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Jun Li
Jun Li
Associate Professor of Finance, University of Texas at Dallas
Verified email at utdallas.edu - Homepage
Title
Cited by
Cited by
Year
Government spending, political cycles, and the cross section of stock returns
F Belo, VD Gala, J Li
Journal of financial economics 107 (2), 305-324, 2013
4902013
Investor attention, psychological anchors, and stock return predictability
J Li, J Yu
Journal of financial economics 104 (2), 401-419, 2012
4612012
Labor-force heterogeneity and asset prices: The importance of skilled labor
F Belo, J Li, X Lin, X Zhao
The Review of Financial Studies 30 (10), 3669-3709, 2017
2432017
Asset pricing in production economies with extrapolative expectations
D Hirshleifer, J Li, J Yu
Journal of Monetary Economics 76, 87-106, 2015
2112015
Explaining momentum and value simultaneously
J Li
Management Science 64 (9), 4239-4260, 2018
762018
Aggregate expected investment growth and stock market returns
J Li, H Wang, J Yu
Journal of Monetary Economics 117, 618-638, 2021
322021
Operating hedge and gross profitability premium
L Kogan, J Li, HH Zhang
The Journal of Finance 78 (6), 3387-3422, 2023
182023
Short-run and Long-run Consumption Risks, Dividend Processes, and Asset Returns
J Li, HH Zhang
Review of Financial Studies, 2016
182016
Complexity and information content of financial disclosures: Evidence from evolution of uncertainty following 10-k filings
J Li, X Zhao
Available at SSRN 2516622, 2015
152015
The opposing effects of complexity and information content on uncertainty dynamics: Evidence from 10-K filings
JW Bae, F Belo, J Li, X Lin, X Zhao
Management Science 69 (10), 6313-6332, 2023
102023
Expected investment growth and the cross section of stock returns
J Li, H Wang
Available at SSRN 2882025, 2017
102017
Explaining the value premium and momentum profits simultaneously
J Li
University of Texas at Dallas, working paper, 2013
82013
The expected investment growth premium
J Li, H Wang, J Yu
Financial Management 50 (4), 905-933, 2021
72021
A unified economic explanation for profitability premium and value premium
L Kogan, J Li, H Zhang
Massachusetts Institute of Technology Working Paper, 2018
42018
Investment-specific shocks and momentum profits
J Li
42011
The debt-equity spread
H Chen, Z Chen, J Li
Available at SSRN 3944082, 2023
22023
Asset Growth Effect and Q Theory of Investment
L Kogan, J Li, X Qiao
Available at SSRN 3734333, 2020
22020
Decomposing the size premium
Z Chen, J Li, H Wang
Available at SSRN 2899944, 2017
22017
It Depends on When You Search
J Li, X Liu, Q Ye, F Zhao, X Zhao
MIS Quarterly, Forthcoming, Georgetown McDonough School of Business Research …, 2022
12022
Operating hedge and gross profitability premium
L Kogan, J Li, H Zhang
Journal of Finance, forthcoming, 2022
2022
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