| Transform analysis and asset pricing for affine jump‐diffusions D Duffie, J Pan, K Singleton Econometrica 68 (6), 1343-1376, 2000 | 4083 | 2000 |
| The jump-risk premia implicit in options: Evidence from an integrated time-series study J Pan Journal of financial economics 63 (1), 3-50, 2002 | 2114 | 2002 |
| An overview of value at risk D Duffie, J Pan Journal of derivatives 4 (3), 7-49, 1997 | 2087 | 1997 |
| How sovereign is sovereign credit risk? FA Longstaff, J Pan, LH Pedersen, KJ Singleton American Economic Journal: Macroeconomics 3 (2), 75-103, 2011 | 1540 | 2011 |
| The illiquidity of corporate bonds J Bao, J Pan, J Wang The Journal of Finance 66 (3), 911-946, 2011 | 1380 | 2011 |
| Default and recovery implicit in the term structure of sovereign CDS spreads J Pan, KJ Singleton The Journal of Finance 63 (5), 2345-2384, 2008 | 1201 | 2008 |
| The information in option volume for future stock prices J Pan, AM Poteshman Review of Financial Studies 19 (3), 871-908, 2006 | 1079 | 2006 |
| Noise as information for illiquidity GX Hu, J Pan, J Wang The Journal of Finance 68 (6), 2341-2382, 2013 | 632 | 2013 |
| Dynamic asset allocation with event risk J Liu, FA Longstaff, J Pan The Journal of Finance 58 (1), 231-259, 2003 | 569 | 2003 |
| An equilibrium model of rare-event premia and its implication for option smirks J Liu, J Pan, T Wang The Review of Financial Studies 18 (1), 131-164, 2005 | 500 | 2005 |
| Dynamic derivative strategies J Liu, J Pan Journal of Financial Economics 69 (3), 401-430, 2003 | 403 | 2003 |
| Volatility information trading in the option market SX Ni, J Pan, AM Poteshman The Journal of Finance 63 (3), 1059-1091, 2008 | 358 | 2008 |
| Analytical value-at-risk with jumps and credit risk D Duffie, J Pan Finance and Stochastics 5, 155-180, 2001 | 241 | 2001 |
| Bond illiquidity and excess volatility J Bao, J Pan The Review of Financial Studies 26 (12), 3068-3103, 2013 | 165* | 2013 |
| Premium for heightened uncertainty: Explaining pre-announcement market returns GX Hu, J Pan, J Wang, H Zhu Journal of Financial Economics 145 (3), 909-936, 2022 | 119* | 2022 |
| FinTech adoption and household risk-taking: From Digital Payments to Platform Investments CY Hong, X Lu, J Pan National Bureau of Economic Research, 2020 | 98* | 2020 |
| Early peek advantage? Efficient price discovery with tiered information disclosure G Hu, J Pan, J Wang Journal of Financial Economics 126 (2), 399-421, 2017 | 89* | 2017 |
| The SOE Premium and Government Support in China's Credit Market Z Geng, J Pan | 72* | 2019 |
| Chinese capital market: An empirical overview GX Hu, J Pan, J Wang National Bureau of Economic Research, 2018 | 69 | 2018 |
| Tri-party repo pricing GX Hu, J Pan, J Wang Journal of Financial and Quantitative Analysis 56 (1), 337-371, 2021 | 62 | 2021 |
Darrell DuffieStanford University在 stanford.edu 的电子邮件经过验证
