Kevin Pan

Harvard University, Department of Economics, Students

PhD Candidate

Cambridge, MA

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 32,568

SSRN RANKINGS

Top 32,568

in Total Papers Downloads

2,620

SSRN CITATIONS
Rank 22,630

SSRN RANKINGS

Top 22,630

in Total Papers Citations

26

CROSSREF CITATIONS

23

Scholarly Papers (2)

1.
Downloads 2,462 ( 9,717)
Citation 22

ETF Arbitrage Under Liquidity Mismatch

Fourth Annual Conference on Financial Market Regulation, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 57 Posted: 08 Jan 2017 Last Revised: 19 Feb 2021
Kevin Pan and Yao Zeng
Harvard University, Department of Economics, Students and University of Pennsylvania - The Wharton School
Downloads 1,984 (13,491)
Citation 20

Abstract:

Loading...

ETF, authorized participant, arbitrage, corporate bond, liquidity, balance sheet space constraints

ETF Arbitrage Under Liquidity Mismatch

ESRB: Working Paper Series No. 2017/59
Number of pages: 74 Posted: 05 Nov 2020
Kevin Pan and Yao Zeng
Harvard University, Department of Economics, Students and University of Pennsylvania - The Wharton School
Downloads 478 (99,398)
Citation 10

Abstract:

Loading...

arbitrage, authorized participants, corporate bond, exchange-traded funds, liquidity mismatch

2.

CDS and Equity Market Reactions to Stock Issuances in the U.S. Financial Industry: Evidence from the 2002-13 Period

FRB of New York Staff Report No. 697
Number of pages: 39 Posted: 11 Nov 2014 Last Revised: 26 Nov 2014
Bentley University - Department of Finance, Independent, Harvard University, Department of Economics, Students, Columbia UniversityColumbia University - Columbia Business School and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 158 (308,528)
Citation 6

Abstract:

Loading...

financial institutions, stock issuance, credit default swaps, financial crisis