| Transform analysis and asset pricing for affine jump‐diffusions D Duffie, J Pan, K Singleton Econometrica 68 (6), 1343-1376, 2000 | 3572 | 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 | 1861 | 2002 |
| An overview of value at risk D Duffie, J Pan Journal of derivatives 4 (3), 7-49, 1997 | 1821 | 1997 |
| How sovereign is sovereign credit risk? FA Longstaff, J Pan, LH Pedersen, KJ Singleton American Economic Journal: Macroeconomics 3 (2), 75-103, 2011 | 1186 | 2011 |
| The illiquidity of corporate bonds J Bao, J Pan, J Wang The Journal of Finance 66 (3), 911-946, 2011 | 998 | 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 | 994 | 2008 |
| The information in option volume for future stock prices J Pan, AM Poteshman Review of Financial Studies 19 (3), 871-908, 2006 | 824 | 2006 |
| Dynamic asset allocation with event risk J Liu, FA Longstaff, J Pan The Journal of Finance 58 (1), 231-259, 2003 | 491 | 2003 |
| Noise as information for illiquidity GX Hu, J Pan, J Wang The Journal of Finance 68 (6), 2341-2382, 2013 | 449 | 2013 |
| 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 | 449 | 2005 |
| Dynamic derivative strategies J Liu, J Pan Journal of Financial Economics 69 (3), 401-430, 2003 | 338 | 2003 |
| Volatility information trading in the option market SX Ni, J Pan, AM Poteshman The Journal of Finance 63 (3), 1059-1091, 2008 | 290 | 2008 |
| Analytical value-at-risk with jumps and credit risk D Duffie, J Pan Finance and Stochastics 5 (2), 155-180, 2001 | 209 | 2001 |
| Bond illiquidity and excess volatility J Bao, J Pan The Review of Financial Studies 26 (12), 3068-3103, 2013 | 129* | 2013 |
| 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 | 58* | 2017 |
| Trading puts and CDS on stocks with short sale ban SX Ni, J Pan unpublished HKUST and MIT working paper (July), 2011 | 55 | 2011 |
| Tri-party repo pricing GX Hu, J Pan, J Wang National Bureau of Economic Research, 2015 | 36 | 2015 |
| Premium for heightened uncertainty: explaining pre-announcement market returns GX Hu, J Pan, J Wang, H Zhu National Bureau of Economic Research, 2019 | 33* | 2019 |
| Chinese capital market: An empirical overview GX Hu, J Pan, J Wang National Bureau of Economic Research, 2018 | 22 | 2018 |
| Stochastic volatility with reset at jumps J Pan Available at SSRN 135048, 1997 | 16 | 1997 |
Darrell DuffieStanford UniversityVerified email at stanford.edu
