Jun E. Li

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Shanghai Jiao Tong University

211 West Huaihai Road

Shanghai, 200030

China

SCHOLARLY PAPERS

2

DOWNLOADS

207

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

The Collateralizability Premium

SAFE Working Paper No. 264 (2019)
Number of pages: 88 Posted: 25 Oct 2019
University of Minnesota - Twin Cities - Carlson School of Management, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Peking University HSBC Business School and Goethe University Frankfurt
Downloads 152 (239,685)
Citation 5

Abstract:

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Cross-Section of Returns, Financial Frictions, Collateral Constraint

2.

Credit Market Frictions and the Linkage between Micro and Macro Uncertainty

Number of pages: 56 Posted: 29 Oct 2019 Last Revised: 21 Nov 2020
Jun E. Li
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 55 (455,338)
Citation 1

Abstract:

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Uncertainty, Volatility, Dispersion, Financial Frictions, Asset Pricing