Jun Pan

Finance · with Hu · 2013

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Jun Pan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. J. Lewellen
  2. Andrew Ang

Who trusts Jun Pan overall

  1. Ing-Haw Cheng
  2. Stefania D’Amico
  3. Stefano Giglio

Papers from Jun Pan's perspective

Ordered by how strongly the researchers Jun Pan trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Cross-Section of Volatility and Expected Returns
  2. The Cross Section of Expected Stock Returns
  3. The Cross‐Section of Expected Stock Returns
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Post-'87 crash fears in the S&P 500 futures option market
  6. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  7. Market Frictions, Price Delay, and the Cross-Section of Expected Returns
  8. Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses
  9. Differences of Opinion and the Cross Section of Stock Returns
  10. Asset Growth and the Cross-Section of Stock Returns

Their papers