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Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?
Kahl, Matthias; Liu, Jun; Longstaff, Francis A. - In: Journal of Financial Economics 67 (2003) 3, pp. 385-410
Persistent link: https://www.econbiz.de/10005376747
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Risk, return, and dividends
Ang, Andrew; Liu, Jun - In: Journal of Financial Economics 85 (2007) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10005362588
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Dynamic derivative strategies
Liu, Jun; Pan, Jun - In: Journal of Financial Economics 69 (2003) 3, pp. 401-430
Persistent link: https://www.econbiz.de/10005362727
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Why stocks may disappoint
Ang, Andrew; Bekaert, Geert; Liu, Jun - In: Journal of Financial Economics 76 (2005) 3, pp. 471-508
Persistent link: https://www.econbiz.de/10005362894