NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Jun Pan

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

October 2010Noise as Information for Illiquidity
with Xing Hu, Jiang Wang: w16468

Published: “Noise as Information for Illiquidi ty,” (with Xing Hu and Jiang Wang), Journal of Finance , volume 68, pages 2223-2772, 2013. citation courtesy of

December 2007How Sovereign is Sovereign Credit Risk?
with Francis A. Longstaff, Lasse H. Pedersen, Kenneth J. Singleton: w13658

Published: Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2011. "How Sovereign Is Sovereign Credit Risk?," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 75-103, April. citation courtesy of

November 2004The Information of Option Volume for Future Stock Prices
with Allen Poteshman: w10925

Published: Pan, Jun and Allen M. Poteshman. "The Information In Option Volume For Future Stock Prices," Review of Financial Studies, 2006, v19(3,Fall), 871-908. citation courtesy of

August 2002Dynamic Asset Allocation With Event Risk
with Jun Liu, Francis A. Longstaff: w9103

Published: Liu, Jun, Francis A. Longstaff and Jun Pan. "Dynamic Asset Allocations with Event Risk." The Journal of Finance 58, 1 (February 2003): 231-259. citation courtesy of

April 1999Transform Analysis and Asset Pricing for Affine Jump-Diffusions
with Darrell Duffie, Kenneth Singleton: w7105

Published: Duffie, Darrell, Jun Pan and Kenneth Singleton. "Transform Analysis And Asset Pricing For Affine Jump-Diffusions," Econometrica, 2000, v68(6,Nov), 1343-1376. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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