Jun Pan

13.3k total citations · 7 hit papers
51 papers, 8.7k citations indexed

About

Jun Pan is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Jun Pan has authored 51 papers receiving a total of 8.7k indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 15 papers in Economics and Econometrics and 10 papers in Accounting. Recurrent topics in Jun Pan's work include Financial Markets and Investment Strategies (29 papers), Credit Risk and Financial Regulations (18 papers) and Stochastic processes and financial applications (16 papers). Jun Pan is often cited by papers focused on Financial Markets and Investment Strategies (29 papers), Credit Risk and Financial Regulations (18 papers) and Stochastic processes and financial applications (16 papers). Jun Pan collaborates with scholars based in United States, China and Hong Kong. Jun Pan's co-authors include Darrell Duffie, Kenneth J. Singleton, Allen M. Poteshman, Jack Bao, Jiang Wang, Grace Xing Hu, Jiang Wang, Jun Liu, Tan Wang and Jun Liu and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Econometrica.

In The Last Decade

Jun Pan

47 papers receiving 8.2k citations

Hit Papers

Transform Analysis and Asset Pricing for Affine Jump-diff... 1997 2026 2006 2016 2000 2002 1997 2011 2006 500 1000 1.5k 2.0k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Transform Analysis and Asset Pricing for Affine Jump-diffusions
    2000 2.1k citations Darrell Duffie, Jun Pan et al. Econometrica profile →
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study
    2002 1.3k citations Jun Pan profile →
  3. An Overview of Value at Risk
    1997 865 citations Darrell Duffie, Jun Pan profile →
  4. The Illiquidity of Corporate Bonds
    2011 719 citations Jack Bao, Jun Pan et al. The Journal of Finance profile →
  5. The Information in Option Volume for Future Stock Prices
    2006 620 citations Jun Pan et al. profile →
  6. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
    2008 594 citations Jun Pan, Kenneth J. Singleton The Journal of Finance profile →
  7. Noise as Information for Illiquidity
    2013 319 citations Grace Xing Hu, Jun Pan et al. The Journal of Finance profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Jun Pan United States 25 8.1k 3.5k 1.2k 977 781 51 8.7k
John Hull Canada 23 7.4k 0.9× 3.0k 0.9× 697 0.6× 912 0.9× 653 0.8× 47 8.0k
Gurdip Bakshi United States 34 8.2k 1.0× 4.1k 1.2× 791 0.6× 1.4k 1.5× 452 0.6× 105 9.0k
Steven L. Heston United States 24 8.4k 1.0× 3.6k 1.0× 561 0.5× 937 1.0× 670 0.9× 60 9.1k
Charles Cao United States 29 5.8k 0.7× 2.6k 0.7× 1.5k 1.3× 655 0.7× 483 0.6× 74 6.2k
Robert A. Jarrow United States 51 11.3k 1.4× 4.7k 1.4× 2.9k 2.3× 1.1k 1.1× 1.1k 1.4× 300 12.7k
Eric C. Chang Hong Kong 30 4.3k 0.5× 2.8k 0.8× 1.6k 1.3× 664 0.7× 509 0.7× 99 5.1k
Francis A. Longstaff United States 50 11.9k 1.5× 5.2k 1.5× 2.3k 1.9× 2.2k 2.3× 774 1.0× 113 13.3k
Peter Christoffersen Canada 41 6.7k 0.8× 4.6k 1.3× 334 0.3× 2.1k 2.1× 753 1.0× 147 7.8k
George Tauchen United States 41 8.4k 1.0× 7.1k 2.0× 1.1k 0.9× 3.2k 3.3× 613 0.8× 112 11.1k
William T. Ziemba Canada 35 3.0k 0.4× 2.7k 0.8× 631 0.5× 527 0.5× 2.1k 2.6× 201 5.6k

Countries citing papers authored by Jun Pan

Since Specialization
Citations

This map shows the geographic impact of Jun Pan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jun Pan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jun Pan more than expected).

Fields of papers citing papers by Jun Pan

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jun Pan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jun Pan. The network helps show where Jun Pan may publish in the future.

Co-authorship network of co-authors of Jun Pan

This figure shows the co-authorship network connecting the top 25 collaborators of Jun Pan. A scholar is included among the top collaborators of Jun Pan based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jun Pan. Jun Pan is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Pan, Jun, et al.. (2025). The Effects of Skill Level on Lower-Limb Injury Risk During the Serve Landing Phase in Male Tennis Players. Applied Sciences. 15(5). 2681–2681. 1 indexed citations
2.
3.
Pan, Jun, et al.. (2025). Interpretable prediction of knee joint loading during tennis serves based on GNN-GRU model and layer-wise relevance propagation. Proceedings of the Institution of Mechanical Engineers Part H Journal of Engineering in Medicine. 239(9). 899–908.
4.
Ni, Sophie Xiaoyan & Jun Pan. (2024). Trading options and CDS on stocks under the short sale ban. Journal of Banking & Finance. 167. 107243–107243.
5.
Tan, Jianhua, et al.. (2024). Leverage manipulation and strategic disclosure: evidence from non-financial information in annual reports based on multimodal machine learning. China Journal of Accounting Studies. 12(3). 550–590. 1 indexed citations
6.
Pan, Jun. (2024). Can ESG Performance Mitigate Credit Risk?. Advances in Economics Management and Political Sciences. 71(1). 150–157.
7.
Hu, Grace Xing, et al.. (2023). Comovements in Global Markets and the Role of U.S. Treasury. SSRN Electronic Journal. 1 indexed citations
8.
Hu, Grace Xing, Jun Pan, & Jiang Wang. (2021). Chinese Capital Market: An Empirical Overview. 10(2). 125–206. 28 indexed citations
9.
Pan, Jun, et al.. (2019). Monetary policy, differences among issuing agencies, and the pricing of local government bonds. China Journal of Accounting Studies. 7(4). 524–541. 3 indexed citations
10.
Hu, Grace Xing, Jun Pan, & Jiang Wang. (2017). Chinese Capital Market: An Empirical Overview. SSRN Electronic Journal. 6 indexed citations
11.
Hu, Grace Xing, Jun Pan, & Jiang Wang. (2014). Tri-Party Repo Pricing. SSRN Electronic Journal. 2 indexed citations
12.
Bao, Jack, Jun Pan, & Jiang Wang. (2011). The Illiquidity of Corporate Bonds. The Journal of Finance. 66(3). 911–946. 719 indexed citations breakdown →
13.
Pan, Jun. (2009). Self-healing group key management scheme with revocation capability for wireless sensor networks. Journal of Communications. 3 indexed citations
14.
Pan, Jun & Jianhua Li. (2009). MASR: An Efficient Strong Anonymous Routing Protocol for Mobile Ad Hoc Networks. 1–6. 11 indexed citations
15.
Pan, Jun & Kenneth J. Singleton. (2008). Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads. The Journal of Finance. 63(5). 2345–2384. 594 indexed citations breakdown →
16.
Pan, Jun, Kenneth J. Singleton, & 日本銀行金融研究所. (2006). Interpreting recent changes in the credit spreads of Japanese banks. Monetary and and Economic Studies. 24. 129–141. 8 indexed citations
17.
Singleton, Kenneth J. & Jun Pan. (2005). Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads. SSRN Electronic Journal. 182 indexed citations
18.
Liu, Jun, Jun Pan, & Tan Wang. (2002). An Equilibrium Model of Rare Event Premia. SSRN Electronic Journal. 41 indexed citations
19.
Duffie, Darrell & Jun Pan. (2001). Analytical value-at-risk with jumps and credit risk. Finance and Stochastics. 5(2). 155–180. 107 indexed citations
20.
Duffie, Darrell, Jun Pan, & Kenneth J. Singleton. (2000). Transform Analysis and Asset Pricing for Affine Jump-diffusions. Econometrica. 68(6). 1343–1376. 2081 indexed citations breakdown →

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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