Access Statistics for Jun Pan

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	0	1	142
Chinese Capital Market: An Empirical Overview	0	0	5	88	0	4	21	241
Dynamic Asset Allocation With Event Risk	0	0	1	183	0	2	4	403
Dynamic Asset Allocation with Event Risk	0	0	0	26	0	0	0	96
Dynamic Derivative Strategies	0	0	3	532	1	1	6	1,758
Excess Volatility of Corporate Bonds	0	0	1	18	1	1	2	80
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments	0	0	2	67	1	3	17	210
FinTech Platforms and Mutual Fund Distribution	0	1	2	32	0	1	18	191
FinTech adoption and household risk-taking	0	0	0	36	1	2	11	83
How Sovereign is Sovereign Credit Risk?	0	1	3	305	0	2	9	908
Noise as Information for Illiquidity	0	0	1	40	1	2	5	144
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns	0	0	2	47	1	2	10	108
The Information of Option Volume for Future Stock Prices	0	2	6	422	0	2	11	1,283
The SOE Premium and Government Support in China's Credit Market	0	1	9	70	2	5	56	218
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	0	0	0	1,615	1	3	8	3,061
Tri-Party Repo Pricing	0	0	1	19	0	0	1	66
Total Working Papers	0	5	36	3,531	9	30	180	8,992

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	4	6	1,023
Bond Illiquidity and Excess Volatility	1	1	2	24	1	1	2	113
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads	1	1	3	269	2	5	22	831
Dynamic Asset Allocation with Event Risk	0	0	2	49	1	4	6	310
Dynamic derivative strategies	0	1	1	230	0	1	3	702
Early peek advantage? Efficient price discovery with tiered information disclosure	0	0	1	10	1	2	9	56
How Sovereign Is Sovereign Credit Risk?	0	0	7	432	2	11	33	1,421
Interpreting Recent Changes in the Credit Spreads of Japanese Banks	0	0	0	59	0	1	1	216
Noise as Information for Illiquidity	1	6	11	62	2	13	32	286
Premium for heightened uncertainty: Explaining pre-announcement market returns	0	0	1	8	1	3	14	37
STRUCTURES OF SILICON CLUSTERS	0	0	0	0	0	0	1	10
The Illiquidity of Corporate Bonds	0	0	0	0	3	4	21	563
The Information in Option Volume for Future Stock Prices	0	6	23	170	5	18	69	767
The jump-risk premia implicit in options: evidence from an integrated time-series study	0	0	12	428	0	1	21	1,161
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	0	0	0	3	2	6	16	1,541
Tri-Party Repo Pricing	0	0	4	26	2	2	8	60
Volatility Information Trading in the Option Market	0	0	0	69	0	2	7	286
Total Journal Articles	3	15	67	2,255	23	78	271	9,383

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Statistics updated 2025-03-03