潘軍

博士學位：斯坦福大學金融學，2000

博士學位：紐約大學物理學，1995

碩士學位：西伊利諾伊斯大學物理學，1991

學士學位：上海交通大學物理學，1990

潘軍教授現任上海交通大學上海高級金融學院金融學教授、高金講席教授。在 2019 年正式加入高金之前，曾任麻省理工學院斯隆管理學院金融學講席教授，同時兼任美國國家經濟研究所研究員。潘軍教授曾在麻省理工學院斯隆管理學院擔任多門金融學課程的教學工作，主要包括：《投資學》，《實證資產定價》等。

潘軍教授在眾多國際學術著名刊物如 Econometrica, Journal of Finance，Review of Financial Studies，Journal of Financial Economics 等發表多篇論文，曾擔任 Review of Financial Studies 期刊副編輯。自 2022 年 1 月起，她擔任國際金融領域一流期刊 Review of Finance 主編，任期三年。

潘軍先後於 1995 年獲得美國女性在科學領域的 Luise Meyer-Schutzmeister 獎，1996-97 年度獲得斯坦福大學商學院 Jaedicke 學者稱號，1998-99 年度斯坦福大學 Lieberman 獎學金，2001 年西伊利諾伊斯大學校友成就獎，2003 年芝加哥數量聯盟年度學術比賽一等獎，2015 年 The Stephen A. Ross Prize in Financial Economics 等多個獎項。

潘軍教授 1995 年獲得紐約大學物理學博士學位，2000 年獲得斯坦福大學金融學博士學位。 ^[1] 

資產定價、金融衍生品市場、信用風險模型、金融危機、市場流動性、市場微觀結構、風險管理、固定收益市場和中國金融市場。 ^[1] 

1. Hong, Claire Yurong, Xiaomeng Lu, and Jun Pan. FinTech Platforms and Mutual Fund Distribution, Management Science.

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

3. Hu, Grace Xing, Jun Pan, Jiang Wang, Haoxiang Zhu. 2022. Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns, Journal of Financial Economics.

4. Hu, Grace Xing, Jun Pan, and Jiang Wang. 2021. Tri-Party Repo Pricing, Journal of Financial and Quantitative Analysis.

5. Grace Xing Hu, Jun Pan, Jiang Wang. 2021. Chinese Capital Market: An Empirical Overview, Critical Finance Review.

6. Hu, Grace Xing, Jun Pan, and Jiang Wang. 2017. Early peek advantage? Efficient price discovery with tiered information disclosure, Journal of Financial Economics.

7. Hu, Grace Xing, Jun Pan, and Jiang Wang. 2013. Noise as Information for Illiquidity, Journal of Finance.

8. Bao, Jack, and Jun Pan. 2013. Bond Illiquidity and Excess Volatility, Review of Financial Studies.

9. Longstaff, Francis A., Jun Pan, Lasse H. Pedersen, and Kenneth J. Singleton. 2011. How Sovereign is Sovereign Credit Risk?, American Economic Journal: Macroeconomics.

10. Bao, Jack, Jun Pan, and Jiang Wang. 2011. The Illiquidity of Corporate Bonds, Journal of Finance.

11. Pan, Jun, and Kenneth J Singleton. 2008. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads, Journal of Finance.

12. Ni, Sophie, Jun Pan, and Allen Poteshman. 2008. Volatility Information Trading in the Option Market, Journal of Finance.

13. Pan, Jun, and Allen Poteshman. 2006. The Information in Option Volume for Future Stock Prices, Review of Financial Studies.

14. Liu, Jun, Jun Pan, and Tan Wang. 2005. An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks, Review of Financial Studies.

15. Pan, Jun. 2003. [Iterative and Recursive Estimation in Structural Nonadaptive Models]: Comment, Journal of Business and Economic Statistics.

16. Pan, Jun. 2003. The Jump-Risk Premia Implicit in Options: Evidence from an Integrated Time-Series Study, Journal of Financial Economics.

17. Jun Liu, Francis A. Longstaff, Jun Pan. 2003. Dynamic Asset Allocation with Event Risk, Journal of Finance.

18. Liu, Jun, and Jun Pan. 2003. Dynamic Derivative Strategies, Journal of Financial Economics.

19. Duffie, Darrell, and Jun Pan. 2001. An Overview of Value at Risk, Journal of Derivatives.

20. Duffie, Darrell, Jun Pan, and Kenneth Singleton. 2000. Transform Analysis and Asset Pricing for Affine Jump-Diffusions, Econometrica. ^[1] 

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

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

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

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

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

6. Ni, Sophie Xiaoyan and Jun Pan, 2011, Trading Puts and CDS on Stocks with Short Sale Ban. ^[1]