Jiening Pan

Jiening Pan

Nankai University - Tianjin / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5226909
南开大学
person_outline Jiening Pan's MOST POPULAR ARTICLES
1-) A test of general asymmetric dependenceL Jiang, E Maasoumi, J Pan, K WuJournal of Applied Econometrics 33 (7), 1026-1043, 201862018
2-) The effect of social cues on marketing decisionsHGE Hentschel, J Pan, F Family, Z Zhang, Y SongPhysica A: Statistical Mechanics and its Applications 391 (4), 1395-1399, 201262012
3-) Disagreement, speculation, and the idiosyncratic volatilityJ Wang, K Wu, J Pan, Y JiangJournal of Empirical Finance 72, 232-250, 202322023
4-) Finite Sample Analysis of Predictive Regressions with Long-Horizon ReturnsR Kan, J PanRotman School of Management Working Paper, 202222022
5-) On the conditional performance of the IVOL anomalyJ Wang, K Wu, J PanInternational Review of Economics & Finance 89, 337-350, 202412024