at Dallas
Downloads 1,715 (21,926)
Citation 2

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JEL classification: G13, G31, G32, G33 credit risk, market segmentation, stock and bond return predictions, relative mispricing

3.

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

Downloads 1,533 (26,002)
Citation 72

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 1,480 (26,915)
Citation 71

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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 2023
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 53 (806,598)
Citation 1

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4.

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 D. Gala and Jun Li
INSEAD, Morningstar Investment Management LLC and University of Texas at Dallas
Downloads 1,271 (34,311)
Citation 58

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

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 971 (50,448)
Citation 12

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Learning; Complexity; Information; Volatility dynamics; Textual analysis

6.

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 829 (62,654)
Citation 7

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Momentum, Value, Investment-based asset pricing

7.

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 750 (71,613)
Citation 3

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

8.

Aggregate Expected Investment Growth and Stock Market Returns

Downloads 735 (73,521)
Citation 7

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 579 (98,308)
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 156 (395,842)
Citation 3

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aggregate investment plans, market return predictability

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 Hirshleifer, Jun Li and Jianfeng Yu
University of Southern California - Marshall School of Business - Finance and Business Economics Department, University of Texas at Dallas and Tsinghua University - PBC School of Finance
Downloads 501 (119,182)
Citation 51

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

10.

Operating Hedge and Gross Profitability Premium

Downloads 459 (132,377)
Citation 15

Operating Hedge and Gross Profitability Premium

Journal of Finance, forthcoming
Number of pages: 50 Posted: 25 Oct 2021 Last Revised: 16 Mar 2023
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 443 (136,641)
Citation 1

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

Operating Hedge and Gross Profitability Premium

NBER Working Paper No. w30241
Number of pages: 48 Posted: 18 Jul 2022 Last Revised: 14 Apr 2023
Leonid Kogan, Jun Li and Harlod Zhang
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Texas at Dallas and University of Texas at Dallas
Downloads 16 (1,194,396)
Citation 14

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11.

It Depends on When You Search

MIS Quarterly, Forthcoming, Georgetown McDonough School of Business Research Paper No. 4370525
Number of pages: 31 Posted: 01 Mar 2023 Last Revised: 17 May 2023
Jun Li, Xianwei Liu, Qiang Ye, Feng Zhao and Xiaofei Zhao
University of Texas at Dallas, Harbin Institute of Technology, Harbin Institute of Technology, School of Management, University of Texas at Dallas - Jindal School of Management and Georgetown University - McDonough School of Business
Downloads 441 (138,954)

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internet search, time heterogeneity, retail investor attention, stock returns, trading activities

12.

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 394 (158,045)

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Investment Plan, Expected Investment Growth, Risk Premium

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 374 (167,509)
Citation 1

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Asset growth effect, asset imbalance, q theory of investment

14.

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 342 (184,876)
Citation 9

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