Jun Pan

Jun Pan publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Jun Pan sits on this spectrum.

Jun Pan D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Jun Pan sits on this spectrum.

Best Publications

• TRANSFORM ANALYSIS AND ASSET PRICING FOR AFFINE JUMP-DIFFUSIONS

  Darrell Duffie;Jun Pan;Kenneth Singleton

  4152
  Citations

• An Overview of Value at Risk

  Darrell Duffie;Jun Pan

  2054
  Citations

• The jump-risk premia implicit in options: evidence from an integrated time-series study

  Unknown

  1778
  Citations

• The Illiquidity of Corporate Bonds

  Jack Bao;Jun Pan;Jiang Wang

  1384
  Citations

• Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

  Jun Pan;Kenneth J. Singleton

  1150
  Citations

• The Information in Option Volume for Future Stock Prices

  Unknown

  870
  Citations

• Noise as Information for Illiquidity

  Grace Xing Hu;Jun Pan;Jiang Wang

  624
  Citations

• DYNAMIC ASSET ALLOCATION WITH EVENT RISK

  Jun Liu;Francis A. Longstaff;Jun Pan

  582
  Citations

• An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks

  Unknown

  417
  Citations

• Transform Analysis and Asset Pricing for Affine Jump-Diffusions

  Darrell Duffie;Darrell Duffie;Jun Pan;Jun Pan;Kenneth J. Singleton

  406
  Citations

• Dynamic derivative strategies

  Unknown

  325
  Citations

• Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

  Kenneth J. Singleton;Jun Pan;Jun Pan

  293
  Citations

• Volatility Information Trading in the Option Market

  Unknown

  274
  Citations

• How Sovereign is Sovereign Credit Risk

  Francis A. Longstaff;Francis A. Longstaff;Jun Pan;Jun Pan;Lasse Heje Pedersen;Kenneth J. Singleton

  229
  Citations

• Analytical value-at-risk with jumps and credit risk

  Darrell Duffie;Jun Pan

  229
  Citations

• Dynamic Asset Allocation with Event Risk

  Jun Liu;Jun Pan;Francis A. Longstaff

  145
  Citations

• Noise as Information for Illiquidity

  Grace Xing Hu;Jun Pan;Jun Pan;Jiang Wang;Jiang Wang

  111
  Citations

• Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns

  Grace Xing Hu;Jun Pan;Jiang Wang;Haoxiang Zhu

  86
  Citations

• The SOE Premium and Government Support in China's Credit Market

  Unknown

  81
  Citations

• Liquidity of Corporate Bonds

  Jack Bao;Jun Pan;Jiang Wang

  70
  Citations