Assistant Professor of Finance
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
77 Massachusetts Avenue Cambridge, MA 02139-4307 United States 617-253-3083 (Phone) 617-258-6855 (Fax)
email address
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National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue Cambridge, MA 02138 United States
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China Academy of Financial Research (CAFR)
1954 Huashan Road Shanghai P.R.China, 200030 China
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Pan, Jun's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
7,930 |
Total
Citations
1,030 |
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1.
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Transform Analysis and Asset Pricing for Affine Jump-Diffusions
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Duffie, Darrell Stanford University - Graduate School of Business Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Singleton, Kenneth J. Stanford University-Graduate School of Business
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03 Apr 99
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Last Revised:
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11 Sep 09
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1,865
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422
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Duffie, Darrell Stanford University - Graduate School of Business Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Singleton, Kenneth J. Stanford University-Graduate School of Business
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69
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422
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Duffie, Darrell Stanford University - Graduate School of Business Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Singleton, Kenneth J. Stanford University-Graduate School of Business
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1,796
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422
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2.
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Poteshman, Allen M. University of Illinois at Urbana-Champaign - Department of Finance Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
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1,168
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106
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options, information, volume, derivatives
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3.
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Bao, Jack Ohio State University (OSU) - Department of Finance Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
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25 Mar 08
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Last Revised:
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11 Sep 09
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1,130
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46
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4.
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Liu, Jun University of California, San Diego (UCSD) - Rady School of Management Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
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879
(11,311)
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58
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5.
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Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
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820
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17
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6.
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Volatility Information Trading in the Option Market
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Ni, Sophie X. Hong Kong University of Science and Technology Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Poteshman, Allen M. University of Illinois at Urbana-Champaign - Department of Finance
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Posted:
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06 Oct 05
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Last Revised:
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11 Sep 09
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558
(22,019)
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24
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Ni, Sophie X. Hong Kong University of Science and Technology Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Poteshman, Allen M. University of Illinois at Urbana-Champaign - Department of Finance
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0
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Volatility, Stock Options, Deriviatives, Information
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Ni, Sophie X. Hong Kong University of Science and Technology Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Poteshman, Allen M. University of Illinois at Urbana-Champaign - Department of Finance
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558
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24
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options, derivatives, information, volatility
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7.
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Bao, Jack Ohio State University (OSU) - Department of Finance Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
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13 Mar 08
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Last Revised:
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19 May 13
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379
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9
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8.
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Liu, Jun University of California, San Diego (UCSD) - Rady School of Management Wang, Tan University of British Columbia (UBC) - Division of Finance Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
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320
(44,641)
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77
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9.
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Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
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301
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4
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10.
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Noise as Information for Illiquidity
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Hu, Xing School of Economics and Finance; University of Hong Kong Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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09 Oct 10
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Last Revised:
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25 Sep 12
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199
(75,129)
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17
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Hu, Xing School of Economics and Finance; University of Hong Kong Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
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15
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17
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Hu, Xing School of Economics and Finance; University of Hong Kong Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Wang, Jiang Massachusetts Institute of Technology (MIT) - Sloan School of Management
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09 Oct 10
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Last Revised:
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25 Sep 12
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184
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11.
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Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Pedersen, Lasse Heje New York University (NYU) - Department of Finance Singleton, Kenneth J. Stanford University-Graduate School of Business
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148
(99,128)
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69
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12.
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Poteshman, Allen M. University of Illinois at Urbana-Champaign - Department of Finance Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
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98
(137,067)
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99
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13.
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Dynamic Asset Allocation with Event Risk
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Liu, Jun University of California, San Diego (UCSD) - Rady School of Management Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
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Posted:
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16 Aug 02
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Last Revised:
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11 Sep 09
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65
(176,269)
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82
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Liu, Jun University of California, San Diego (UCSD) - Rady School of Management Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
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Liu, Jun University of California, San Diego (UCSD) - Rady School of Management Pan, Jun Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Longstaff, Francis A. University of California, Los Angeles (UCLA) - Finance Area
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65
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82
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Records 1 -
13
of 13 matches
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1
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