Jun Pan
SAIF Chair Professor, Professor of Finance
Shanghai Advanced Institute of Finance
Shanghai Jiao Tong University

  211 West Huaihai Road
Room 804
Shanghai, China

junpan@saif.sjtu.edu.cn

CV   Google Scholar

Working Papers

  • "Model-Based Cross-Section Factors in Corporate Bonds" (with Zhe Geng), 2026.

  • "Pricing the Global Trade Vulnerability" (with Jiatao Liu), 2025. Presentation Slides.

  • "The Pre-FOMC Drift and the Secular Decline in Long-Term Interest Rates" (with Qing Peng), 2025. Presentation Slides.

  • "Top Government Meetings in China" (with Qing Peng), Management Science, R&R. Presentation Slides.

  • "The Stock-Bond Correlation: A Tale of Two Days in the U.S. Treasury Market" (with Grace Xing Hu and Zhao Jin), 2025. Presentation Slides.
  • "What Can Cross-Sectional Stocks Tell Us About Core Inflation Shocks?" (with Claire Yurong Hong, Jun Liu, and Shiwen Tian), 2025. Presentation Slides.

  • "What Can Macro-Active Bond Funds Tell Us About Monetary Policy Changes?" (with Claire Yurong Hong and Shiwen Tian), Journal of Financial Economics, R&R .

    • Publications