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

384

SSRN CITATIONS

1

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 Wisconsin-Madison, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Peking University HSBC Business School and Goethe University Frankfurt
Downloads 207 (208,843)
Citation 5

Abstract:

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Cross-Section of Returns, Financial Frictions, Collateral Constraint

2.

Markup Shocks and Asset Prices

Number of pages: 50 Posted: 29 Mar 2022
University of Toronto - Rotman School of Management, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of Toronto
Downloads 177 (239,871)

Abstract:

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