Access Statistics for Jun Pan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Equilibrium Model of Rare Event Premia 0 0 0 31 2 2 8 150
Chinese Capital Market: An Empirical Overview 0 0 2 90 3 5 28 274
Dynamic Asset Allocation With Event Risk 0 0 0 183 1 2 14 417
Dynamic Asset Allocation with Event Risk 0 0 0 26 1 2 22 119
Dynamic Derivative Strategies 0 0 1 533 3 12 27 1,794
Excess Volatility of Corporate Bonds 1 1 1 19 1 2 19 100
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments 0 1 3 70 10 15 34 245
FinTech Platforms and Mutual Fund Distribution 0 0 0 32 10 12 21 215
FinTech adoption and household risk-taking 0 0 2 38 0 9 28 111
How Sovereign is Sovereign Credit Risk? 1 1 2 307 8 22 42 951
Noise as Information for Illiquidity 1 1 1 42 3 5 16 161
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns 0 0 0 47 1 3 11 119
The Information of Option Volume for Future Stock Prices 1 2 5 428 14 29 49 1,334
The SOE Premium and Government Support in China's Credit Market 0 0 3 73 8 22 62 281
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 1 2 5 1,621 9 15 35 3,098
Tri-Party Repo Pricing 0 0 0 19 4 7 20 88
Total Working Papers 5 8 25 3,559 78 164 436 9,457

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analytical value-at-risk with jumps and credit risk 0 0 0 416 2 5 17 1,040
Bond Illiquidity and Excess Volatility 0 0 1 25 2 3 10 124
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads 0 1 4 273 3 8 35 868
Dynamic Asset Allocation with Event Risk 0 0 1 50 0 0 11 321
Dynamic derivative strategies 0 0 1 231 3 14 33 737
Early peek advantage? Efficient price discovery with tiered information disclosure 0 0 0 10 1 3 7 63
How Sovereign Is Sovereign Credit Risk? 1 6 25 461 9 29 82 1,513
Interpreting Recent Changes in the Credit Spreads of Japanese Banks 0 0 0 59 1 4 14 230
Noise as Information for Illiquidity 1 2 6 69 3 24 77 366
Premium for heightened uncertainty: Explaining pre-announcement market returns 0 0 1 9 4 4 12 50
STRUCTURES OF SILICON CLUSTERS 0 0 0 0 1 1 5 15
The Illiquidity of Corporate Bonds 0 0 0 0 7 17 55 619
The Information in Option Volume for Future Stock Prices 1 4 17 190 33 68 136 911
The jump-risk premia implicit in options: evidence from an integrated time-series study 0 0 2 430 4 10 28 1,190
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 0 0 3 11 18 45 1,589
Tri-Party Repo Pricing 0 0 1 28 2 2 12 73
Volatility Information Trading in the Option Market 0 0 3 73 3 12 28 316
Total Journal Articles 3 13 62 2,327 89 222 607 10,025

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Statistics updated 2026-05-06