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	1	1	6	135
Chinese Capital Market: An Empirical Overview	0	2	9	61	2	7	56	126
Dynamic Asset Allocation With Event Risk	0	0	0	182	0	0	8	385
Dynamic Asset Allocation with Event Risk	0	0	1	24	0	0	6	81
Dynamic Derivative Strategies	1	1	2	525	5	7	21	1,713
Excess Volatility of Corporate Bonds	0	0	0	16	2	2	9	71
FinTech Platforms and Mutual Fund Distribution	0	2	9	9	6	12	35	35
How Sovereign is Sovereign Credit Risk?	0	0	1	289	3	4	22	855
Noise as Information for Illiquidity	1	1	2	33	5	8	22	119
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns	1	1	10	28	2	6	29	39
Price Discovery and Market Segmentation in China's Credit Market	0	0	37	37	2	9	33	33
The Information of Option Volume for Future Stock Prices	0	0	3	410	2	2	12	1,220
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	0	0	14	1,608	0	2	33	3,006
Tri-Party Repo Pricing	2	3	4	18	5	7	16	44
Total Working Papers	5	10	92	3,271	35	67	308	7,862

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	1	410	0	1	10	995
Bond Illiquidity and Excess Volatility	0	0	1	19	2	4	12	90
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads	0	0	4	236	2	7	29	705
Dynamic derivative strategies	0	1	3	222	3	6	17	647
How Sovereign Is Sovereign Credit Risk?	3	3	29	390	11	22	129	1,246
Interpreting Recent Changes in the Credit Spreads of Japanese Banks	0	0	0	59	0	0	4	202
Noise as Information for Illiquidity	0	0	3	27	7	10	31	169
The Illiquidity of Corporate Bonds	0	0	0	0	5	13	54	454
The Information in Option Volume for Future Stock Prices	0	1	3	88	3	10	26	404
The jump-risk premia implicit in options: evidence from an integrated time-series study	1	1	6	390	2	6	20	972
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	0	0	0	3	7	9	52	1,399
Volatility Information Trading in the Option Market	0	1	5	52	4	7	31	225
Total Journal Articles	4	7	55	1,896	46	95	415	7,508

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Statistics updated 2020-09-04