Jun Pan

Transform Analysis and Asset Pricing for Affine Jump-Diffusions

Year: 1999
Journal: Econometrica
Authors: Darrell Duffie; Jun Pan; Kenneth Singleton

Dynamic Asset Allocation with Event Risk

Year: 2002
Journal: Journal of Finance
Authors: Jun Liu; Francis A. Longstaff; Jun Pan

The Information of Option Volume for Future Stock Prices

Year: 2004
Journal: Review of Financial Studies
Authors: Jun Pan; Allen Poteshman

How Sovereign is Sovereign Credit Risk

Year: 2007
Journal: American Economic Journal: Macroeconomics
Authors: Francis A. Longstaff; Jun Pan; Lasse H. Pedersen; Kenneth J. Singleton

Noise as Information for Illiquidity

Year: 2010
Journal: Journal of Finance
Authors: Xing Hu; Jun Pan; Jiang Wang

Triparty Repo Pricing

Year: 2015
Journal: Journal of Financial and Quantitative Analysis
Authors: Grace Xing Hu; Jun Pan; Jiang Wang

Chinese Capital Market: An Empirical Overview

Year: 2018
Journal: No Journal Matched
Authors: Grace Xing Hu; Jun Pan; Jiang Wang

Fintech Platforms and Mutual Fund Distribution

Year: 2019
Journal: Management Science
Authors: Claire Yurong Hong; Xiaomeng Lu; Jun Pan

Premium for Heightened Uncertainty: Explaining Preannouncement Market Returns

Year: 2019
Journal: Journal of Financial Economics
Authors: Grace Xing Hu; Jun Pan; Jiang Wang; Haoxiang Zhu

The SOE Premium and Government Support in China's Credit Market

Year: 2019
Journal: No Journal Matched
Authors: Zhe Geng; Jun Pan

Fintech Adoption and Household Risktaking: From Digital Payments to Platform Investments

Year: 2020
Journal: No Journal Matched
Authors: Claire Yurong Hong; Xiaomeng Lu; Jun Pan