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	1	2	143
Chinese Capital Market: An Empirical Overview	0	1	2	89	5	9	24	255
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	2	3	99
Dynamic Derivative Strategies	1	1	1	533	1	2	12	1,769
Excess Volatility of Corporate Bonds	0	0	1	18	2	4	7	85
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments	0	1	2	68	1	5	14	216
FinTech Platforms and Mutual Fund Distribution	0	0	1	32	0	1	6	195
FinTech adoption and household risk-taking	1	2	2	38	3	6	13	89
How Sovereign is Sovereign Credit Risk?	0	1	2	306	0	1	6	910
Noise as Information for Illiquidity	0	0	1	41	0	1	4	146
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns	0	0	0	47	0	0	5	108
The Information of Option Volume for Future Stock Prices	0	0	5	423	0	1	9	1,286
The SOE Premium and Government Support in China's Credit Market	0	3	8	73	0	8	40	227
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	1	2	3	1,618	1	2	9	3,065
Tri-Party Repo Pricing	0	0	1	19	0	1	4	69
Total Working Papers	3	11	29	3,545	13	44	160	9,065

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	7	1,024
Bond Illiquidity and Excess Volatility	0	1	2	25	0	1	3	115
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads	1	1	2	270	2	2	16	835
Dynamic Asset Allocation with Event Risk	0	0	1	49	0	1	6	311
Dynamic derivative strategies	0	0	1	230	0	1	4	705
Early peek advantage? Efficient price discovery with tiered information disclosure	0	0	0	10	0	0	4	56
How Sovereign Is Sovereign Credit Risk?	2	3	7	439	5	12	39	1,443
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	12	65	0	6	31	295
Premium for heightened uncertainty: Explaining pre-announcement market returns	0	0	0	8	0	0	5	38
STRUCTURES OF SILICON CLUSTERS	0	0	0	0	0	0	1	10
The Illiquidity of Corporate Bonds	0	0	0	0	1	6	20	570
The Information in Option Volume for Future Stock Prices	1	6	21	179	6	17	61	792
The jump-risk premia implicit in options: evidence from an integrated time-series study	0	0	0	428	1	2	7	1,164
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	0	0	0	3	3	3	21	1,547
Tri-Party Repo Pricing	0	0	3	27	0	0	6	61
Volatility Information Trading in the Option Market	0	0	1	70	0	1	6	289
Total Journal Articles	4	13	50	2,278	18	53	238	9,471

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Statistics updated 2025-08-05