Jun Pan Explained

Jun Pan is the SAIF Chair Professor of Finance at the Shanghai Advanced Institute of Finance (SAIF) at Shanghai Jiao Tong University.[1] She is an editor at the Review of Finance[2] and an associate editor at the Journal of Finance.[3]

Career

She obtained her BSc in physics at Shanghai Jiao Tong University followed by a MSc in Physics at Western Illinois University.[4] After that, she went on to obtain two PhDs: on in Physics at New York University and another in Finance at the Graduate School of Business at Stanford University.[5]

After her graduate studies she went to MIT Sloan being promoted from Assistant professor in 2000 to full professor 2010. She was then awarded a distinguished professor. She moved to Shanghai Jiao Tong University in 2020.[6] [7]

Research

Her research is on finance and asset pricing. Her most cited paper has been published in Econometrica and is titled "Transform Analysis and Asset Pricing for Affine Jump-Diffusions".[8] The paper is econometric in nature and offers practical applications fixed-income pricing models. She also has published papers in the Journal of Financial Economics,[9] the Journal of Finance[10] and the Review of Financial Studies.[11]

Her research has been cited 15187 times and she is the 140th most cited female economist according to RePEC.[12] She won the Stephen A. Ross Prize in Financial Economics.[13]

Notes and References

  1. Web site: Jun Pan's Homepage . 2022-08-14 . en.saif.sjtu.edu.cn.
  2. Web site: Editorial Board . 2022-08-14 . Review of Finance . en.
  3. Web site: Editorial Board . 2022-08-14 . The American Finance Association . en-US.
  4. Web site: Physics - Western Illinois University . 2022-08-15 . www.wiu.edu.
  5. Web site: Jun Pan's Homepage . 2022-08-15 . en.saif.sjtu.edu.cn.
  6. Web site: PAN, Jun SAIF . 2022-08-15 . en.saif.sjtu.edu.cn.
  7. Web site: Jun Pan Webpage redirect . 2022-08-15 . www.mit.edu.
  8. Duffie . Darrell . Pan . Jun . Singleton . Kenneth . November 2000 . Transform Analysis and Asset Pricing for Affine Jump-diffusions . Econometrica . en . 68 . 6 . 1343–1376 . 10.1111/1468-0262.00164 . 0012-9682.
  9. Pan . Jun . 2002-01-01 . The jump-risk premia implicit in options: evidence from an integrated time-series study . Journal of Financial Economics . en . 63 . 1 . 3–50 . 10.1016/S0304-405X(01)00088-5 . 0304-405X.
  10. Bao . Jack . Pan . Jun . Wang . Jiang . June 2011 . The Illiquidity of Corporate Bonds . The Journal of Finance . en . 66 . 3 . 911–946 . 10.1111/j.1540-6261.2011.01655.x. 14634713 .
  11. Web site: The Information in Option Volume for Future Stock Prices. 2022-08-14 . academic.oup.com.
  12. Web site: Top Female Economists Rankings IDEAS/RePEc . 2022-08-14 . ideas.repec.org.
  13. Web site: Stephen A. Ross Prize in Financial Economics The Econometric Society . 2022-08-14 . www.econometricsociety.org.

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