Jun Pan

Jun Pan is currently a Professor of Finance and SAIF Chair Professor at Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University. Prior to joining SAIF in 2019, she was the School of Management Distinguished Professor of Finance and Professor of Finance at MIT Sloan School of Management.

Jun has a B.S. degree in Physics from Shanghai Jiao Tong University, a Ph.D. in Physics from New York University, and a Ph.D. in Finance from Stanford University.

Research Interests

• Empirical Asset Pricing, Financial Derivatives Market, Credit Risk Model, Financial Crises, Market Liquidity, Market Microstructure, Risk Management, Fixed-Income Markets and Chinese Financial Markets.

Working Papers

1. Claire Yurong Hong, Jun Pan, and Shiwen Tian, 2021, Macro-Active Bond Mutual Funds.

2. Zhe Geng, Jun Pan, 2021, The SOE Premium and Government Support in China's Credit Market.

3. Claire Yurong Hong, Xiaomeng Lu, and Jun Pan, 2021, FinTech Adoption and Household Risk-Taking.

4. Xing Hu, Jun Pan, Jiang Wang, and Haoxiang Zhu, 2021, Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns.

5. Xing Hu, Jun Pan, and Jiang Wang, 2020, Chinese Capital Market: An Empirical Overview.

6. Hong, Claire Yurong, Xiaomeng Lu, and Jun Pan, 2020, FinTech Platforms and Mutual Fund Distribution.

7. Geng, Zhe and Jun Pan, 2019, Price Discovery and Market Segmentation in China's Credit Market.

8. Ni, Sophie Xiaoyan and Jun Pan, 2011, Trading Puts and CDS on Stocks with Short Sale Ban.

Teaching

• Financial Markets, Empirical Asset Pricing