Jun Pan

Jun Pan

Shanghai Jiao Tong University - Shanghai / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 731021
上海交通大学 SJTU
person_outline Jun Pan's MOST POPULAR ARTICLES
1-) The jump-risk premia implicit in options: Evidence from an integrated time-series study Journal of financial economics 63 (1), 3-50, 2002
2-) An overview of value at risk Journal of derivatives 4 (3), 7-49, 1997
3-) How sovereign is sovereign credit risk? American Economic Journal: Macroeconomics 3 (2), 75-103, 2011
4-) The illiquidity of corporate bonds The Journal of Finance 66 (3), 911-946, 2011
5-) The illiquidity of corporate bondsJ Bao, J Pan, J WangThe Journal of Finance 66 (3), 911-946, 201114162011