Jun Pan

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Juan Pan is the SAIF Chair Professor of Finance at the Shanghai Advanced Institute of Finance (SAIF) at Shanghai Jiao Tong University. [1] She is an editor at the Review of Finance [2] and an associate editor at the Journal of Finance. [3]

Contents

Career

She obtained her BSc in physics at Shanghai Jiao Tong University followed by a MSc in Physics at Western Illinois University. [4] After that, she went on to obtain two PhDs: on in Physics at New York University and another in Finance at the Graduate School of Business at Stanford University. [5]

After her graduate studies she went to MIT Sloan being promoted from Assistant professor in 2000 to full professor 2010. She was then awarded a distinguished professor. She moved to Shanghai Jiao Tong University in 2020. [6] [7]

Research

Her research is on finance and asset pricing. Her most cited paper has been published in Econometrica and is titled "Transform Analysis and Asset Pricing for Affine Jump-Diffusions". [8] The paper is econometric in nature and offers practical applications fixed-income pricing models. She also has published papers in the Journal of Financial Economics , [9] the Journal of Finance [10] and the Review of Financial Studies . [11]

Her research has been cited 15187 times and she is the 140th most cited female economist according to RePEC. [12] She won the Stephen A. Ross Prize in Financial Economics. [13]

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References

  1. "Jun Pan's Homepage". en.saif.sjtu.edu.cn. Retrieved 2022-08-14.
  2. "Editorial Board". Review of Finance. Retrieved 2022-08-14.
  3. "Editorial Board". The American Finance Association. Retrieved 2022-08-14.
  4. "Physics - Western Illinois University". www.wiu.edu. Retrieved 2022-08-15.
  5. "Jun Pan's Homepage". en.saif.sjtu.edu.cn. Retrieved 2022-08-15.
  6. "PAN, Jun | SAIF". en.saif.sjtu.edu.cn. Retrieved 2022-08-15.
  7. "Jun Pan Webpage redirect". www.mit.edu. Retrieved 2022-08-15.
  8. Duffie, Darrell; Pan, Jun; Singleton, Kenneth (November 2000). "Transform Analysis and Asset Pricing for Affine Jump-diffusions". Econometrica. 68 (6): 1343–1376. doi:10.1111/1468-0262.00164. ISSN   0012-9682.
  9. Pan, Jun (2002-01-01). "The jump-risk premia implicit in options: evidence from an integrated time-series study". Journal of Financial Economics. 63 (1): 3–50. doi:10.1016/S0304-405X(01)00088-5. ISSN   0304-405X.
  10. Bao, Jack; Pan, Jun; Wang, Jiang (June 2011). "The Illiquidity of Corporate Bonds". The Journal of Finance. 66 (3): 911–946. doi:10.1111/j.1540-6261.2011.01655.x. S2CID   14634713.
  11. "The Information in Option Volume for Future Stock Prices". academic.oup.com. Retrieved 2022-08-14.
  12. "Top Female Economists Rankings | IDEAS/RePEc". ideas.repec.org. Retrieved 2022-08-14.
  13. "Stephen A. Ross Prize in Financial Economics | The Econometric Society". www.econometricsociety.org. Retrieved 2022-08-14.