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Conditioning information and variance bounds on pricing kernels

Bekaert, Geert; Liu, Jun - 1999

Persistent link: https://www.econbiz.de/10001355784

How to discount cashflows with time-varying expected returns

Ang, Andrew; Liu, Jun - 2003

Persistent link: https://www.econbiz.de/10001815763

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/10001739253

Paper millionaires : how valuable is stock to a stockholder who is restricted from selling it?

Kahl, Matthias; Liu, Jun; Longstaff, Francis A. - 2002

Persistent link: https://www.econbiz.de/10001672940

The market price of credit risk : an empirical analysis of interest rate swap spreads

Liu, Jun; Longstaff, Francis A.; Mandell, Ravit E. - 2002

Persistent link: https://www.econbiz.de/10001675869

An equilibrium model of rare-event premia and its implication for option smirks

Liu, Jun; Pan, Jun; Wang, Tan - In: The review of financial studies 18 (2005) 1, pp. 131-164

Persistent link: https://www.econbiz.de/10002646671

How to discount cashflows with time-varying expected returns

Ang, Andrew; Liu, Jun - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2745-2784

Persistent link: https://www.econbiz.de/10002503562

The impact of generational cohorts on status consumption : an exploratory look at generational cohort and demographics on status consumption

Eastman, Jacqueline K.; Liu, Jun - In: The journal of consumer marketing 29 (2012) 2, pp. 93-102

Persistent link: https://www.econbiz.de/10009541766

The market price of risk in interest rate swaps : the roles of default and liquidity risks

Liu, Jun; Longstaff, Francis A.; Mandell, Ravit E. - In: The journal of business : B 79 (2006) 5, pp. 2337-2359

Persistent link: https://www.econbiz.de/10003406286

Envisioning Shared Autonomous Vehicles (SAVs) for 374 Small and Medium-Sized Urban Areas in the United States : The Roles of Road Network and Travel Demand

Liu, Jun; Qian, Xinwu; Guo, Shuocheng; Zhang, Zihe; … - 2023

This study envisions a future of operating shared autonomous vehicles (SAVs) to provide mobility services in 374 small and medium-sized urban areas (population 375,000) in the United States. Specifically, this study 1) generates large-scale synthetic commuting trip data for 374 urban areas, 2)...

Persistent link: https://www.econbiz.de/10014261589