Statistics
Publications
38
Citations
12.9K
H-Index
30
Active since
1997
Jun Pan is an author at National Bureau of Economic Research specializing in financial economics, finance, and business.
Publications per year
1997–2024
38
38
Transform Analysis and Asset Pricing for Affine Jump-diffusions
Darrell Duffie, Jun Pan, Kenneth J. Singleton · Econometrica · 2000 · 3K citations
Darrell Duffie, Jun Pan · The Journal of Derivatives · 1997 · 1.3K citations
Management, Economics, Finance +10
The Illiquidity of Corporate Bonds
Jack Bao, Jun Pan, Jiang Wang · The Journal of Finance · 2011 · 1.1K citations · Full text
The Information in Option Volume for Future Stock Prices
Jun Pan, Allen M. Poteshman · Review of Financial Studies · 2006 · 896 citations
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