Jun Pan
Impact in
- Finance top 0.05%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
- Banking stability, regulation, efficiency
- Economics and Econometrics top 0.1%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
Papers in
- Finance 40
- Financial Markets and Investment Strategies 29
- Credit Risk and Financial Regulations 18
- Stochastic processes and financial applications 16
- Banking stability, regulation, efficiency 12
- Financial Risk and Volatility Modeling 10
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- Market Dynamics and Volatility 6
- Co-authors
- Darrell Duffie (5 shared papers)Kenneth J. Singleton (6 shared papers)Allen M. Poteshman (4 shared papers)Jack Bao (4 shared papers)Jiang Wang (2 shared papers)Grace Xing Hu (10 shared papers)Jiang Wang (4 shared papers)Jun Liu (1 shared paper)
- Journals
- The Journal of Finance (6 papers)Journal of Financial Economics (4 papers)Review of Financial Studies (2 papers)Econometrica (1 paper)Finance and Stochastics (1 paper)
- Partner nations
- United StatesChinaHong Kong
In The Last Decade
Jun Pan
47 papers receiving 8.5k citations
Jun Pan's Hit Papers
Peers
Comparison fields: 5 of 98
- Finance 8.3k
- Economics and Econometrics 3.6k
- General Economics, Econometrics and Finance 1.0k
- Accounting 1.2k
- Management Science and Operations Research 824
Countries citing papers authored by Jun Pan
This map shows the geographic impact of Jun 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 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 Pan more than expected).
Fields of papers citing papers by Jun Pan
This network shows the impact of papers produced by Jun 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 Pan. The network helps show where Jun Pan may publish in the future.
Co-authors
The 25 scholars most cited alongside Jun 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 49 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 | 2177 |
| 2 | The jump-risk premia implicit in options: evidence from an integrated time-series study Hit paper breakdown → | 2002 | 1301 |
| 3 | An Overview of Value at Risk Hit paper breakdown → | 1997 | 930 |
| 4 | The Illiquidity of Corporate Bonds Hit paper breakdown → | 2011 | 737 |
| 5 | The Information in Option Volume for Future Stock Prices Hit paper breakdown → | 2006 | 629 |
| 6 | Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads Hit paper breakdown → | 2008 | 605 |
| 7 | 1999 | 392 | |
| 8 | Noise as Information for Illiquidity Hit paper breakdown → | 2013 | 321 |
| 9 | 2004 | 319 | |
| 10 | 2003 | 309 | |
| 11 | 2003 | 242 | |
| 12 | 2008 | 192 | |
| 13 | 2005 | 186 | |
| 14 | 2001 | 115 | |
| 15 | 2012 | 69 | |
| 16 | 2008 | 46 | |
| 17 | 2021 | 46 | |
| 18 | 2017 | 42 | |
| 19 | 2002 | 41 | |
| 20 | 2024 | 34 |
About Jun Pan
Jun Pan is a scholar working on Finance, Economics and Econometrics, Accounting, Computer Networks and Communications and Strategy and Management, having authored 49 papers that have together received 9.0k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (29 papers), Credit Risk and Financial Regulations (18 papers), Stochastic processes and financial applications (16 papers), Banking stability, regulation, efficiency (12 papers), Financial Risk and Volatility Modeling (10 papers), Market Dynamics and Volatility (6 papers), Financial Distress and Bankruptcy Prediction (4 papers) and Corporate Finance and Governance (4 papers). The work is most often cited by research in Finance (8.3k citations), Economics and Econometrics (3.6k citations), General Economics, Econometrics and Finance (1.0k citations), Accounting (1.2k citations) and Management Science and Operations Research (824 citations). Jun Pan has collaborated with scholars based in United States, China and Hong Kong. Frequent co-authors include Darrell Duffie, Kenneth J. Singleton, Allen M. Poteshman, Jack Bao, Jiang Wang, Grace Xing Hu, Jiang Wang, Jun Liu, Tan Wang and Jun Liu. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Econometrica and Finance and Stochastics.
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.