Kevin Pan

Harvard University, Department of Economics, Students

PhD Candidate

Cambridge, MA

United States

  • Harvard University, Department of Economics, Students

SCHOLARLY PAPERS

2

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44

Scholarly Papers (2)

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1.

ETF Arbitrage Under Liquidity Mismatch

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Citation 38

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 2,324 (13,491)
Citation 20

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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 862 (59,438)
Citation 18

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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
Marcia Millon Cornett, Hamid Mehran, Kevin Pan, Minh Phan, Minh Phan and Chenyang (Jason) Wei
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
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Citation 6

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