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Working paper / National Bureau of Economic Research, Inc.
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1
Conditioning information and variance bounds on pricing kernels
Bekaert, Geert
;
Liu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001355784
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2
How to discount cashflows with time-varying expected returns
Ang, Andrew
;
Liu, Jun
-
2003
Persistent link: https://www.econbiz.de/10001815763
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3
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
Saved in:
4
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
Saved in:
5
Debt policy, corporate taxes, and discount rates
Grinblatt, Mark
;
Liu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001719214
Saved in:
6
Dynamic asset allocation with event risk
Liu, Jun
;
Longstaff, Francis A.
;
Pan, Jun
-
2002
Persistent link: https://www.econbiz.de/10001689160
Saved in:
7
Why stocks may disappoint
Ang, Andrew
;
Bekaert, Geert
;
Liu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001493702
Saved in:
8
Risk, return and dividends
Ang, Andrew
;
Liu, Jun
-
2007
Persistent link: https://www.econbiz.de/10003411331
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