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Dynamic derivative strategies
Liu, Jun; Pan, Jun - In: Journal of financial economics 69 (2003) 3, pp. 401-430
Persistent link: https://www.econbiz.de/10001787696
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The jump-risk premia implicit in options : evidence from an integrated time-series study
Pan, Jun - In: Journal of financial economics 63 (2002) 1, pp. 3-50
Persistent link: https://www.econbiz.de/10001634368
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Early peek advantage? : efficient price discovery with tiered information disclosure
Hu, Xing; Pan, Jun; Wang, Jiang - In: Journal of financial economics 126 (2017) 2, pp. 399-421
Persistent link: https://www.econbiz.de/10011818175
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The jump-risk premia implicit in options: evidence from an integrated time-series study
Pan, Jun - In: Journal of financial economics 63 (2002) 1, pp. 3-50
Persistent link: https://www.econbiz.de/10006510512
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Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing; Pan, Jun; Wang, Jiang; Zhu, Haoxiang - In: Journal of financial economics 145 (2022) 3, pp. 909-936
Persistent link: https://www.econbiz.de/10013475443
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Risk, return, and dividends
Ang, Andrew; Liu, Jun - In: Journal of financial economics 85 (2007) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10003485173
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Why stocks may disappoint
Ang, Andrew; Bekaert, Geert; Liu, Jun - In: Journal of financial economics 76 (2005) 3, pp. 471-508
Persistent link: https://www.econbiz.de/10002878239
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Paper millionaires : how valuable is stock to a stockholder who is restricted from selling it?
Kahl, Matthias; Liu, Jun; Longstaff, Francis A. - In: Journal of financial economics 67 (2003) 3, pp. 385-410
Persistent link: https://www.econbiz.de/10001739253
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Why stocks may disappoint
Ang, Andrew; Bekaert, Geert; Liu, Jun - In: Journal of financial economics 76 (2005) 3, pp. 471-508
Persistent link: https://www.econbiz.de/10006500591
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Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?
Kahl, Matthias; Liu, Jun; Longstaff, Francis A. - In: Journal of financial economics 67 (2003) 3, pp. 385-410
Persistent link: https://www.econbiz.de/10006507474