西南財經大學金融學院研究生導師:劉俊

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西南財經大學金融學院研究生導師:劉俊

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西南財經大學金融學院研究生導師:劉俊 正文

Jun Liu is an associate professor of finance in the Rady School. Dr. Liu received his Ph.D. in finance from Stanford University in 2000. Prior to coming to UCSD, he served as an assistant professor at UCLA's Anderson School of Management from 1999-2005. Dr. Liu's research interests are theoretical and empirical asset pricing, and the development and use of econometric methods. Dr. Liu teaches finance courses for the FlexMBA and Full-Time MBA programs at the Rady School.

Articles Published or Accepted

1. "Floating-Fixed Spreads" (with Darrell Duffie), Financial Analyst Journal, May/June, 2001.

2. "" (with Andrew Ang), Review of Accounting Studies, V6, n4, December, 2001.

3. "" (with Francis Longstaff and Jun Pan), Journal of Finance, v58, n1, 231-259, February, 2003.


4. "" (with Matthias Kahl and Francis Longstaff), Journal of Financial Economics, v67, n3, 385-410, March 2003.

5. "" (with Jun Pan), Journal of Financial Economics, v69, n3, 401-430, September, 2003.

6. "" (with Geert Bekaert), Review of Financial Studies, v17, n2, 339-378, Summer, 2004.

7. "" (with Francis Longstaff), Review of Financial Studies, v17, n3, 611-641, Fall, 2004.

8. "" (with Andrew Ang), Journal of Finance, v59, n6, 2745-2783, December, 2004.

9. "" (with Jun Pan and TanWang), Review of Financial Studies, v18, n1, 131-164, Spring, 2005.

10. (with Andrew Ang and Geert Bekaert), Journal of Financial Economics, v76, n3, 471-508, June, 2005.

11. "" (with Francis Longstaff and Ravit E. Mandell), Journal of Business,  v79, n5, 2337-2359, September, 2006.

12. "", Review of Financial Studies, v20, n1, 1-39,  January, 2007.

13. "" (with Andrew Ang), forthcoming, Journal of Financial Economics.

14. "" (with Jing Liu and Jack Hughes), forthcoming, Accounting Review.

Working Papers

"" (with Robert Arnott, Jason Hsu and Harry Markowitz)

2. "Density-Based Inference of Jump-Diffusion Processes" (with Jun Pan and Lasse Pedersen), revise-resubmit, Journal of Econometrics, 2002.

3. "" (with Mark Grinblatt), submitted, 2004. revise-resubmit, Journal of Economic Theory.

4. "" (with Eric Neis), working paper, 2002.

5. "" (with Ehud Peleg and Avanidhar Subrahmanyam), working paper,2004

 

Contact Information

Rady School of Management
Otterson Hall, Room 4S148
9500 Gilman Dr. #0553
La Jolla, CA 92093-0553
Phone: (858) 534-2022
Fax: (858) 534- 0745
Email: [email protected]

Research Interests

Theoretical and Empirical Asset Pricing
Econometrics

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