S
Zodix
Study
Academic Library
Search
Dashboard
Shelves
Open access
My library
Inbox
Notes
Write
Learn
Alerts
More
Ask your library
Notifications
Quick cite
Review
Search or jump to…
⌘K
Jun Pan · Study
Home
/
Author
Jun Pan
36 works
· latest 2024
· 8 institutions
cluster: provisional
ORCID 0000-0003-0161-9465
Follow
Suggest an ORCID correction
h-index
34
i10
36
Citations
13,824
Works here
36
01
02
03
04
05
06
07
08
10
11
13
17
19
20
21
24
Most cited in this library
Transform Analysis and Asset Pricing for Affine Jump-diffusions
2000 · 2,789 citations
The jump-risk premia implicit in options: evidence from an integrated time-series study
2002 · 1,657 citations
An Overview of Value at Risk
1997 · 1,320 citations
How Sovereign Is Sovereign Credit Risk?
2011 · 1,129 citations
The Illiquidity of Corporate Bonds
2011 · 989 citations
Works
36 shown
The SOE Premium and Government Support in China's Credit Market
The Journal of Finance
·
2024
·
1 author
143
citations
Fintech Platforms and Mutual Fund Distribution
Management Science
·
2024
·
3 authors
37
citations
Premium for heightened uncertainty: Explaining pre-announcement market returns
Journal of Financial Economics
·
2021
·
4 authors
·
Open access
127
citations
Chinese Capital Market: An Empirical Overview
Critical Finance Review
·
2021
·
3 authors
59
citations
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments
National Bureau of Economic Research
·
2020
·
3 authors
·
report
·
Open access
64
citations
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments
SSRN Electronic Journal
·
2020
·
3 authors
·
preprint
·
Open access
61
citations
The SOE Premium and Government Support in China's Credit Market
National Bureau of Economic Research
·
2019
·
2 authors
·
report
·
Open access
48
citations
FinTech Platforms and Mutual Fund Distribution
National Bureau of Economic Research
·
2019
·
3 authors
·
report
·
Open access
23
citations
Tri-Party Repo Pricing
Journal of Financial and Quantitative Analysis
·
2019
·
3 authors
39
citations
Early peek advantage? Efficient price discovery with tiered information disclosure
Journal of Financial Economics
·
2017
·
3 authors
58
citations
Noise as Information for Illiquidity
The Journal of Finance
·
2013
·
3 authors
475
citations
Bond Illiquidity and Excess Volatility
Review of Financial Studies
·
2013
·
2 authors
·
Open access
115
citations
The Illiquidity of Corporate Bonds
The Journal of Finance
·
2011
·
3 authors
·
Open access
989
citations
How Sovereign Is Sovereign Credit Risk?
American Economic Journal Macroeconomics
·
2011
·
4 authors
·
Open access
1,129
citations
Noise as Information for Illiquidity
National Bureau of Economic Research
·
2010
·
2 authors
·
report
·
Open access
41
citations
Noise as Information for Illiquidity
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
72
citations
Trading Options and CDS on Stocks under the Short Sale Ban
SSRN Electronic Journal
·
2010
·
2 authors
·
preprint
·
Open access
38
citations
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
The Journal of Finance
·
2008
·
2 authors
805
citations
Volatility Information Trading in the Option Market
The Journal of Finance
·
2008
·
3 authors
·
Open access
287
citations
Liquidity of Corporate Bonds
SSRN Electronic Journal
·
2008
·
3 authors
·
preprint
·
Open access
55
citations
How Sovereign is Sovereign Credit Risk?
National Bureau of Economic Research
·
2007
·
4 authors
·
report
·
Open access
201
citations
The Information in Option Volume for Future Stock Prices
Review of Financial Studies
·
2006
·
2 authors
847
citations
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
SSRN Electronic Journal
·
2005
·
2 authors
·
preprint
·
Open access
222
citations
An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks
Review of Financial Studies
·
2004
·
2 authors
391
citations
The Information of Option Volume for Future Stock Prices
National Bureau of Economic Research
·
2004
·
2 authors
·
report
·
Open access
33
citations
Dynamic derivative strategies
Journal of Financial Economics
·
2003
·
2 authors
312
citations
Dynamic Asset Allocation with Event Risk
The Journal of Finance
·
2003
·
3 authors
415
citations
Dynamic Asset Allocation With Event Risk
National Bureau of Economic Research
·
2002
·
3 authors
·
report
·
Open access
79
citations
The jump-risk premia implicit in options: evidence from an integrated time-series study
Journal of Financial Economics
·
2002
·
1 author
1,657
citations
An Equilibrium Model of Rare Event Premia
SSRN Electronic Journal
·
2002
·
3 authors
·
preprint
·
Open access
45
citations
Analytical value-at-risk with jumps and credit risk
Finance and Stochastics
·
2001
·
2 authors
158
citations
Transform Analysis and Asset Pricing for Affine Jump-diffusions
Econometrica
·
2000
·
3 authors
2,789
citations
Transform Analysis and Asset Pricing for Affine Jump-Diffusions
National Bureau of Economic Research
·
1999
·
3 authors
·
report
·
Open access
44
citations
Transform Analysis and Asset Pricing for Affine Jump-Diffusions
SSRN Electronic Journal
·
1999
·
3 authors
·
preprint
·
Open access
598
citations
Integrated Time-Series Analysis of Spot and Option Prices
SSRN Electronic Journal
·
1999
·
1 author
·
preprint
·
Open access
48
citations
An Overview of Value at Risk
The Journal of Derivatives
·
1997
·
2 authors
1,320
citations