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

11

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CITATIONS
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72

Scholarly Papers (11)

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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 1,359 (13,485)
Citation 1

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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
Frederico Belo, Vito Gala and Jun Li
University of Minnesota, The Wharton School, University of Pennsylvania and University of Texas at Dallas
Downloads 1,016 (20,963)
Citation 5

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

3.

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

Downloads 948 ( 23,238)
Citation 3

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, University of Minnesota, University of Texas at Dallas and Georgetown University - Robert Emmett McDonough School of Business
Downloads 939 (23,128)
Citation 3

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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
Frederico Belo, Xiaoji Lin, Jun Li and Zhao xiaofei
University of Minnesota, University of Minnesota, University of Texas at Dallas and University of Toronto - Rotman School of Management
Downloads 9 (610,522)

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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 634 (40,520)
Citation 5

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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 University of Melbourne
Downloads 550 (48,810)
Citation 2

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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
Frederico Belo, Jun Li, Xiaoji Lin and Xiaofei Zhao
University of Minnesota, University of Texas at Dallas, University of Minnesota and Georgetown University - Robert Emmett McDonough School of Business
Downloads 453 (62,290)
Citation 2

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Learning; Complexity; Information; Volatility dynamics

7.

Aggregate Expected Investment Growth and Stock Market Returns

Downloads 357 ( 82,554)
Citation 2

Aggregate Expected Investment Growth and Stock Market Returns

Asian Finance Association (AsianFA) 2018 Conference, 29th Annual Conference on Financial Economics & Accounting 2018
Number of pages: 56 Posted: 22 May 2017 Last Revised: 20 Nov 2018
Jun Li, Huijun Wang and Jianfeng Yu
University of Texas at Dallas, University of Melbourne and Tsinghua University - PBC School of Finance
Downloads 291 (103,044)
Citation 2

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Aggregate investment plans, market return predictability

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 66 (342,273)

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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
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 348 (85,050)
Citation 11

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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 277 (109,201)

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

10.

Is the Size Premium Really Driven by Firm Size

Number of pages: 47 Posted: 17 Jan 2017 Last Revised: 30 May 2019
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 Melbourne
Downloads 238 (127,715)
Citation 2

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Firm Size, Size Premium, Decomposition

11.

The Expected Investment Growth Premium

Number of pages: 52 Posted: 27 Jun 2018 Last Revised: 18 Dec 2018
Jun Li and Huijun Wang
University of Texas at Dallas and University of Delaware
Downloads 127 (222,075)

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Investment Plan, Expected Investment Growth, Risk Premium