Jun Min Pan
Impact in
- Finance top 0.05%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
- Financial Risk and Volatility Modeling
- Global Financial Crisis and Policies
- Banking stability, regulation, efficiency
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- Risk and Portfolio Optimization
Papers in
- Finance 23
- Financial Markets and Investment Strategies 9
- Credit Risk and Financial Regulations 8
- Stochastic processes and financial applications 7
- Financial Risk and Volatility Modeling 3
- Finance, Markets, and Regulation 1
- Banking stability, regulation, efficiency 1
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- FinTech, Crowdfunding, Digital Finance 2
- Co-authors
- Darrell Duffie (3 shared papers)Kenneth J. Singleton (4 shared papers)Allen M. Poteshman (2 shared papers)Jiang Wang (6 shared papers)Francis A. Longstaff (2 shared papers)Jack Bao (3 shared papers)Lasse Heje Pedersen (1 shared paper)Grace Xing Hu (5 shared papers)
- Journals
- The Journal of Finance (6 papers)Journal of Financial Economics (4 papers)Review of Financial Studies (3 papers)Management Science (2 papers)American Economic Journal Macroeconomics (1 paper)
- Partner nations
- United StatesHong KongChina
In The Last Decade
Jun Min Pan
23 papers receiving 6.3k citations
Jun Min Pan's Hit Papers
Peers
Comparison fields: 5 of 62
- Finance 5.9k
- Management Science and Operations Research 567
- Accounting 272
- Economics and Econometrics 506
- General Economics, Econometrics and Finance 133
Countries citing papers authored by Jun Min Pan
This map shows the geographic impact of Jun Min Pan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jun Min Pan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jun Min Pan more than expected).
Fields of papers citing papers by Jun Min Pan
This network shows the impact of papers produced by Jun Min Pan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jun Min Pan. The network helps show where Jun Min Pan may publish in the future.
Co-authors
The 14 scholars most cited alongside Jun Min Pan, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 25 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Transform Analysis and Asset Pricing for Affine Jump-diffusions Hit paper breakdown → | 2000 | 1636 |
| 2 | The jump-risk premia implicit in options: evidence from an integrated time-series study Hit paper breakdown → | 2002 | 893 |
| 3 | An Overview of Value at Risk Hit paper breakdown → | 1997 | 811 |
| 4 | How Sovereign Is Sovereign Credit Risk? Hit paper breakdown → | 2011 | 635 |
| 5 | The Illiquidity of Corporate Bonds Hit paper breakdown → | 2011 | 484 |
| 6 | Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads Hit paper breakdown → | 2008 | 466 |
| 7 | The Information in Option Volume for Future Stock Prices Hit paper breakdown → | 2006 | 458 |
| 8 | 2003 | 245 | |
| 9 | 2013 | 229 | |
| 10 | 2004 | 204 | |
| 11 | 2003 | 171 | |
| 12 | 2008 | 142 | |
| 13 | 2001 | 93 | |
| 14 | 2013 | 55 | |
| 15 | 2024 | 40 | |
| 16 | 2021 | 33 | |
| 17 | 2017 | 29 | |
| 18 | 2021 | 23 | |
| 19 | 2019 | 12 | |
| 20 | Trading Puts and CDS on Stocks with Short Sale Ban | 2010 | 11 |
About Jun Min Pan
Jun Min Pan is a scholar working on Finance, Management Information Systems, Accounting, Nuclear Energy and Engineering and Waste Management and Disposal, having authored 25 papers that have together received 6.7k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (9 papers), Credit Risk and Financial Regulations (8 papers), Stochastic processes and financial applications (7 papers), Financial Risk and Volatility Modeling (3 papers), FinTech, Crowdfunding, Digital Finance (2 papers), Finance, Markets, and Regulation (1 paper), Risk Management in Financial Firms (1 paper) and Banking stability, regulation, efficiency (1 paper). The work is most often cited by research in Finance (5.9k citations), Management Science and Operations Research (567 citations), Accounting (272 citations), Economics and Econometrics (506 citations) and General Economics, Econometrics and Finance (133 citations). Jun Min Pan has collaborated with scholars based in United States, Hong Kong and China. Frequent co-authors include Darrell Duffie, Kenneth J. Singleton, Allen M. Poteshman, Jiang Wang, Francis A. Longstaff, Jack Bao, Lasse Heje Pedersen, Grace Xing Hu, Jun Liu and Jun Liu. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Management Science and American Economic Journal Macroeconomics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.