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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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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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Dynamic derivative strategies
Liu, Jun; Pan, Jun - In: Journal of financial economics 69 (2003) 3, pp. 401-430
Persistent link: https://www.econbiz.de/10006506204
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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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Securities lending, shorting, and pricing
Duffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje - In: Journal of financial economics 66 (2002) 2/3, pp. 307-339
Persistent link: https://www.econbiz.de/10001712419
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Multi-period corporate default prediction with stochastic covariates
Duffie, Darrell; Saita, Leandro; Wang, Ke - In: Journal of financial economics 83 (2007) 3, pp. 635-665
Persistent link: https://www.econbiz.de/10003439375
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Multi-period corporate default prediction with stochastic covariates
Duffie, Darrell; Saita, Leandro; Wang, Ke - In: Journal of financial economics 83 (2007) 3, pp. 635-666
Persistent link: https://www.econbiz.de/10007604736
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Securities lending, shorting, and pricing
Duffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje - In: Journal of financial economics 66 (2002) 2, pp. 307-340
Persistent link: https://www.econbiz.de/10006508359