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 5 6 148
Chinese Capital Market: An Empirical Overview 0 0 2 90 1 7 29 270
Dynamic Asset Allocation With Event Risk 0 0 0 183 0 7 12 415
Dynamic Asset Allocation with Event Risk 0 0 0 26 1 19 22 118
Dynamic Derivative Strategies 0 0 1 533 5 15 29 1,787
Excess Volatility of Corporate Bonds 0 0 0 18 0 8 18 98
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments 0 0 2 69 3 12 23 233
FinTech Platforms and Mutual Fund Distribution 0 0 0 32 1 7 13 204
FinTech adoption and household risk-taking 0 0 2 38 5 13 24 107
How Sovereign is Sovereign Credit Risk? 0 0 1 306 8 20 29 937
Noise as Information for Illiquidity 0 0 1 41 1 6 13 157
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns 0 0 0 47 0 5 8 116
The Information of Option Volume for Future Stock Prices 1 3 5 427 7 18 29 1,312
The SOE Premium and Government Support in China's Credit Market 0 0 3 73 5 26 46 264
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 0 4 1,619 0 6 22 3,083
Tri-Party Repo Pricing 0 0 0 19 2 8 17 83
Total Working Papers 1 3 21 3,552 39 182 340 9,332

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 0 416 2 10 14 1,037
Bond Illiquidity and Excess Volatility 0 0 1 25 0 2 8 121
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads 1 2 4 273 2 14 31 862
Dynamic Asset Allocation with Event Risk 0 0 1 50 0 8 11 321
Dynamic derivative strategies 0 0 1 231 7 17 28 730
Early peek advantage? Efficient price discovery with tiered information disclosure 0 0 0 10 0 3 4 60
How Sovereign Is Sovereign Credit Risk? 4 10 27 459 12 33 75 1,496
Interpreting Recent Changes in the Credit Spreads of Japanese Banks 0 0 0 59 2 8 12 228
Noise as Information for Illiquidity 0 0 5 67 10 47 66 352
Premium for heightened uncertainty: Explaining pre-announcement market returns 0 0 1 9 0 6 9 46
STRUCTURES OF SILICON CLUSTERS 0 0 0 0 0 3 4 14
The Illiquidity of Corporate Bonds 0 0 0 0 3 18 42 605
The Information in Option Volume for Future Stock Prices 0 2 16 186 15 36 91 858
The jump-risk premia implicit in options: evidence from an integrated time-series study 0 1 2 430 3 12 22 1,183
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 0 0 3 3 17 33 1,574
Tri-Party Repo Pricing 0 1 2 28 0 5 11 71
Volatility Information Trading in the Option Market 0 2 4 73 4 15 22 308
Total Journal Articles 5 18 64 2,319 63 254 483 9,866

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Statistics updated 2026-03-04