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	0	2	143
Chinese Capital Market: An Empirical Overview	0	1	2	90	2	8	22	258
Dynamic Asset Allocation With Event Risk	0	0	0	183	0	0	2	403
Dynamic Derivative Strategies	0	1	1	533	0	1	12	1,769
Excess Volatility of Corporate Bonds	0	0	1	18	0	4	9	87
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments	0	0	2	68	1	3	14	218
FinTech Platforms and Mutual Fund Distribution	0	0	1	32	1	1	6	196
FinTech adoption and household risk-taking	0	1	2	38	3	7	15	93
How Sovereign is Sovereign Credit Risk?	0	0	2	306	0	4	10	914
Noise as Information for Illiquidity	0	0	1	41	0	0	4	146
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns	0	0	0	47	1	2	5	110
The Information of Option Volume for Future Stock Prices	1	1	5	424	4	4	11	1,290
The SOE Premium and Government Support in China's Credit Market	0	0	8	73	1	2	28	229
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	0	1	3	1,618	0	1	8	3,065
Tri-Party Repo Pricing	0	0	1	19	0	1	5	70
Total Working Papers	1	5	29	3,521	13	38	153	8,991

1 registered items for which data could not be found

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	8	1,025
Bond Illiquidity and Excess Volatility	0	0	2	25	1	2	5	117
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads	0	2	3	271	3	9	22	842
Dynamic Asset Allocation with Event Risk	0	0	1	49	0	0	6	311
Dynamic derivative strategies	0	0	1	230	1	2	6	707
Early peek advantage? Efficient price discovery with tiered information disclosure	0	0	0	10	0	0	3	56
How Sovereign Is Sovereign Credit Risk?	3	7	12	444	4	12	43	1,450
Interpreting Recent Changes in the Credit Spreads of Japanese Banks	0	0	0	59	0	0	1	216
Noise as Information for Illiquidity	1	1	11	66	2	2	25	297
Premium for heightened uncertainty: Explaining pre-announcement market returns	0	0	0	8	1	1	5	39
STRUCTURES OF SILICON CLUSTERS	0	0	0	0	0	0	1	10
The Illiquidity of Corporate Bonds	0	0	0	0	2	5	21	574
The Information in Option Volume for Future Stock Prices	1	4	21	182	5	17	64	803
The jump-risk premia implicit in options: evidence from an integrated time-series study	0	1	1	429	1	4	10	1,167
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	0	0	0	3	0	3	18	1,547
Tri-Party Repo Pricing	0	0	1	27	0	1	4	62
Volatility Information Trading in the Option Market	0	0	1	70	0	0	6	289
Total Journal Articles	5	15	54	2,289	20	59	248	9,512

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Statistics updated 2025-10-06