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 2 9 152
Chinese Capital Market: An Empirical Overview 1 2 3 92 1 3 22 277
Dynamic Asset Allocation With Event Risk 0 0 0 183 2 4 18 421
Dynamic Asset Allocation with Event Risk 0 0 0 26 0 0 20 119
Dynamic Derivative Strategies 0 0 0 533 0 1 26 1,795
Excess Volatility of Corporate Bonds 0 0 1 19 0 1 16 101
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments 0 1 3 71 10 13 42 258
FinTech Platforms and Mutual Fund Distribution 0 0 0 32 0 13 33 228
FinTech adoption and household risk-taking 0 0 0 38 2 7 29 118
How Sovereign is Sovereign Credit Risk? 2 2 3 309 3 8 49 959
Noise as Information for Illiquidity 0 0 1 42 0 0 15 161
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns 0 0 0 47 5 7 18 126
The Information of Option Volume for Future Stock Prices 1 1 6 429 4 17 65 1,351
The SOE Premium and Government Support in China's Credit Market 0 1 1 74 2 20 74 301
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 1 4 1,622 2 4 37 3,102
Tri-Party Repo Pricing 0 0 0 19 1 3 22 91
Total Working Papers 4 8 22 3,567 32 103 495 9,560

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 1 1 417 0 3 19 1,043
Bond Illiquidity and Excess Volatility 0 0 0 25 0 1 10 125
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads 0 3 6 276 1 5 38 873
Dynamic Asset Allocation with Event Risk 0 0 1 50 0 2 12 323
Dynamic derivative strategies 0 0 1 231 1 2 34 739
Early peek advantage? Efficient price discovery with tiered information disclosure 1 1 1 11 2 6 13 69
How Sovereign Is Sovereign Credit Risk? 2 7 29 468 5 12 82 1,525
Interpreting Recent Changes in the Credit Spreads of Japanese Banks 0 0 0 59 0 1 15 231
Noise as Information for Illiquidity 0 0 4 69 1 5 76 371
Premium for heightened uncertainty: Explaining pre-announcement market returns 0 0 1 9 1 1 13 51
STRUCTURES OF SILICON CLUSTERS 0 0 0 0 0 0 5 15
The Illiquidity of Corporate Bonds 0 0 0 0 3 11 60 630
The Information in Option Volume for Future Stock Prices 3 5 16 195 12 45 164 956
The jump-risk premia implicit in options: evidence from an integrated time-series study 0 1 3 431 1 5 31 1,195
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 0 0 3 4 9 51 1,598
Tri-Party Repo Pricing 0 0 1 28 0 1 13 74
Volatility Information Trading in the Option Market 0 0 3 73 2 2 29 318
Total Journal Articles 6 18 67 2,345 33 111 665 10,136

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Statistics updated 2026-08-07