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Citations of
Jianjun Miao

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The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Junjian Miao & Neng Wang, 2005. "Learning, Investment, and Entrepreneurial Survival," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-015, Boston University - Department of Economics. [Downloadable!]

    Cited by:

    1. Boyan Jovanovic & Balà zs Szentes, 2007. "On the Return to Venture Capital," NBER Working Papers 12874, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Francisco Ruiz-Aliseda & Jianjun Wu, 2007. "Irreversible Investment in Stochastically Cyclical Markets," Economics Working Papers 1018, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

  2. Junjian Miao & Neng Wang, 2005. "Investment, Consumption and Hedging under Incomplete Markets," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-011, Boston University - Department of Economics. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Hong Liu & Jianjun Miao, 2006. "Managerial Preferences, Corporate Governance, and Financial Structure," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2006-020, Boston University - Department of Economics. [Downloadable!]
    2. Dirk Hackbarth & Jianjun Maio, 2007. "The Dynamics of Mergers and Acquisitions in Oligopolistic Industries," Boston University - Department of Economics - Working Papers Series WP2007-017, Boston University - Department of Economics. [Downloadable!]
      Other versions:

  3. Jianjun Miao, 2004. "A Search Model of Centralized and Decentralized Trade," Microeconomics 0410003, EconWPA. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Ricardo Lagos & Guillaume Rocheteau, 2006. "Search in asset markets," Staff Report 375, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    2. Ricardo Lagos & Guillaume Rocheteau, 2008. "Liquidity in asset markets with search frictions," Staff Report 408, Federal Reserve Bank of Minneapolis. [Downloadable!]
    3. Ricardo Lagos & Guillaume Rocheteau, 2007. "Liquidity in asset markets with search frictions," Working Paper 0706, Federal Reserve Bank of Cleveland. [Downloadable!]

  4. Jianjun Miao, 2004. "Option Exercise with Temptation," Microeconomics 0409002, EconWPA. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. D.Dragone, 2005. "Incoerenza Dinamica ed Autocontrollo: Proposta per un'Analisi Interdisciplinare," Working Papers 549, Dipartimento Scienze Economiche, Università di Bologna. [Downloadable!]
    2. Klaus Nehring, 2006. "Self-Control through Second-Order Preferences," Levine's Bibliography 321307000000000391, UCLA Department of Economics. [Downloadable!]

  5. Jianjun Miao, 2004. "Risk, uncertainty and option exercise," Finance 0410013, EconWPA. [Downloadable!]
    Other versions:

    Cited by:

    1. Jianjun Miao, 2003. "Consumption and Saving under Knightian Uncertainty," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-134, Boston University - Department of Economics. [Downloadable!]
    2. Jianjun Miao & Neng Wang, 2004. "Investment, Hedging, and Consumption Smoothing," Finance 0407014, EconWPA. [Downloadable!]

  6. Dirk Hackbarth & Jianjun Miao & Erwan Morellec, 2004. "Capital Structure, Credit Risk, and Macroeconomic Conditions," FAME Research Paper Series rp125, International Center for Financial Asset Management and Engineering. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Gady Jacoby & Chuan Liao & Jonathan A. Batten, 2007. "A Pure Test for the Elasticity of Yield Spreads," The Institute for International Integration Studies Discussion Paper Series iiisdp195, IIIS. [Downloadable!]
    2. Thierfelder, Felix, 2008. "Rollover risk in commercial paper markets and firms‘ debt maturity choice," Discussion Paper Series 2: Banking and Financial Studies 2008,05, Deutsche Bundesbank, Research Centre. [Downloadable!]
    3. Elsas, Ralf & Florysiak, David, 2008. "Empirical Capital Structure Research: New Ideas, Recent Evidence, and Methodological Issues," Discussion Papers in Business Administration 4743, University of Munich, Munich School of Management. [Downloadable!]
    4. Wilson Sy, 2007. "A Causal Framework for Credit Default Theory," Research Paper Series 204, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    5. Hong Liu & Jianjun Miao, 2006. "Managerial Preferences, Corporate Governance, and Financial Structure," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2006-020, Boston University - Department of Economics. [Downloadable!]
    6. Wolfgang Drobetz & Gabrielle Wanzenried, 2004. "What Determines the Speed of Adjustment to the Target Capital Structure?," Diskussionsschriften dp0415, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
    7. Koetter, Michael & Poghosyan, Tigran, 2008. "The implications of latent technology regimes for competition and efficiency in banking," Discussion Paper Series 2: Banking and Financial Studies 2008,15, Deutsche Bundesbank, Research Centre. [Downloadable!]
    8. Tang, Dragon Yongjun & Yan, Hong, 2008. "Market conditions, default risk and credit spreads," Discussion Paper Series 2: Banking and Financial Studies 2008,08, Deutsche Bundesbank, Research Centre. [Downloadable!]
    9. Wilson Sy, 2007. "A Causal Framework for Credit Default Theory," Working Papers wp2007-01, Australian Prudential Regulation Authority. [Downloadable!]
    10. Gianni De Nicoló & Senay Agca & Enrica Detragiache, 2007. "Financial Reforms, Financial Openness, and Corporate Borrowing: International Evidence," IMF Working Papers 07/186, International Monetary Fund. [Downloadable!]
    11. Jianjun Miao, 2003. "Optimal Capital Structure and Industry Dynamics," Industrial Organization 0310001, EconWPA. [Downloadable!]
      Other versions:

  7. Jianjun Miao, 2003. "Consumption and Saving under Knightian Uncertainty," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-134, Boston University - Department of Economics. [Downloadable!]

    Cited by:

    1. David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," NBER Working Papers 10597, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Dirk Hackbarth & Jianjun Maio, 2007. "The Dynamics of Mergers and Acquisitions in Oligopolistic Industries," Boston University - Department of Economics - Working Papers Series WP2007-017, Boston University - Department of Economics. [Downloadable!]
      Other versions:

  8. Jianjun Miao, 2003. "Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks," Macroeconomics 0310001, EconWPA. [Downloadable!]
    Published as:

    Cited by:

    1. Hanno Lustig, . "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)," UCLA Economics Online Papers 380, UCLA Department of Economics. [Downloadable!]
    2. Michael Reiter, 2006. "Solving Heterogeneous-Agent Models by Projection and Perturbation," Economics Working Papers 972, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    3. Eric R. Young, 2004. "The Wealth Distribution and the Demand for Status," Macroeconomics 0410008, EconWPA. [Downloadable!]
    4. Yann Algan & Olivier Allais & Wouter J. Den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," PSE Working Papers 2006-46, PSE (Ecole normale supérieure). [Downloadable!]
      Other versions:
    5. Junjian Miao & Manuel Santos, 2005. "Numerical Solution of Dynamic Non-Optimal Economies," Boston University - Department of Economics - Working Papers Series WP2005-003, Boston University - Department of Economics. [Downloadable!]
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    6. Krüger, Dirk & Lustig, Hanno, 2006. "The Irrelevance of Market Incompleteness for the Price of Aggregate Risk," CEPR Discussion Papers 5936, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    7. Andrea Pescatori, 2007. "Incomplete markets and households’ exposure to interest rate and inflation risk: implications for the monetary policy maker," Working Paper 0709, Federal Reserve Bank of Cleveland. [Downloadable!]

  9. Jianjun Miao, 2003. "Optimal Capital Structure and Industry Dynamics," Industrial Organization 0310001, EconWPA. [Downloadable!]
    Published as:

    Cited by:

    1. Gryglewicz, Sebastian & Huisman, Kuno J.M. & Kort, Peter M., 2006. "Finite project life and uncertainty effects on investment," Discussion Paper 124, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Michele Moretto & Paolo M. Panteghini, 2007. "Preemption, Start-Up Decisions and the Firms' Capital Structure," Economics Bulletin, Economics Bulletin, vol. 4(39), pages 1-14. [Downloadable!]
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    3. Jean-Marc Bourgeon & Georges Dionne, 2007. "On Debt Service and Renegotiation when Debt-holders Are More Strategic," Cahiers de recherche 0729, CIRPEE. [Downloadable!]
    4. Hong Liu & Jianjun Miao, 2006. "Managerial Preferences, Corporate Governance, and Financial Structure," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2006-020, Boston University - Department of Economics. [Downloadable!]
    5. Michele Moretto, 2007. "Competition and Irreversible Investments under Uncertainty," "Marco Fanno" Working Papers 0058, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
    6. Dirk Hackbarth & Junjian Miao & Erwan Morellec, 2005. "Capital Structure, Credit Risk, and Macroeconomic Conditions," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-005, Boston University - Department of Economics. [Downloadable!]
      Other versions:
    7. Cristina Arellano & Yan Bai & Jing Zhang, 2007. "Contract enforcement and firms? financing," Staff Report 392, Federal Reserve Bank of Minneapolis. [Downloadable!]
    8. Jianjun Miao & Neng Wang, 2004. "Investment, Hedging, and Consumption Smoothing," Finance 0407014, EconWPA. [Downloadable!]

  10. Xin Guo & Jianjun Miao & Erwan Morellec, 2002. "Irreversible Investment with Regime Shifts," FAME Research Paper Series rp99, International Center for Financial Asset Management and Engineering. [Downloadable!]
    Published as:

    Cited by:

    1. Gryglewicz, Sebastian & Huisman, Kuno J.M. & Kort, Peter M., 2006. "Finite project life and uncertainty effects on investment," Discussion Paper 124, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Dirk Hackbarth & Junjian Miao & Erwan Morellec, 2005. "Capital Structure, Credit Risk, and Macroeconomic Conditions," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-005, Boston University - Department of Economics. [Downloadable!]
      Other versions:
    3. Francisco Ruiz-Aliseda & Jianjun Wu, 2007. "Irreversible Investment in Stochastically Cyclical Markets," Economics Working Papers 1018, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

  11. Larry G. Epstein & JianJun Miao, 2001. "A Two-Person Dynamic Equilibrium under Ambiguity," RCER Working Papers 478, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
    Published as:

    Cited by:

    1. Giannis Vardas & Anastasios Xepapadeas, 2004. "Uncertainty Aversion, Robust Control and Asset Holdings," Working Papers 0402, University of Crete, Department of Economics. [Downloadable!]
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    2. Jianjun Miao, 2003. "Consumption and Saving under Knightian Uncertainty," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-134, Boston University - Department of Economics. [Downloadable!]
    3. Q. Farooq Akram & Yakov Ben-Haim & Øyvind Eitrheim, 2006. "Managing uncertainty through robust-satisficing monetary policy," Working Paper 2006/10, Norges Bank. [Downloadable!]
    4. Juan Carlos Hatchondo, 2005. "Asymmetric information and the lack of international portfolio diversification," Working Paper 05-07, Federal Reserve Bank of Richmond. [Downloadable!]
    5. Cao , Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007. "Fear of the Unknown: Familiarity and Economic Decisions," MPRA Paper 6512, University Library of Munich, Germany. [Downloadable!]
    6. Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2007. "Ambiguity Aversion and the Term Structure of Interest Rates," University of St. Gallen Department of Economics working paper series 2007 2007-29, Department of Economics, University of St. Gallen. [Downloadable!]
    7. Larry Epstein & Martin Schneider, 2006. "Learning Under Ambiguity," RCER Working Papers 527, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
      Other versions:
    8. Uppal, Raman & Wang, Tan, 2002. "Model Misspecification and Under-Diversification," CEPR Discussion Papers 3304, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    9. Massimo Guidolin, 2005. "Home bias and high turnover in an overlapping generations model with learning," Working Papers 2005-012, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    10. Dirk Hackbarth & Jianjun Maio, 2007. "The Dynamics of Mergers and Acquisitions in Oligopolistic Industries," Boston University - Department of Economics - Working Papers Series WP2007-017, Boston University - Department of Economics. [Downloadable!]
      Other versions:
    11. Christian Bauer, 2006. "Products of convex measures: A Fubini theorem," Macroeconomics prod-cap_2003-04, Department of Economics, Economics I, Bayreuth University. [Downloadable!]
    12. Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5148, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    13. Giannis Vardas & Anastasios Xepapadeas, 2004. "Uncertainty Aversion and Robust Portfolio Choices," Working Papers 0408, University of Crete, Department of Economics. [Downloadable!]
    14. Liu, Jun & Pan, Jun & Wang, Tan, 2002. "An Equilibrium Model of Rare Event Premia," Working papers 4370-02, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    15. Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004. "Rationality of Belief Or: Why Savage's axioms are neither necessary nor sufficient for rationality, Second Version," PIER Working Paper Archive 07-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Jan 2007. [Downloadable!]
    16. Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5041, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    17. Chiaki Hara, 2005. "Heterogeneous Risk Attitudes in a Continuous-Time Model," Working Papers 609, Kyoto University, Institute of Economic Research. [Downloadable!]
    18. Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2002. "A smooth model of decision making under ambiguity," ICER Working Papers - Applied Mathematics Series 11-2003, ICER - International Centre for Economic Research, revised Apr 2003. [Downloadable!]
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    19. Peter Bossaerts & Serena Guarnaschelli & Paolo Ghirardato & William Zame, 2006. "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks 27, Collegio Carlo Alberto, revised 2007. [Downloadable!]
    20. Fabio Trojani & Markus Leippold & Paolo Vanini, 2005. "Learning and Asset Prices under Ambiguous Information," University of St. Gallen Department of Economics working paper series 2005 2005-03, Department of Economics, University of St. Gallen. [Downloadable!]
    21. Scott Condie, 2008. "Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity," Economic Theory, Springer, vol. 36(1), pages 81-108, July. [Downloadable!] (restricted)

Articles

  1. Jianjun Miao, 2008. "Option exercise with temptation," Economic Theory, Springer, vol. 34(3), pages 473-501, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Miao, Jianjun & Wang, Neng, 2007. "Investment, consumption, and hedging under incomplete markets," Journal of Financial Economics, Elsevier, vol. 86(3), pages 608-642, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Jianjun Miao, 2006. "A search model of centralized and decentralized trade," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(1), pages 68-92, January. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Hackbarth, Dirk & Miao, Jianjun & Morellec, Erwan, 2006. "Capital structure, credit risk, and macroeconomic conditions," Journal of Financial Economics, Elsevier, vol. 82(3), pages 519-550, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Miao, Jianjun, 2006. "Competitive equilibria of economies with a continuum of consumers and aggregate shocks," Journal of Economic Theory, Elsevier, vol. 128(1), pages 274-298, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Jianjun Miao, 2005. "Optimal Capital Structure and Industry Dynamics," Journal of Finance, American Finance Association, vol. 60(6), pages 2621-2659, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. Guo, Xin & Miao, Jianjun & Morellec, Erwan, 2005. "Irreversible investment with regime shifts," Journal of Economic Theory, Elsevier, vol. 122(1), pages 37-59, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. Epstein, Larry G. & Miao, Jianjun, 2003. "A two-person dynamic equilibrium under ambiguity," Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1253-1288, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.Sorry, no citations of articles recorded.

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This page was last updated on 2008-9-30.

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