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Jun Pan

Global rank #4766 94%

Institution: Shanghai Jiao Tong University

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2002

Most Recent: 2022

RePEc ID: ppa1004 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.50 0.67 0.00 1.68
Last 10 Years 0.00 1.17 0.67 0.00 3.02
All Time 0.00 10.39 0.67 0.00 21.45

Publication Statistics

Raw Publications 13
Coauthorship-Adjusted Count 11.11

Publications (13)

Year Article Journal Tier Authors
2022 Premium for heightened uncertainty: Explaining pre-announcement market returns Journal of Financial Economics A 4
2021 Tri-Party Repo Pricing Journal of Financial and Quantitative Analysis B 3
2017 Early peek advantage? Efficient price discovery with tiered information disclosure Journal of Financial Economics A 3
2013 Noise as Information for Illiquidity Journal of Finance A 3
2013 Bond Illiquidity and Excess Volatility The Review of Financial Studies A 2
2011 How Sovereign Is Sovereign Credit Risk? American Economic Journal: Macroeconomics A 4
2011 The Illiquidity of Corporate Bonds Journal of Finance A 3
2008 Volatility Information Trading in the Option Market Journal of Finance A 3
2008 Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads Journal of Finance A 2
2006 The Information in Option Volume for Future Stock Prices The Review of Financial Studies A 2
2003 Dynamic derivative strategies Journal of Financial Economics A 2
2003 Dynamic Asset Allocation with Event Risk Journal of Finance A 3
2002 The jump-risk premia implicit in options: evidence from an integrated time-series study Journal of Financial Economics A 1