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 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
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


Statistics updated 2020-09-04