Nengjiu Ju

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

Shanghai Jiao Tong University

211 West Huaihai Road

Shanghai, 200030

China

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 6,174

SSRN RANKINGS

Top 6,174

in Total Papers Downloads

14,066

TOTAL CITATIONS
Rank 5,564

SSRN RANKINGS

Top 5,564

in Total Papers Citations

445

Scholarly Papers (16)

1.
Downloads 4,799 ( 4,125)
Citation 257

An Ebit-Based Model of Dynamic Capital Structure

Dice Center For Research In Financial Economics Working Paper No. 98-13
Number of pages: 40 Posted: 24 Oct 1998
University of Minnesota - Twin Cities - Carlson School of Management, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of California, Berkeley - Walter A. Haas School of Business
Downloads 4,799 (4,061)
Citation 257

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An Ebit-Based Model of Dynamic Capital Structure

Posted: 29 Dec 2001
University of Minnesota - Twin Cities - Carlson School of Management, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of California, Berkeley - Walter A. Haas School of Business

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Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives

Number of pages: 45 Posted: 16 Jun 2003
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Texas at Austin - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,204 (35,740)

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optimal capital structure, taxes, bankruptcy costs, calibration

Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives

NBER Working Paper No. w9327
Number of pages: 45 Posted: 16 Nov 2002 Last Revised: 28 Dec 2022
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Texas at Austin - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 108 (520,630)
Citation 1

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3.

Pricing an American Option by Approximating its Early Exercise Boundary as a Piece-Wise Exponential Function

Number of pages: 26 Posted: 03 Apr 1997
Nengjiu Ju
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 1,287 (33,029)
Citation 7

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4.

Fourier Transformation, Martingale, and the Pricing of Average-Rate Derivatives

Number of pages: 36 Posted: 28 Nov 1997
Nengjiu Ju
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 861 (58,379)
Citation 9

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5.

Dynamic Asset Allocation with Ambiguous Return Predictability

AFA 2010 Atlanta Meetings Paper
Number of pages: 46 Posted: 02 Mar 2009 Last Revised: 14 Apr 2011
Hui Chen, Nengjiu Ju and Jianjun Miao
Massachusetts Institute of Technology, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Boston University - Department of Economics
Downloads 856 (58,861)
Citation 25

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generalized recursive ambiguity utility, ambiguity aversion, model uncertainty, learning, portfolio choice, robustness, return predictability

6.

Asset Substitution and Underinvestment: A Dynamic View

EFA 2006 Zurich Meetings
Number of pages: 37 Posted: 19 Mar 2005
Nengjiu Ju and Hui Ou-Yang
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Cheung Kong Graduate School of Business
Downloads 849 (59,510)
Citation 13

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Asset Substitution, Underinvestment, Growth Options, Dynamic Models

7.

Book Values, Earnings, and Market Valuations

Number of pages: 50 Posted: 15 Nov 2002
Nengjiu Ju and Gurdip Bakshi
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Temple University-Fox School of Business
Downloads 839 (60,510)
Citation 3

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8.

Options, Option Repricing and Severance Packages in Managerial Compensation: Their Effects on Corporate Risk

Number of pages: 35 Posted: 06 Apr 2003
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of California, Berkeley - Walter A. Haas School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 810 (63,450)
Citation 59

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Managerial compensation, option repricing and severance packages, managerial incentives

9.

Ambiguity, Learning, and Asset Returns

AFA 2009 San Francisco Meetings Paper
Number of pages: 35 Posted: 26 Sep 2007 Last Revised: 29 Dec 2009
Nengjiu Ju and Jianjun Miao
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Boston University - Department of Economics
Downloads 687 (78,656)
Citation 65

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ambiguity aversion, learning, pessimism, asset pricing puzzles

10.

Capital Structure, Debt Maturity, and Stochastic Interest Rates

Number of pages: 45 Posted: 23 Mar 2005
Nengjiu Ju and Hui Ou-Yang
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Cheung Kong Graduate School of Business
Downloads 518 (112,320)
Citation 1

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Optimal Capital Structure, Optimal Debt Maturity, Stochastic Interest Rates

11.

Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics

Number of pages: 28 Posted: 19 Mar 2005
Nengjiu Ju, Gurdip Bakshi and Hui Ou-Yang
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Temple University-Fox School of Business and Cheung Kong Graduate School of Business
Downloads 494 (118,939)

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Continuous-time models, Maximum-likelihood estimation, Density approximation

12.

Performance Evaluation, Managerial Hedging, and Contract Termination

Number of pages: 71 Posted: 04 Dec 2017 Last Revised: 09 Aug 2022
Yu Huang, Nengjiu Ju and Hao Xing
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Boston University - Questrom School of Business
Downloads 363 (170,016)
Citation 1

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Moral Hazard, Managerial Hedging, Optimal Contracting, Performance Evaluation

13.

A Refinement to Ait-Sahalia's (2002) Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach

Number of pages: 18 Posted: 06 Dec 2003
Gurdip Bakshi and Nengjiu Ju
Temple University-Fox School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 224 (279,783)

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closed-form density approximation, one-dimensional diffusion, maximum-likelihood

14.

A Refinement to Ait-Sahalia's (2002) 'Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach'

Number of pages: 18 Posted: 30 Dec 2004
Gurdip Bakshi and Nengjiu Ju
Temple University-Fox School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 167 (365,980)
Citation 4

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Density approximation, one-dimensional diffusions

15.

Pricing an American Option by Approximating its Early Exercise Boundary as a Multi-Piece Exponential Function

Review of Financial Studies, Vol. 11, No. 3
Posted: 04 Jun 1998
Nengjiu Ju
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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16.

Endogenous Bankruptcy, Endogenous Restructuring, and Dynamic Capital Structure

Dice Center Working Paper 97-15
Posted: 18 Mar 1998
University of Minnesota - Twin Cities - Carlson School of Management, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of California, Berkeley - Walter A. Haas School of Business

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