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 1 1 1 32 2 2 11 154
Chinese Capital Market: An Empirical Overview 2 3 4 94 3 4 22 280
Dynamic Asset Allocation With Event Risk 0 0 0 183 1 4 20 423
Dynamic Asset Allocation with Event Risk 0 0 0 26 0 0 20 119
Dynamic Derivative Strategies 0 1 1 534 1 2 28 1,797
Excess Volatility of Corporate Bonds 0 0 1 19 0 0 14 101
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments 1 1 4 72 1 12 42 260
FinTech Platforms and Mutual Fund Distribution 0 0 0 32 0 0 32 228
FinTech adoption and household risk-taking 0 0 0 38 1 3 26 119
How Sovereign is Sovereign Credit Risk? 1 3 4 310 1 8 50 964
Noise as Information for Illiquidity 0 0 1 42 2 2 17 163
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns 0 0 0 47 1 8 19 129
The Information of Option Volume for Future Stock Prices 0 1 5 429 3 8 65 1,355
The SOE Premium and Government Support in China's Credit Market 1 1 2 75 2 8 78 307
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 1 5 1,623 0 6 41 3,106
Tri-Party Repo Pricing 0 0 0 19 1 3 23 93
Total Working Papers 6 12 28 3,575 19 70 508 9,598

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 1 417 0 0 18 1,043
Bond Illiquidity and Excess Volatility 0 0 0 25 1 2 10 127
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads 1 1 6 277 2 4 34 876
Dynamic Asset Allocation with Event Risk 0 0 1 50 0 0 12 323
Dynamic derivative strategies 0 0 1 231 0 1 32 739
Early peek advantage? Efficient price discovery with tiered information disclosure 0 1 1 11 5 8 19 75
How Sovereign Is Sovereign Credit Risk? 0 4 26 470 3 13 83 1,533
Interpreting Recent Changes in the Credit Spreads of Japanese Banks 0 0 0 59 0 0 15 231
Noise as Information for Illiquidity 0 1 4 70 1 3 76 373
Premium for heightened uncertainty: Explaining pre-announcement market returns 0 0 1 9 6 9 20 59
STRUCTURES OF SILICON CLUSTERS 0 0 0 0 0 0 5 15
The Illiquidity of Corporate Bonds 0 0 0 0 5 10 63 637
The Information in Option Volume for Future Stock Prices 2 7 17 199 16 46 187 990
The jump-risk premia implicit in options: evidence from an integrated time-series study 0 0 2 431 2 3 30 1,197
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 0 0 3 3 9 56 1,603
Tri-Party Repo Pricing 0 0 1 28 1 2 14 76
Volatility Information Trading in the Option Market 0 0 3 73 0 4 31 320
Total Journal Articles 3 14 64 2,353 45 114 705 10,217

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Statistics updated 2026-10-11