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 1 3 8 151
Chinese Capital Market: An Empirical Overview 0 0 1 90 1 5 27 275
Dynamic Asset Allocation With Event Risk 0 0 0 183 0 2 14 417
Dynamic Asset Allocation with Event Risk 0 0 0 26 0 1 22 119
Dynamic Derivative Strategies 0 0 1 533 0 7 26 1,794
Excess Volatility of Corporate Bonds 0 1 1 19 1 3 18 101
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments 0 1 2 70 0 12 32 245
FinTech Platforms and Mutual Fund Distribution 0 0 0 32 11 22 32 226
FinTech adoption and household risk-taking 0 0 2 38 5 9 32 116
How Sovereign is Sovereign Credit Risk? 0 1 2 307 3 17 45 954
Noise as Information for Illiquidity 0 1 1 42 0 4 15 161
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns 0 0 0 47 0 3 11 119
The Information of Option Volume for Future Stock Prices 0 1 5 428 6 28 55 1,340
The SOE Premium and Government Support in China's Credit Market 1 1 3 74 10 27 71 291
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 1 3 5 1,622 1 16 35 3,099
Tri-Party Repo Pricing 0 0 0 19 2 7 21 90
Total Working Papers 2 9 23 3,561 41 166 464 9,498

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 1 1 1 417 3 6 19 1,043
Bond Illiquidity and Excess Volatility 0 0 1 25 1 4 11 125
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads 1 1 5 274 2 8 37 870
Dynamic Asset Allocation with Event Risk 0 0 1 50 1 1 12 322
Dynamic derivative strategies 0 0 1 231 1 8 34 738
Early peek advantage? Efficient price discovery with tiered information disclosure 0 0 0 10 3 6 10 66
How Sovereign Is Sovereign Credit Risk? 4 6 28 465 4 21 84 1,517
Interpreting Recent Changes in the Credit Spreads of Japanese Banks 0 0 0 59 0 2 14 230
Noise as Information for Illiquidity 0 2 4 69 2 16 74 368
Premium for heightened uncertainty: Explaining pre-announcement market returns 0 0 1 9 0 4 12 50
STRUCTURES OF SILICON CLUSTERS 0 0 0 0 0 1 5 15
The Illiquidity of Corporate Bonds 0 0 0 0 4 18 55 623
The Information in Option Volume for Future Stock Prices 2 6 19 192 23 76 154 934
The jump-risk premia implicit in options: evidence from an integrated time-series study 1 1 3 431 4 11 31 1,194
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 0 0 3 3 18 48 1,592
Tri-Party Repo Pricing 0 0 1 28 0 2 12 73
Volatility Information Trading in the Option Market 0 0 3 73 0 8 28 316
Total Journal Articles 9 17 68 2,336 51 210 640 10,076

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04