• PAN, Jun

    Professor of Finance, SAIF Chair Professor

  • Email:

    junpan@saif.sjtu.edu.cn
  •   

      

  • Support Staff:

    Lillian Jin

  • Support Staff Email:

    cyjin@saif.sjtu.edu.cn
  • Research Interests

    Empirical Asset Pricing, Financial Derivatives Market, Credit Risk Model, Financial Crises, Market Liquidity, Market Microstructure, Risk Management, Fixed-Income Markets and Chinese Financial Markets.

Jun Pan is currently a Professor of Finance and SAIF Chair Professor at Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University. She is an editor at the Review of Finance and an associate editor at the Journal of Finance. Prior to joining SAIF in 2019, Jun was the School of Management Distinguished Professor of Finance and Professor of Finance at MIT Sloan School of Management. Jun has a B.S. degree in Physics from Shanghai Jiao Tong University, a Ph.D. in Physics from New York University, and a Ph.D. in Finance from Stanford University.


Journal Publications

1. Hu, Grace Xing, Jun Pan, Jiang Wang, Haoxiang Zhu, 2022, Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns, Journal of Financial Economics

2. Grace Xing Hu, Jun Pan, Jiang Wang, 2021, Chinese Capital Market: An Empirical Overview, Critical Finance Review

3. Hu, Grace Xing, Jun Pan, and Jiang Wang, 2021, Tri-Party Repo Pricing, Journal of Financial and Quantitative Analysis

4. Hu, Grace Xing, Jun Pan, and Jiang Wang, 2017, Early peek advantage? Efficient price discovery with tiered information disclosure, Journal of Financial Economics

5. Hu, Grace Xing, Jun Pan, and Jiang Wang, 2013, Noise as Information for Illiquidity, The Journal of Finance

Working Papers

1. Claire Yurong Hong, Jun Pan, and Shiwen Tian, 2021, Macro-Active Bond Mutual Funds.

2. Zhe Geng, Jun Pan, 2021, The SOE Premium and Government Support in China's Credit Market.

3. Claire Yurong Hong, Xiaomeng Lu, and Jun Pan, 2021, FinTech Adoption and Household Risk-Taking.

4. Xing Hu, Jun Pan, Jiang Wang, and Haoxiang Zhu, 2021, Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns.

5. Hong, Claire Yurong, Xiaomeng Lu, and Jun Pan, 2020, FinTech Platforms and Mutual Fund Distribution.

6. Geng, Zhe and Jun Pan, 2019, Price Discovery and Market Segmentation in China's Credit Market.

7. Ni, Sophie Xiaoyan and Jun Pan, 2011, Trading Puts and CDS on Stocks with Short Sale Ban.

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