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	2	88	5	5	21	246
Dynamic Asset Allocation With Event Risk	0	0	0	183	0	0	3	403
Dynamic Asset Allocation with Event Risk	0	0	0	26	0	1	1	97
Dynamic Derivative Strategies	0	0	3	532	0	10	14	1,767
Excess Volatility of Corporate Bonds	0	0	1	18	0	2	3	81
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments	0	0	2	67	1	2	15	211
FinTech Platforms and Mutual Fund Distribution	0	0	1	32	1	3	9	194
FinTech adoption and household risk-taking	0	0	0	36	0	1	9	83
How Sovereign is Sovereign Credit Risk?	0	0	3	305	1	1	8	909
Noise as Information for Illiquidity	1	1	1	41	1	2	4	145
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns	0	0	2	47	0	1	9	108
The Information of Option Volume for Future Stock Prices	1	1	6	423	2	2	12	1,285
The SOE Premium and Government Support in China's Credit Market	0	0	7	70	0	3	44	219
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	1	1	1	1,616	2	3	10	3,063
Tri-Party Repo Pricing	0	0	1	19	1	2	3	68
Total Working Papers	3	3	30	3,534	14	38	166	9,021

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	0	1	6	1,023
Bond Illiquidity and Excess Volatility	0	1	2	24	1	2	3	114
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads	0	1	2	269	0	4	20	833
Dynamic Asset Allocation with Event Risk	0	0	2	49	0	1	6	310
Dynamic derivative strategies	0	0	1	230	1	2	4	704
Early peek advantage? Efficient price discovery with tiered information disclosure	0	0	0	10	0	1	8	56
How Sovereign Is Sovereign Credit Risk?	3	4	6	436	6	12	31	1,431
Interpreting Recent Changes in the Credit Spreads of Japanese Banks	0	0	0	59	0	0	1	216
Noise as Information for Illiquidity	0	2	11	63	2	5	31	289
Premium for heightened uncertainty: Explaining pre-announcement market returns	0	0	1	8	0	2	11	38
STRUCTURES OF SILICON CLUSTERS	0	0	0	0	0	0	1	10
The Illiquidity of Corporate Bonds	0	0	0	0	0	4	19	564
The Information in Option Volume for Future Stock Prices	2	3	22	173	7	13	64	775
The jump-risk premia implicit in options: evidence from an integrated time-series study	0	0	9	428	0	1	18	1,162
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	0	0	0	3	1	5	18	1,544
Tri-Party Repo Pricing	1	1	4	27	1	3	8	61
Volatility Information Trading in the Option Market	1	1	1	70	2	2	7	288
Total Journal Articles	7	13	61	2,265	21	58	256	9,418

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Statistics updated 2025-05-12