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 0 1 9 152
Chinese Capital Market: An Empirical Overview 0 2 2 92 0 2 21 277
Dynamic Asset Allocation With Event Risk 0 0 0 183 1 5 19 422
Dynamic Asset Allocation with Event Risk 0 0 0 26 0 0 20 119
Dynamic Derivative Strategies 1 1 1 534 1 2 27 1,796
Excess Volatility of Corporate Bonds 0 0 1 19 0 0 14 101
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments 0 1 3 71 1 14 42 259
FinTech Platforms and Mutual Fund Distribution 0 0 0 32 0 2 33 228
FinTech adoption and household risk-taking 0 0 0 38 0 2 28 118
How Sovereign is Sovereign Credit Risk? 0 2 3 309 4 9 49 963
Noise as Information for Illiquidity 0 0 1 42 0 0 15 161
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns 0 0 0 47 2 9 19 128
The Information of Option Volume for Future Stock Prices 0 1 6 429 1 12 66 1,352
The SOE Premium and Government Support in China's Credit Market 0 0 1 74 4 14 77 305
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 1 1 5 1,623 4 7 41 3,106
Tri-Party Repo Pricing 0 0 0 19 1 2 22 92
Total Working Papers 2 8 23 3,569 19 81 502 9,579

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 1 417 0 0 18 1,043
Bond Illiquidity and Excess Volatility 0 0 0 25 1 1 10 126
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads 0 2 5 276 1 4 35 874
Dynamic Asset Allocation with Event Risk 0 0 1 50 0 1 12 323
Dynamic derivative strategies 0 0 1 231 0 1 33 739
Early peek advantage? Efficient price discovery with tiered information disclosure 0 1 1 11 1 4 14 70
How Sovereign Is Sovereign Credit Risk? 2 5 29 470 5 13 84 1,530
Interpreting Recent Changes in the Credit Spreads of Japanese Banks 0 0 0 59 0 1 15 231
Noise as Information for Illiquidity 1 1 5 70 1 4 77 372
Premium for heightened uncertainty: Explaining pre-announcement market returns 0 0 1 9 2 3 15 53
STRUCTURES OF SILICON CLUSTERS 0 0 0 0 0 0 5 15
The Illiquidity of Corporate Bonds 0 0 0 0 2 9 60 632
The Information in Option Volume for Future Stock Prices 2 5 16 197 18 40 176 974
The jump-risk premia implicit in options: evidence from an integrated time-series study 0 0 2 431 0 1 29 1,195
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 0 0 3 2 8 53 1,600
Tri-Party Repo Pricing 0 0 1 28 1 2 13 75
Volatility Information Trading in the Option Market 0 0 3 73 2 4 31 320
Total Journal Articles 5 14 66 2,350 36 96 680 10,172

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Statistics updated 2026-09-10