Jun E. Li

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

853

SSRN CITATIONS
Rank 44,369

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Top 44,369

in Total Papers Citations

17

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Markup Shocks and Asset Prices

Number of pages: 50 Posted: 29 Mar 2022
University of Toronto - Rotman School of Management, University of Warwick - Warwick Business School and University of Toronto
Downloads 605 (77,704)

Abstract:

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Production-based asset pricing, imperfect competition, time-varying markups, cross-section of stock returns, recursive preferences

2.

The Collateralizability Premium

SAFE Working Paper No. 264 (2019)
Number of pages: 88 Posted: 25 Oct 2019
University of Wisconsin-Madison, University of Warwick - Warwick Business School, Peking University HSBC Business School and Goethe University Frankfurt
Downloads 248 (212,102)
Citation 17

Abstract:

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Cross-Section of Returns, Financial Frictions, Collateral Constraint