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Pan, Jun


 SSRN Author Rank: 2,519 by Downloads
 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
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States
 

China Academy of Financial Research (CAFR)


 1954 Huashan Road
 Shanghai P.R.China, 200030
 China


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. Pan, Jun's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
8,630
Total
Citations
1,091
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
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
Posted:
03 Apr 99
Last Revised:
11 Sep 09
1,891
(3,942)
427

2.  
Bao, Jack
Board of Governors of the Federal Reserve System (FRB)
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Wang, Jiang
MIT
Posted:
25 Mar 08
Last Revised:
11 Sep 09
1,275
(7,802)
57

3.  
The Information in Option Volume for Stock Prices | Show Abstract | Download |
MIT Sloan Working Paper No. 4275-03
Working Paper Series
Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Posted:
14 Jan 03
1,220
(8,385)
116

4.  
Dynamic Derivative Strategies | Show Abstract | Download |
MIT Sloan Working Paper No. 4334-02
Working Paper Series
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Posted:
05 Feb 02
929
(12,958)
58

5.  
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Posted:
30 Nov 99
841
(15,102)
17

6.   Incl. Electronic Paper
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
Posted:
06 Oct 05
Last Revised:
09 May 14
585
(25,363)
25

7.  
Bond Illiquidity and Excess Volatility | Show Abstract | Download |
AFA 2009 San Francisco Meetings Paper, Charles A. Dice Center Working Paper No. 2010-20; Fisher College of Business Working Paper No. 2010-03-020
Working Paper Series
Bao, Jack
Board of Governors of the Federal Reserve System (FRB)
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Posted:
13 Mar 08
Last Revised:
19 May 13
403
(41,358)
9

8.  
An Equilibrium Model of Rare Event Premia | Show Abstract | Download |
MIT Sloan Working Paper No. 4370-02; AFA 2003 Washington, DC Meetings, Sauder School of Business Working Paper
Working Paper Series
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)
Posted:
31 May 02
323
(53,907)
81

9.  
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Posted:
27 Oct 98
304
(57,893)
3

10.   Incl. Electronic Paper
Hu, Grace Xing
School of Economics and Finance; University of Hong Kong
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Wang, Jiang
MIT
Posted:
09 Oct 10
Last Revised:
25 Sep 12
248
(72,405)
25

11.  
How Sovereign is Sovereign Credit Risk? | Show Abstract | Download |
NBER Working Paper No. W13658
Working Paper Series
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)
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
19 Dec 07
161
(110,729)
76

12.  
Hu, Grace Xing
School of Economics and Finance; University of Hong Kong
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Wang, Jiang
MIT
Posted:
30 Nov 13
159
(111,953)
 

13.  
Ni, Sophie X.
Hong Kong University of Science and Technology
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Posted:
04 Aug 10
Last Revised:
08 May 14
119
(142,293)
8

14.  
The Information of Option Volume for Future Stock Prices | Show Abstract | Download |
NBER Working Paper No. w10925
Working Paper Series
Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Posted:
13 Dec 04
105
(156,078)
108

15.   Incl. Electronic Paper
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
Posted:
16 Aug 02
Last Revised:
11 Sep 09
67
(206,619)
81


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