NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Jun Pan

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

October 2010Noise as Information for Illiquidity
with Xing Hu, Jiang Wang: w16468
December 2007How Sovereign is Sovereign Credit Risk?
with Francis A. Longstaff, Lasse H. Pedersen, Kenneth J. Singleton: w13658
November 2004The Information of Option Volume for Future Stock Prices
with Allen Poteshman: w10925
August 2002Dynamic Asset Allocation With Event Risk
with Jun Liu, Francis A. Longstaff: w9103
April 1999Transform Analysis and Asset Pricing for Affine Jump-Diffusions
with Darrell Duffie, Kenneth Singleton: w7105

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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