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	2	143
Chinese Capital Market: An Empirical Overview	1	1	2	89	2	7	19	248
Dynamic Asset Allocation With Event Risk	0	0	0	183	0	0	2	403
Dynamic Asset Allocation with Event Risk	0	0	0	26	0	1	1	97
Dynamic Derivative Strategies	0	0	2	532	1	10	13	1,768
Excess Volatility of Corporate Bonds	0	0	1	18	2	3	5	83
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments	1	1	3	68	2	3	17	213
FinTech Platforms and Mutual Fund Distribution	0	0	1	32	0	3	9	194
FinTech adoption and household risk-taking	0	0	0	36	1	1	9	84
How Sovereign is Sovereign Credit Risk?	0	0	3	305	0	1	8	909
Noise as Information for Illiquidity	0	1	1	41	1	2	4	146
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns	0	0	1	47	0	0	8	108
The Information of Option Volume for Future Stock Prices	0	1	6	423	0	2	10	1,285
The SOE Premium and Government Support in China's Credit Market	1	1	7	71	1	2	42	220
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	1	2	2	1,617	1	3	10	3,064
Tri-Party Repo Pricing	0	0	1	19	1	3	4	69
Total Working Papers	4	7	30	3,538	13	42	163	9,034

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	1	7	1,024
Bond Illiquidity and Excess Volatility	0	0	1	24	0	1	2	114
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads	0	0	1	269	0	2	18	833
Dynamic Asset Allocation with Event Risk	0	0	2	49	0	0	6	310
Dynamic derivative strategies	0	0	1	230	0	2	3	704
Early peek advantage? Efficient price discovery with tiered information disclosure	0	0	0	10	0	0	5	56
How Sovereign Is Sovereign Credit Risk?	1	5	6	437	2	12	32	1,433
Interpreting Recent Changes in the Credit Spreads of Japanese Banks	0	0	0	59	0	0	1	216
Noise as Information for Illiquidity	2	3	12	65	5	8	32	294
Premium for heightened uncertainty: Explaining pre-announcement market returns	0	0	1	8	0	1	8	38
STRUCTURES OF SILICON CLUSTERS	0	0	0	0	0	0	1	10
The Illiquidity of Corporate Bonds	0	0	0	0	4	5	21	568
The Information in Option Volume for Future Stock Prices	0	3	18	173	5	13	60	780
The jump-risk premia implicit in options: evidence from an integrated time-series study	0	0	6	428	1	2	15	1,163
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	0	0	0	3	0	3	18	1,544
Tri-Party Repo Pricing	0	1	4	27	0	1	7	61
Volatility Information Trading in the Option Market	0	1	1	70	0	2	7	288
Total Journal Articles	3	13	53	2,268	18	53	243	9,436

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Statistics updated 2025-06-06