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Volatility information trading in the option market
Ni, Sophie X.; Pan, Jun; Poteshman, Allen M. - In: The journal of finance : the journal of the American … 63 (2008) 3, pp. 1059-1091
Persistent link: https://www.econbiz.de/10003822210
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Default and recoverty implicit in the term structure of sovereign CDS spreads
Pan, Jun; Singleton, Kenneth J. - In: The journal of finance : the journal of the American … 63 (2008) 5, pp. 2345-2384
Persistent link: https://www.econbiz.de/10003822487
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The illiquidity of corporate bonds
Bao, Jack; Pan, Jun; Wang, Jiang - In: The journal of finance : the journal of the American … 66 (2011) 3, pp. 911-946
Persistent link: https://www.econbiz.de/10009160330
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Noise as information for illiquidity
Hu, Xing; Pan, Jun; Wang, Jiang - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2341-2382
Persistent link: https://www.econbiz.de/10010237384
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Dynamic asset allocation with event risk
Liu, Jun; Longstaff, Francis A.; Pan, Jun - In: The journal of finance : the journal of the American … 58 (2003) 1, pp. 231-260
Persistent link: https://www.econbiz.de/10001737272
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Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
Pan, Jun; Singleton, Kennethj - In: The journal of finance : the journal of the American … 63 (2008) 5, pp. 2345-2384
Persistent link: https://www.econbiz.de/10008098643
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Volatility Information Trading in the Option Market
Ni, Sophiex; Pan, Jun; Poteshman, Allenm - In: The journal of finance : the journal of the American … 63 (2008) 3, pp. 1059-1092
Persistent link: https://www.econbiz.de/10008052425
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The Illiquidity of Corporate Bonds
BAO, JACK; PAN, JUN; WANG, JIANG - In: The journal of finance : the journal of the American … 66 (2011) 3, pp. 911-947
Persistent link: https://www.econbiz.de/10009017721
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Presidential address : asset price dynamics with slow-moving capital
Duffie, Darrell - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1237-1268
Persistent link: https://www.econbiz.de/10009011030
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Special repo rates
Duffie, Darrell - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 493-526
Persistent link: https://www.econbiz.de/10001205904