jun pan
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Contact
Affiliations
-
Shanghai Jiao Tong University
/ Shanghai Advanced Institute of Finance (SAIF)
Research profile
author of:
- How Sovereign Is Sovereign Credit Risk? (RePEc:aea:aejmac:v:3:y:2011:i:2:p:75-103)
by Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton - Dynamic Asset Allocation with Event Risk (RePEc:bla:jfinan:v:58:y:2003:i:1:p:231-259)
by Jun Liu & Francis A. Longstaff & Jun Pan - Volatility Information Trading in the Option Market (RePEc:bla:jfinan:v:63:y:2008:i:3:p:1059-1091)
by Sophie X. Ni & Jun Pan & Allen M. Poteshman - Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (RePEc:bla:jfinan:v:63:y:2008:i:5:p:2345-2384)
by Jun Pan & Kenneth J. Singleton - The Illiquidity of Corporate Bonds (RePEc:bla:jfinan:v:66:y:2011:i:3:p:911-946)
by Jack Bao & Jun Pan & Jiang Wang - Noise as Information for Illiquidity (RePEc:bla:jfinan:v:68:y:2013:i:6:p:2341-2382)
by Grace Xing Hu & Jun Pan & Jiang Wang - Dynamic Asset Allocation with Event Risk (RePEc:cdl:anderf:qt9fm6t5nb)
by Liu, Jun & Longstaff, Francis & Pan, Jun - Tri-Party Repo Pricing (RePEc:cup:jfinqa:v:56:y:2021:i:1:p:337-371_12)
by Hu, Grace Xing & Pan, Jun & Wang, Jiang - Excess Volatility of Corporate Bonds (RePEc:ecl:ohidic:2010-20)
by Bao, Jack & Pan, Jun - Transform Analysis and Asset Pricing for Affine Jump-Diffusions (RePEc:ecm:emetrp:v:68:y:2000:i:6:p:1343-1376)
by Darrell Duffie & Jun Pan & Kenneth Singleton - Early peek advantage? Efficient price discovery with tiered information disclosure (RePEc:eee:jfinec:v:126:y:2017:i:2:p:399-421)
by Hu, Grace Xing & Pan, Jun & Wang, Jiang - Premium for heightened uncertainty: Explaining pre-announcement market returns (RePEc:eee:jfinec:v:145:y:2022:i:3:p:909-936)
by Hu, Grace Xing & Pan, Jun & Wang, Jiang & Zhu, Haoxiang - The jump-risk premia implicit in options: evidence from an integrated time-series study (RePEc:eee:jfinec:v:63:y:2002:i:1:p:3-50)
by Pan, Jun - Dynamic derivative strategies (RePEc:eee:jfinec:v:69:y:2003:i:3:p:401-430)
by Liu, Jun & Pan, Jun - Interpreting Recent Changes in the Credit Spreads of Japanese Banks (RePEc:ime:imemes:v:24:y:december:i:s1:p:129-41)
by Jun Pan & Kenneth J. Singleton - An Equilibrium Model of Rare Event Premia (RePEc:mit:sloanp:1575)
by Liu, Jun & Pan, Jun & Wang, Tan - Dynamic Derivative Strategies (RePEc:mit:sloanp:3548)
by Liu, Jun & Pan, Jun - The Information of Option Volume for Future Stock Prices (RePEc:nbr:nberwo:10925)
by Jun Pan & Allen Poteshman - How Sovereign is Sovereign Credit Risk? (RePEc:nbr:nberwo:13658)
by Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton - Noise as Information for Illiquidity (RePEc:nbr:nberwo:16468)
by Xing Hu & Jun Pan & Jiang Wang - Tri-Party Repo Pricing (RePEc:nbr:nberwo:21502)
by Grace Xing Hu & Jun Pan & Jiang Wang - Chinese Capital Market: An Empirical Overview (RePEc:nbr:nberwo:24346)
by Grace Xing Hu & Jun Pan & Jiang Wang - Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns (RePEc:nbr:nberwo:25817)
by Grace Xing Hu & Jun Pan & Jiang Wang & Haoxiang Zhu - The SOE Premium and Government Support in China's Credit Market (RePEc:nbr:nberwo:26575)
by Zhe Geng & Jun Pan - FinTech Platforms and Mutual Fund Distribution (RePEc:nbr:nberwo:26576)
by Claire Yurong Hong & Xiaomeng Lu & Jun Pan - FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments (RePEc:nbr:nberwo:28063)
by Claire Yurong Hong & Xiaomeng Lu & Jun Pan - Transform Analysis and Asset Pricing for Affine Jump-Diffusions (RePEc:nbr:nberwo:7105)
by Darrell Duffie & Jun Pan & Kenneth Singleton - Dynamic Asset Allocation With Event Risk (RePEc:nbr:nberwo:9103)
by Jun Liu & Francis A. Longstaff & Jun Pan - The Information in Option Volume for Future Stock Prices (RePEc:oup:rfinst:v:19:y:2006:i:3:p:871-908)
by Jun Pan & Allen M. Poteshman - Bond Illiquidity and Excess Volatility (RePEc:oup:rfinst:v:26:y:2013:i:12:p:3068-3103)
by Jack Bao & Jun Pan - Analytical value-at-risk with jumps and credit risk (RePEc:spr:finsto:v:5:y:2001:i:2:p:155-180)
by Jun Pan & Darrell Duffie - Structures Of Silicon Clusters (RePEc:wsi:srlxxx:v:03:y:1996:i:01:n:s0218625x96000620)
by Jun Pan & Atul Bahel & Mushti V. Ramakrishna - FinTech adoption and household risk-taking (RePEc:zbw:bofitp:bdp2021_014)
by Hong, Claire Yurong & Lu, Xiaomeng & Pan, Jun