1. Ang, Andrew, and Jun Liu. 2001. A General Affine Earnings Valuation Model, Review of Accounting Studies.

2. Duffie, Darrell, and Jun Liu. 2001. Floating-fixed credit spreads, Financial Analysts Journal.

3. Liu, Jun, and Jun Pan. 2003. Dynamic Derivative Strategies, Journal of Financial Economics.

4. Kahl, Matthias, Jun Liu, and Francis Longstaff. 2003. Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it?, Journal of Financial Economics.

5. Jun Liu, Francis A. Longstaff, Jun Pan. 2003. Dynamic Asset Allocation with Event Risk, Journal of Finance.

6. Ang, Andrew, and Jun Liu. 2004. How to Discount Cashflows with Time-Varying Expected Returns, Journal of Finance.

7. Longstaff, Francis, and Jun Liu. 2004. Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities, Review of Financial Studies.

8. Bekaert, Geert, and Jun Liu. 2004. Conditional Information and Variance Bounds on Pricing Kernels, Review of Financial Studies.

9. Ang, Andrew, Geert Bekaert, and Jun Liu. 2005. Why Stocks May Disappoint, Journal of Financial Economics.

10. Liu, Jun, Jun Pan, and Tan Wang. 2005. An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks, Review of Financial Studies.

11. Liu, Jun, Francis A. Longstaff, and Ravit E. Mandell. 2006. The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks, Journal of Business.

12. Hughes, John S., Jing Liu, and and Jun Liu. 2007. Information Asymmetry, Diversification, and Cost of Capital, The Accounting Review.

13. Ang, Andrew, and Jun Liu. 2007. Risk, Return and Dividends, Journal of Financial Economics.

14. Liu, Jun. 2007. Portfolio Selection in Stochastic Environments, Review of Financial Studies.

15. Liu, Jun, and Mark Grinblatt. 2008. Debt Policy, Corporate Taxes, and Discount Rates, Journal of Economic Theory.

16. Hughes, John, Jing Liu, and Jun Liu. 2009. On the relation between expected returns and implied cost of capital, Review of Accounting Studies.

17. Liu, Jun, Ehud Peleg, and Avanidhar Subrahmanyam. 2010. Information, Expected Utility, and Portfolio Choice, Journal of Financial and Quantitative Analysis.

18. Liu, Jun, and Allan Timmermann. 2013. Optimal Convergence Trade Strategies, Review of Financial Studies.

19. Caskey, Judson, John S. Hughes, and Jun Liu. 2015. Strategic Informed Trades, Diversification, and Expected Returns, The Accounting Review.

20. Arnott, Robert D., Jason C. Hsu, Jun Liu, and Harry Markowitz. 2015. Can Noise Create the Size and Value Effects?, Management Science.

21. Ang, Andrew, Jun Liu, and Krista Schwarz. 2020. Using Stocks or Portfolios in Tests of Factor Models, Journal of Financial and Quantitative Analysis.

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