Shanghai Advanced Institute of Finance [email protected]
Shanghai
Joined August 2018
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Denis had been a generous friend to a lot of people...only wishing I had been a better friend for him.
I had always thought that I would had plenty of time to visit Denis again in Paris. Now it's never. With the loss of Denis, Paris is not the same, nor is the world.
Jun Pan retweeted
The Review of Finance's impact factor for 2021 is 5.059. This compares to 3.894 for 2020, 2.885 for 2019, and 1.906 for 2018. Thanks to the authors who've sent in their best work, and the reviewers and editorial board for applying high standards and providing insightful input.
Celebration of Darrell's mentorship taking place at Stanford @StanfordGSB right now. I so wish I could be there. Anyone with good pictures, please post them here for us to see.
I was very excited to see that Bloomberg has a liquidity index on Treasuries, only to find out that this is in fact the noise measure of Hu, Pan, Wang (2013). Hi, @Bloomberg @markets , a citation to our contribution would be appreciated.
Paper: en.saif.sjtu.edu.cn/junpan/H…
Jun Pan retweeted
Great news and ✅on Marcin Kacperczyk's (who should get a twitter account) promise that RF @EFA_org will increase geo-diversity in Editor (with @junpan2019 ) and AE pool, during @FIRN_AUS fireside chat. #EconTwitter
The Review of Finance is delighted to announce the appointment of Carole Comerton-Forde (Melbourne), Winston Dou (Wharton), and Michael Song (Chinese University of Hong Kong) as Associate Editors, to start a three-year term commencing in January 2022. revfin.org/new-associate-edi…
"Financing China's Economic Future: Challenge and Opportunity," 2021 BofA China Conference: en.saif.sjtu.edu.cn/junpan/s…
Jun Pan retweeted
The Review of Finance is delighted to announce the appointment of Ian Dew-Becker and Jun Pan @junpan2019 as Editors. Both are leading experts in theoretical and empirical asset pricing. Ian is currently an AE; Jun is also an expert in FinTech and China. revfin.org/new-rf-editors-fr…
Today (Wednesday) at 10pm New York time.
Register here: abfer.org/events/abfer-event…
Slides: en.saif.sjtu.edu.cn/junpan/s…
Jun Pan retweeted
Join us today on Luohan Webinar as Jun Pan @junpan2019, Professor of Finance at the Shanghai Advanced Institute of Finance @sjtu1896, presents her work on “Fintech Adoption and Household Risk-Taking.” Jan 11th, 8PM EST
Find the Zoom meeting link here:
luohanacademy.com/events/Luo…
We have a paper on this topic: FinTech Platforms and Mutual Fund Distribution. en.saif.sjtu.edu.cn/junpan/P… @next_china
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Post 2018Q2, SOE credit spreads became sensitive to our measures of government support, indicating a shift in market’s perception of gov’t support that went beyond the SOE label. It foreshadows what’s happening in China’s credit market now — gone is the faith in the SOE label.
The SOE Premium and Government Support in China's Credit Market
en.saif.sjtu.edu.cn/junpan/C…
en.saif.sjtu.edu.cn/junpan/s…
We find a market of improved price efficiency, and, paradoxically, worsening segmentation as government support emerges as an important factor in credit pricing.
Jun Pan retweeted
How FinTech can lower investment barriers and help households move toward optimal risk-taking, from Claire Yurong Hong, Xiaomeng Lu, and @junpan2019 nber.org/papers/w28063
The SOE Premium and Government Support in China's Credit Market
en.saif.sjtu.edu.cn/junpan/C…
en.saif.sjtu.edu.cn/junpan/s…
We find a market of improved price efficiency, and, paradoxically, worsening segmentation as government support emerges as an important factor in credit pricing.
"FinTech Adoption and Household Risk-Taking"
Paper: en.saif.sjtu.edu.cn/junpan/F…
Slides: en.saif.sjtu.edu.cn/junpan/c…
A study of household finance in the age of FinTech.
Who has a scanned copy of Black (1976)? This paper is a must-cite in the literature on volatility asymmetry, and yet, cannot seem to find it anywhere...
I’ll need to look for a Matlab replacement to process data and plot figures. Any suggestions? (What a relief that my favorite food is Chinese.)
Trending in China: Chinese students at 2 prestigious universities have been barred from using a common computer code as US sanctions bite. People are not happy online and are worried who's next. caixinglobal.com/2020-06-11/…
