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	1	143
Chinese Capital Market: An Empirical Overview	0	1	2	90	0	3	21	258
Dynamic Asset Allocation With Event Risk	0	0	0	183	1	1	3	404
Dynamic Derivative Strategies	0	0	1	533	2	2	14	1,771
Excess Volatility of Corporate Bonds	0	0	0	18	0	2	8	87
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments	1	1	3	69	3	5	17	221
FinTech Platforms and Mutual Fund Distribution	0	0	1	32	1	2	7	197
FinTech adoption and household risk-taking	0	0	2	38	0	4	12	93
How Sovereign is Sovereign Credit Risk?	0	0	2	306	0	4	9	914
Noise as Information for Illiquidity	0	0	1	41	1	1	5	147
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns	0	0	0	47	0	2	5	110
The Information of Option Volume for Future Stock Prices	0	1	4	424	3	7	12	1,293
The SOE Premium and Government Support in China's Credit Market	0	0	7	73	3	5	25	232
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	1	1	4	1,619	8	8	16	3,073
Tri-Party Repo Pricing	0	0	0	19	4	5	8	74
Total Working Papers	2	4	27	3,523	26	51	163	9,017

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	2	3	8	1,027
Bond Illiquidity and Excess Volatility	0	0	2	25	0	2	5	117
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads	0	1	3	271	4	11	21	846
Dynamic Asset Allocation with Event Risk	1	1	2	50	2	2	8	313
Dynamic derivative strategies	1	1	2	231	1	3	7	708
Early peek advantage? Efficient price discovery with tiered information disclosure	0	0	0	10	0	0	3	56
How Sovereign Is Sovereign Credit Risk?	4	9	16	448	10	17	52	1,460
Interpreting Recent Changes in the Credit Spreads of Japanese Banks	0	0	0	59	2	2	3	218
Noise as Information for Illiquidity	0	1	10	66	3	5	27	300
Premium for heightened uncertainty: Explaining pre-announcement market returns	0	0	0	8	0	1	5	39
STRUCTURES OF SILICON CLUSTERS	0	0	0	0	0	0	0	10
The Illiquidity of Corporate Bonds	0	0	0	0	7	11	25	581
The Information in Option Volume for Future Stock Prices	2	5	22	184	7	18	65	810
The jump-risk premia implicit in options: evidence from an integrated time-series study	0	1	1	429	3	6	11	1,170
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	0	0	0	3	6	6	20	1,553
Tri-Party Repo Pricing	0	0	1	27	1	2	5	63
Volatility Information Trading in the Option Market	0	0	1	70	1	1	7	290
Total Journal Articles	8	19	60	2,297	49	90	272	9,561

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Statistics updated 2025-11-08