Jun Li

Economics and Econometrics · with Yu · 2012–2015

A researcher in the Science corpus: 3 papers; trusts 16 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 61 citations into it; #16,388 of 23,481 by trust here, #12,781 by citations
• Finance — 58 citations into it; #4,792 of 10,518 by trust here, #2,897 by citations
• Accounting — 19 citations into it; #5,104 of 8,970 by trust here, #4,680 by citations
• Management Science and Operations Research — 8 citations into it

Whom Jun Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Eugene F. Fama
2. Jessica A. Wachter
3. Mark Grinblatt
4. John Y. Campbell
5. Lin Peng
6. Martin Lettau
7. Narasimhan Jegadeesh
8. Rossen Valkanov
9. Michele Boldrin
10. Sheridan Titman

Who trusts Jun Li overall

1. Nicholas Barberis
2. Yu Yuan
3. H. N. Duong

Papers from Jun Li's perspective

Ordered by how strongly the researchers Jun Li trusts endorse each paper. Same corpus, a different order for every researcher.

1. Consumption, aggregate wealth and expected stock returns
2. Rare Disasters and Asset Markets in the Twentieth Century
3. Long-horizon regressions: theoretical results and applications
4. Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock
5. A consumption-based model of the term structure of interest rates ☆
6. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
7. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
8. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
9. Habit Persistence, Asset Returns, and the Business Cycle
10. Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi

Their papers

• Asset Pricing in Production Economies with Extrapolative Expectations (2015) — 178 citations
• Investor attention, psychological anchors, and stock return predictability (2012) — 346 citations
• Government Spending, Political Cycles and the Cross Section of Stock Returns (2013) — 373 citations