Igor Kostelac Blog Retailigence: Powering location-based shopping. Crowdsourcing Information | Make Extra Money Writing Rady School: Faculty: Jun Liu Associate Professor of Finance Liu's research focuses on theoretical and empirical asset pricing, and the development and use of econometric methods. Liu received his Ph.D. in finance from Stanford University. Prior to coming to Rady School, he served as an assistant professor at UCLA’s Anderson School of Management from 1999 to 2005. Articles Published or Accepted “Floating-Fixed Spreads” (with Darrell Duffie), Financial Analyst Journal, May/June, 2001. “A Generalized Earning Model of Stock Valuation” (with Andrew Ang), Review of Accounting Studies, V6, n4, December, 2001. “Dynamic Asset Allocation with Event Risk” (with Francis Longstaff and Jun Pan), Journal of Finance, v58, n1, 231-259, February, 2003. “Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it?” “Dynamic Derivative Strategies” (with Jun Pan), Journal of Financial Economics, v69, n3, 401-430, September, 2003. Working Papers “"Can Noise Create the Size and Value Effects?"”
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