jun pan : Citation Profile

Shanghai Jiao Tong University

16

H index

18

i10 index

4675

Citations

RESEARCH PRODUCTION:

17

Articles

16

Papers

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 179
   Journals where jun pan has often published
   Relations with other researchers
   Recent citing documents: 506.    Total self citations: 10 (0.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1004
   Updated: 2026-08-08    RAS profile: 2024-01-04    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with jun pan.

Is cited by:

Bollerslev, Tim (44)

Andersen, Torben (42)

Pelizzon, Loriana (29)

Chernov, Mikhail (25)

Wu, Liuren (24)

Lafuente, Juan Angel (23)

Monfort, Alain (22)

Caporin, Massimiliano (21)

Forbes, Catherine (21)

Augustin, Patrick (21)

Escobar Anel, Marcos (20)

Cites to:

Cao, Charles (13)

Chen, Zhiwu (13)

Campbell, John (10)

Calvet, Laurent (10)

merton, robert (7)

Singleton, Kenneth (7)

Bollerslev, Tim (7)

Sodini, Paolo (6)

Lo, Andrew (5)

Scholes, Myron (5)

Duffie, Darrell (5)

Main data

Where jun pan has published?

Journals with more than one article published# docs
Journal of Finance5
Journal of Financial Economics4
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc11

Recent works citing jun pan (2025 and 2024)

YearTitle of citing document
2025Exploring the relationship between the Put Call Ratio and Market Indices: a comparative analysis of S&P 500 and BET. (2025). Abr, Genia-Iulia. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:187-210.

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2024The Informational Role of Trading Volume in Thinly Traded Options Markets. (2024). Choe, Kyoungin ; Goodwin, Barry K. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343732.

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2024The Informational Role of Trading Volume in Thinly Traded Options Markets. (2024). Goodwin, Barry K ; Choe, Kyoungin. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343732.

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2024Affine Heston model style with self-exciting jumps and long memory. (2024). Hainaut, Donatien ; Leunga, Charles Guy. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024001.

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2025Dynamics of sovereign debt: credit risk and sustainability analysis. (2025). Cont, Rama ; Bassa, Karolina. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-24.

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2026Chaotic Hedging with Iterated Integrals and Neural Networks. (2024). Schmocker, Philipp ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2209.10166.

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2024Randomization of Short-Rate Models, Analytic Pricing and Flexibility in Controlling Implied Volatilities. (2024). Grzelak, Lech A. In: Papers. RePEc:arx:papers:2211.05014.

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2024Quantum-Inspired Tensor Neural Networks for Option Pricing. (2024). Jahromi, Saeed S ; Orus, Roman ; Patel, Raj G ; Castellani, Pierre ; Porte, Vincent ; Abid, Mustafa ; Dominguez, Tomas ; Tziritas, Kris ; Aubert, Stephane ; Michel, Christophe ; Sharma, Shivam ; Hsing, Chia-Wei ; Sahin, Serkan ; Palmer, Samuel ; Mugel, Samuel. In: Papers. RePEc:arx:papers:2212.14076.

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2026Arrow-Debreu Meets Kyle: Price Discovery Across Derivatives. (2025). Tseng, Michael ; Keller, Christian. In: Papers. RePEc:arx:papers:2302.13426.

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2024iCOS: Option-Implied COS Method. (2024). Vladimirov, Evgenii. In: Papers. RePEc:arx:papers:2309.00943.

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2025From constant to rough: A survey of continuous volatility modeling. (2023). Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia ; Yurchenko-Tytarenko, Anton. In: Papers. RePEc:arx:papers:2309.01033.

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2026Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility. (2024). Xu, Wei ; Horst, Ulrich ; Zhang, Rouyi. In: Papers. RePEc:arx:papers:2312.08784.

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2024Roughness Signature Functions. (2024). Christensen, Peter. In: Papers. RePEc:arx:papers:2401.02819.

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2025Short-Term Asymptotics of Volatility Skew and Curvature Based on Cumulants. (2025). Cheng, Xue. In: Papers. RePEc:arx:papers:2401.03776.

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2025A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models. (2025). Georgoulis, Emmanuil H ; Smaragdakis, Costas ; Papapantoleon, Antonis. In: Papers. RePEc:arx:papers:2401.06740.

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2024Hydrodynamics of Markets:Hidden Links Between Physics and Finance. (2024). Lipton, Alexander. In: Papers. RePEc:arx:papers:2403.09761.

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2024On the Hull-White model with volatility smile for Valuation Adjustments. (2024). van der Zwaard, T ; Grzelak, L A ; Oosterlee, C W. In: Papers. RePEc:arx:papers:2403.14841.

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2025Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006.

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2024Degree of Irrationality: Sentiment and Implied Volatility Surface. (2024). Xie, Yan ; Weng, Jiahao. In: Papers. RePEc:arx:papers:2405.11730.

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2024Method of Moments Estimation for Affine Stochastic Volatility Models. (2024). Wu, Yan-Feng ; Yang, Xiangyu ; Hu, Jian-Qiang. In: Papers. RePEc:arx:papers:2408.09185.

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2024Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets. (2024). Jha, Ayush ; Shirvani, Abootaleb ; Fabozzi, Frank J ; Rachev, Svetlozar T. In: Papers. RePEc:arx:papers:2411.02804.

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2026Probabilistic Predictions of Option Prices Using Multiple Sources of Data. (2024). Martin, Gael M ; Frazier, David T ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2412.00658.

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2024Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures. (2024). Zhang, Rouyi ; Xu, Wei ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2412.16436.

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2025Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data. (2025). Bormetti, Giacomo ; Serafini, Simone. In: Papers. RePEc:arx:papers:2501.17490.

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2026Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims. (2025). Jang, Jiwook ; Laub, Patrick J ; Zhao, Hongbiao ; Siu, Tak Kuen. In: Papers. RePEc:arx:papers:2502.13325.

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2025Long-range dependent mortality modeling with cointegration. (2025). Wong, Hoi Ying ; Wang, Ling ; Chiu, Mei Choi. In: Papers. RePEc:arx:papers:2503.09377.

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2025Density Approximation of Affine Jump Diffusions via Closed-Form Moment Matching. (2025). Hu, Jian-Qiang ; Wu, Yan-Feng. In: Papers. RePEc:arx:papers:2504.06942.

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2025Neural Jumps for Option Pricing. (2025). Liu, Yanchu ; Guo, Hanzhong ; Zheng, Duosi ; Huang, Wei. In: Papers. RePEc:arx:papers:2506.05137.

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2025Joint calibration of the volatility surface and variance term structure. (2025). Yoo, Jiwook. In: Papers. RePEc:arx:papers:2509.08096.

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2025Tail-Safe Stochastic-Control SPX-VIX Hedging: A White-Box Bridge Between AI Sensitivities and Arbitrage-Free Market Dynamics. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2510.15937.

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2025Beta-Dependent Gamma Feedback and Endogenous Volatility Amplification in Option Markets. (2025). Dai, Haoying. In: Papers. RePEc:arx:papers:2511.22766.

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2025Integrating LSTM Networks with Neural Levy Processes for Financial Forecasting. (2025). Alruqimi, Mohammed ; di Persio, Luca. In: Papers. RePEc:arx:papers:2512.07860.

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2026Realised quantile-based estimation of the integrated variance. (2026). Oomen, Roel ; Podolskij, Mark ; Christensen, Kim. In: Papers. RePEc:arx:papers:2601.13006.

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2026VIX and European options with jumps in the short-maturity regime. (2026). Zhu, Lingjiong ; Wang, Xiaoyu ; Pirjol, Dan ; Guo, Desen. In: Papers. RePEc:arx:papers:2601.17248.

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2026Pricing Catastrophe: How Extreme Political Shocks Reprice Sovereign Risk, Beliefs, and Growth Expectations. (2026). Spruk, Rok ; Ichev, Riste. In: Papers. RePEc:arx:papers:2601.20724.

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2026Fact or friction: Jumps at ultra high frequency. (2026). Podolskij, Mark ; Christensen, Kim. In: Papers. RePEc:arx:papers:2602.10925.

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2026An Infinite-Dimensional Insider Trading Game. (2026). Tseng, Michael C ; Keller, Christian. In: Papers. RePEc:arx:papers:2602.21125.

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2026Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data. (2026). Johannes, Bo Pieter. In: Papers. RePEc:arx:papers:2603.02898.

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2026Asymptotic Separability of Diffusion and Jump Components in High-Frequency CIR and CKLS Models. (2026). Barick, Sourojyoti. In: Papers. RePEc:arx:papers:2603.05119.

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2026Differential Machine Learning for 0DTE Options with Stochastic Volatility and Jumps. (2026). Sakuma, Takayuki. In: Papers. RePEc:arx:papers:2603.07600.

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2026Ultra-short-term volatility surfaces. (2026). Reno, Roberto ; Gazzani, Guido ; Fusari, Nicola ; Bandi, Federico M. In: Papers. RePEc:arx:papers:2603.29430.

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2026On options-driven realized volatility forecasting: Information gains via rough volatility model. (2026). Ye, Yifan ; Wang, Meng Melody ; Fan, Zheqi. In: Papers. RePEc:arx:papers:2604.02743.

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2026Priced risk in corporate bonds. (2026). Mueller, Philippe ; Robotti, Cesare ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.05699.

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2026The Corporate Bond Factor Replication Crisis. (2026). Rossetti, Giulio ; Robotti, Cesare ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.07880.

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2026Optimal Annuitization Time under a Mortality Shock. (2026). Buttarazzi, Matteo. In: Papers. RePEc:arx:papers:2604.09342.

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2026Extrema, Barrier Options, and Semi-Analytic Leverage Corrections in Stochastic-Clock Volatility Models. (2026). Guillaume, Tristan. In: Papers. RePEc:arx:papers:2605.06677.

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2026Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels. (2026). Kay, Chen ; Chen, Zhang. In: Papers. RePEc:arx:papers:2605.27658.

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2026Stochastic Volatility, Jumps, and Rates: A Unified Framework for Option Pricing and Term-Structure Simulation. (2026). Lesupi, Neo Paul ; Verma, Ajay Kumar ; Putri, Nunik Srikandi. In: Papers. RePEc:arx:papers:2605.27945.

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2026Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence. (2026). Fabozzi, Frank J ; Rachev, Svetlozar T ; Wang, Rui ; Mei, Hongwei ; Jha, Ayush ; Mensah, Abigail Anokyewaa. In: Papers. RePEc:arx:papers:2605.30562.

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2026Sovereign Stress Avalanches and Network Amplification in Latin America. (2026). Vallarino, Diego. In: Papers. RePEc:arx:papers:2606.12460.

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2026Valuing American options and Flexible Forwards contracts in time-dependent models. (2026). Kazbek, Rakhymzhan ; Itkin, Andrey ; Andersen, Leif. In: Papers. RePEc:arx:papers:2606.27335.

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2026Liquidity Premium and Investment Horizons. (2026). Aldridge, Irene. In: Papers. RePEc:arx:papers:2607.01377.

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2024Who should buy structured investment products and why?. (2024). Guidolin, Massimo ; Pedio, Manuela ; Leonetti, Giacomo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24222.

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2026Global | Geopolítica, geoeconomía y riesgo soberano: diferentes shocks, diferentes canales. (2026). Research, Bbva. In: Working Papers. RePEc:bbv:wpaper:2604.

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2025Global risk aversion and the term premium gap in emerging market economies. (2025). Villa, Stefania ; Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1493_25.

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2025Pricing of Green Bonds: Greenium Dynamics and the Role of Retail Investors. (2025). Pietsch, Allegra ; Salakhova, Dilyara. In: Working papers. RePEc:bfr:banfra:1010.

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2025German Inflation-Linked Bonds: Overpriced, yet Undervalued. (2025). Mouabbi, Sarah ; Paulson, Caroline ; Christensen, Jens. In: Working papers. RePEc:bfr:banfra:1012.

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2026Inflation and Growth Risk: Balancing the Scales with Surveys. (2026). Tschopp, Adrien ; Mouabbi, Sarah ; Renne, Jean-Paul. In: Working papers. RePEc:bfr:banfra:1036.

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2024Literature review on financial technology and competition for banking services. (2024). Bank for International Settlements, . In: BCBS Working Papers. RePEc:bis:bisbcw:43.

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2025The rise of non-bank financial institutions: implications for monetary policy. (2025). Pinter, Gabor ; Hofmann, Boris ; Banerjee, Ryan Niladri ; Ng, Ding Xuan. In: BIS Bulletins. RePEc:bis:bisblt:116.

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2024Fire sales of safe assets. (2024). Pinter, Gabor ; Siriwardane, Emil ; Walker, Danny. In: BIS Working Papers. RePEc:bis:biswps:1233.

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2024The impact of air pollution on cost of debt: Evidence from corporate bond markets. (2024). Cao, Youdan ; Hu, Xiaolu ; Zhong, Angel ; Wang, Wenlan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3495-3533.

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2025An Instrumented Principal Component Analysis Factor Model for Chinese Equity Options Returns. (2025). Liu, Yanchu ; Liang, Jianfeng ; Zhou, Heyang ; Yang, Haisheng. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:5:p:4370-4390.

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2025Political Risk, Sustainability and Sovereign Credit: Pricing High‐Frequency Political, Environmental, Social and Governance News. (2025). Henisz, Witold ; Jamison, Anne Spencer ; Ferry, Lauren L. In: Economics and Politics. RePEc:bla:ecopol:v:37:y:2025:i:3:p:1111-1122.

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2024Unraveling the impact of female CEOs on corporate bond markets. (2024). Zhao, Ran ; Zhu, LU ; Yuraustin, Jasmine. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:2:p:391-423.

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2026Sovereign Credit Default Swaps and Corporate Investment. (2026). Chen, Hsienyi ; Tsai, Fengtse. In: Financial Management. RePEc:bla:finmgt:v:55:y:2026:i:2:p:251-274.

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2025Mandatory audit partner rotation and earnings informativeness in the bond market. (2025). Xiao, HE ; Qin, Yaohua. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:2:p:363-392.

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2025ETFs and the price volatility of underlying bonds. (2025). Agapova, Anna ; Volkov, Nikanor ; Kaprielyan, Margarita. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:3:p:667-700.

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2026Skew Premiums Around Earnings Announcements. (2026). Neururer, Thaddeus ; Papadakis, George. In: The Financial Review. RePEc:bla:finrev:v:61:y:2026:i:2:p:533-554.

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2024Determinants of market‐assessed sovereign default risk: Macroeconomic fundamentals or global shocks?. (2024). Cho, Dooyeon ; Rhee, Dongeun. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:35-60.

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2025A Composite Indicator of Sovereign Bond Market Liquidity in the Euro Area. (2025). Poli, Riccardo ; Taboga, Marco. In: International Finance. RePEc:bla:intfin:v:28:y:2025:i:1:p:23-36.

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2025Corporate culture and debt maturity. (2025). Qiu, Buhui ; Asad, Suzona ; Hasan, Mostafa Monzur. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e12481.

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2024Options trading and firm investment efficiency. (2024). Ma, Zhiming ; Ruan, Lufei ; Ke, Junqiang ; Hsu, Charles. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:9-10:p:2410-2451.

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2025Does options trading affect audit pricing?. (2025). Balachandran, Balasingham ; Puwanenthiren, Premkanth ; Ali, Muhammad Jahangir ; Theobald, Michael ; Duong, Huu Nhan. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:1:p:609-651.

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2025Cartelization and Expected Crash Risk: Evidence From Global Leniency Laws. (2025). Yu, Yangxin ; Yi, Louise ; Kim, Jeongbon ; Wang, Dongyue. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:3:p:1463-1482.

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2024The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085.

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2024How Integrated are Credit and Equity Markets? Evidence from Index Options. (2024). Trolle, Anders B ; Junge, Benjamin ; Collindufresne, Pierre. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:949-992.

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2024Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844.

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2024Excess cash and equity option liquidity. (2024). Deng, Min ; Nguyen, Minh. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:401-433.

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2024Algorithmic Trading and Forward‐Looking MD&A Disclosures. (2024). Wang, Yiding ; Thomas, Wayne B ; Zhang, Ling. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:4:p:1533-1569.

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2024Asymptotic Normality of Bias Reduction Estimation for Jump Intensity Function in Financial Markets. (2024). Qiu, Jiawei ; Zhu, Min ; Song, Yuping. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:558-583.

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2024Risky business: How standardization as coordination tool in ecosystems impacts firm‐level uncertainty. (2024). Pyun, Eugene ; Toh, Puay Khoon. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:4:p:649-679.

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2024Collateral demand in wholesale funding markets. (2024). Coen, Patrick ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:1082.

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2024THE FACTORS AFFECTING CORPORATE BOND SPREADS. (2024). Michelson, Noam ; Vieder, Haim ; Graham-Rozen, Meital. In: Israel Economic Review. RePEc:boi:isrerv:v:22:y:2024:i:1:p:1-46.

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2024Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713.

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2024A Redistributive GSA Scheme to Cope With Socio-Economic Mortality Differentials. (2024). Aragona, Maria ; Vigna, Elena ; Regis, Luca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:732.

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2024Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2025Sovereign vs. Corporate Debt and Default: More Similar than You Think. (2025). Trebesch, Christoph ; Gopinath, Gita ; Meyer, Josefin ; Reinhart, Carmen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11799.

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2024Persistence-based capital allocation along the FOMC cycle. (2024). Severino, Federico ; Reggiani, Pietro ; Ortu, Fulvio. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-02.

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2024Sovereign vs. Corporate Debt and Default: More Similar than You Think. (2024). Reinhart, Carmen ; Meyer, Josefin ; Gopinath, Gita ; Trebesch, Christoph. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2097.

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2024Physical and transition risk premiums in euro area corporate bond markets. (2024). Bats, Joost Victor ; Bua, Giovanna ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20242899.

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2024Outages in sovereign bond markets. (2024). Kerssenfischer, Mark ; Helmus, Caspar. In: Working Paper Series. RePEc:ecb:ecbwps:20242944.

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2025Firms’ risk and monetary transmission: revisiting the excess bond premium. (2025). Palacios, Mar Domenech. In: Working Paper Series. RePEc:ecb:ecbwps:20253118.

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2026On randomization of affine diffusion processes with application to pricing of options on VIX and S&P 500. (2026). Grzelak, Lech A. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:508:y:2026:i:c:s0096300325003248.

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2025The impact of the COVID-19 pandemic on sovereign debt default risk. (2025). Meng, Hui ; Zhang, Ziyi ; Guo, Yanhong. In: Journal of Asian Economics. RePEc:eee:asieco:v:99:y:2025:i:c:s1049007825000569.

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2024Judging a book by its cover: Fund investors’ physical attractiveness stereotypes and investor behavior. (2024). Yan, Shuo ; Zhuo, Jiayi ; Feng, Guo ; Hou, Fangzhuo. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000236.

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2025Tossed by the tides of emotion: The impact of online media sentiment on stock returns. (2025). Liang, Xiaojun ; Tan, NA ; Chang, Liang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000267.

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2024CEO equity incentive duration and expected crash risk. (2024). Yu, Yangxin ; Yi, Louise ; Gu, Zhenjiang. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838923001221.

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2026On the dynamics of treasury bond yields: From term structure modelling to economic scenario generation. (2026). Hong, YI ; Xu, Maochun ; Wen, Conghua. In: The British Accounting Review. RePEc:eee:bracre:v:58:y:2026:i:2:s089083892400324x.

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2025Did FinTech steal the cheese of banks? Evidence from Chinese firm exports. (2025). Zhou, Yahong ; Li, Zhiyuan ; Feng, Ling ; Liu, Yixuan. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000501.

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More than 100 citations found, this list is not complete...

Works by jun pan:

YearTitleTypeCited
2011How Sovereign Is Sovereign Credit Risk? In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article709
2007How Sovereign is Sovereign Credit Risk?.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 709		paper
2003Dynamic Asset Allocation with Event Risk In: Journal of Finance.
[Full Text][Citation analysis]		article198
2001Dynamic Asset Allocation with Event Risk.(2001) In: University of California at Los Angeles, Anderson Graduate School of Management.
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This paper has nother version. Agregated cites: 198		paper
2002Dynamic Asset Allocation With Event Risk.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 198		paper
2008Volatility Information Trading in the Option Market In: Journal of Finance.
[Full Text][Citation analysis]		article101
2008Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads In: Journal of Finance.
[Full Text][Citation analysis]		article441
2011The Illiquidity of Corporate Bonds In: Journal of Finance.
[Citation analysis]		article396
2013Noise as Information for Illiquidity In: Journal of Finance.
[Full Text][Citation analysis]		article252
2010Noise as Information for Illiquidity.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 252		paper
2021Tri-Party Repo Pricing In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article17
2015Tri-Party Repo Pricing.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 17		paper
2010Excess Volatility of Corporate Bonds In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2000Transform Analysis and Asset Pricing for Affine Jump-Diffusions In: Econometrica.
[Citation analysis]		article1199
1999Transform Analysis and Asset Pricing for Affine Jump-Diffusions.(1999) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1199		paper
2017Early peek advantage? Efficient price discovery with tiered information disclosure In: Journal of Financial Economics.
[Full Text][Citation analysis]		article25
2022Premium for heightened uncertainty: Explaining pre-announcement market returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article22
2019Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2002The jump-risk premia implicit in options: evidence from an integrated time-series study In: Journal of Financial Economics.
[Full Text][Citation analysis]		article667
2003Dynamic derivative strategies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article141
2003Dynamic Derivative Strategies.(2003) In: Working papers.
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This paper has nother version. Agregated cites: 141		paper
2006Interpreting Recent Changes in the Credit Spreads of Japanese Banks In: Monetary and Economic Studies.
[Full Text][Citation analysis]		article6
2002An Equilibrium Model of Rare Event Premia In: Working papers.
[Full Text][Citation analysis]		paper1
2004The Information of Option Volume for Future Stock Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper349
2006The Information in Option Volume for Future Stock Prices.(2006) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 349		article
2018Chinese Capital Market: An Empirical Overview In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2019The SOE Premium and Government Support in Chinas Credit Market In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2019FinTech Platforms and Mutual Fund Distribution In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2020FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
2013Bond Illiquidity and Excess Volatility In: The Review of Financial Studies.
[Full Text][Citation analysis]		article42
2001Analytical value-at-risk with jumps and credit risk In: Finance and Stochastics.
[Full Text][Citation analysis]		article57
1996STRUCTURES OF SILICON CLUSTERS In: Surface Review and Letters (SRL).
[Full Text][Citation analysis]		article0
2021FinTech adoption and household risk-taking In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper7

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