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Dynamic Asset Allocation With Event Risk

Longstaff, Francis A.; Liu, Jun; Pan, Jun - National Bureau of Economic Research (NBER) - 2002

Major events often trigger abrupt changes in stock prices and volatility. We study the implications of jumps in prices and volatility on investment strategies. Using the event-risk framework of Duffie, Pan, and Singleton (2000), we provide analytical solutions to the optimal portfolio problem....

Persistent link: https://www.econbiz.de/10005830434

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

Does a trusted leader always behave better? : the relationship between leader feeling trusted by employees and benevolent and laissez-faire leadership behaviors

Chen, Xingwen; Zhu, Zheng; Liu, Jun - In: Journal of business ethics : JBE 170 (2021) 3, pp. 615-634

Persistent link: https://www.econbiz.de/10012546494

The effect of abusive supervision on employee deviant behaviors : an identity-based perspective

Liu, Chao; Yang, Jun; Liu, Jun; Zhu, Li - In: International journal of human resource management 32 (2021) 4, pp. 948-978

Persistent link: https://www.econbiz.de/10012483928

Privacy lost : appropriating surveillance technology in China's fight against COVID-19

Liu, Jun; Zhao, Hui - In: Business horizons 64 (2021) 6, pp. 743-756

Persistent link: https://www.econbiz.de/10013207685

Your thanks make me work harder : a multiple identification perspective

Zhu, Zheng; Chen, Xingwen; Liu, Jun; Yang, Mengxi; Fan, … - In: Journal of business research : JBR 144 (2022), pp. 461-471

Persistent link: https://www.econbiz.de/10013185000

What affects the online ratings of restaurant consumers : a research perspective on text-mining big data analysis

Liu, Jun; Yu, Yunyun; Mehraliyev, Fuad; Hu, Sike; Chen, … - In: International journal of contemporary hospitality management 34 (2022) 10, pp. 3607-3633

Persistent link: https://www.econbiz.de/10013412933

Why employees stay : the roles of psychological ownership, territoriality and work relationship closeness in affecting employee turnover intention

Lu, Lu; Liu, Jun; Zhao, Na - In: Frontiers of business research in China : selected … 11 (2017) 2, pp. 186-207

Persistent link: https://www.econbiz.de/10011848667

Authentic experiences and visitor stickiness : when landscapes are restored at a world natural heritage site

Li, Cheng; Ju, Yingying; Wang, Tingting; Wall, Geoffrey; … - In: Tourism management : research, policies, practice 108 (2025), pp. 1-13

Persistent link: https://www.econbiz.de/10015337357

Short- and long-term prediction and determinant analysis of tourism flow networks : a novel steady-state Markov chain method

Liu, Jun; Li, Xiaohan; Yang, Yang; Tan, Yuwei; Geng, … - In: Tourism management : research, policies, practice 109 (2025), pp. 1-13

Persistent link: https://www.econbiz.de/10015337740