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	2	2	3	145
Chinese Capital Market: An Empirical Overview	0	0	2	90	3	8	27	266
Dynamic Asset Allocation With Event Risk	0	0	0	183	2	7	9	410
Dynamic Asset Allocation with Event Risk	0	0	0	26	1	1	4	100
Dynamic Derivative Strategies	0	0	1	533	3	6	18	1,775
Excess Volatility of Corporate Bonds	0	0	0	18	4	7	15	94
FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments	0	1	2	69	5	8	19	226
FinTech Platforms and Mutual Fund Distribution	0	0	1	32	2	3	9	199
FinTech adoption and household risk-taking	0	0	2	38	4	5	16	98
How Sovereign is Sovereign Credit Risk?	0	0	1	306	4	7	13	921
Noise as Information for Illiquidity	0	0	1	41	3	8	12	154
Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns	0	0	0	47	1	2	6	112
The Information of Option Volume for Future Stock Prices	1	1	5	425	4	8	17	1,298
The SOE Premium and Government Support in China's Credit Market	0	0	4	73	9	18	33	247
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	0	1	4	1,619	4	16	22	3,081
Tri-Party Repo Pricing	0	0	0	19	4	9	13	79
Total Working Papers	1	3	23	3,550	55	115	236	9,205

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	4	8	1,029
Bond Illiquidity and Excess Volatility	0	0	2	25	0	2	7	119
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads	0	0	3	271	4	10	26	852
Dynamic Asset Allocation with Event Risk	0	1	1	50	5	7	11	318
Dynamic derivative strategies	0	1	1	231	0	6	11	713
Early peek advantage? Efficient price discovery with tiered information disclosure	0	0	0	10	0	1	3	57
How Sovereign Is Sovereign Credit Risk?	4	9	21	453	11	24	61	1,474
Interpreting Recent Changes in the Credit Spreads of Japanese Banks	0	0	0	59	3	7	8	223
Noise as Information for Illiquidity	0	1	8	67	2	10	28	307
Premium for heightened uncertainty: Explaining pre-announcement market returns	0	1	1	9	3	4	8	43
STRUCTURES OF SILICON CLUSTERS	0	0	0	0	0	1	1	11
The Illiquidity of Corporate Bonds	0	0	0	0	6	19	33	593
The Information in Option Volume for Future Stock Prices	1	3	20	185	14	33	82	836
The jump-risk premia implicit in options: evidence from an integrated time-series study	1	1	2	430	3	7	14	1,174
Transform Analysis and Asset Pricing for Affine Jump-Diffusions	0	0	0	3	6	16	25	1,563
Tri-Party Repo Pricing	0	0	1	27	0	4	8	66
Volatility Information Trading in the Option Market	0	1	2	71	4	8	12	297
Total Journal Articles	6	18	62	2,307	63	163	346	9,675

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Statistics updated 2026-01-09