潘军
上海交通大学上海高级金融学院金融学教授、高金讲席教授、教授委员会主席
潘军教授现任上海交通大学上海高级金融学院金融学教授、高金讲席教授、教授委员会主席，曾任麻省理工学院斯隆管理学院金融学讲席教授。她的研究领域包括中国金融市场、金融科技、资产定价、金融衍生品市场、信用风险模型、金融危机、市场流动性、市场微观结构、风险管理、固定收益市场，在国际顶级学术期刊如Econometrica，Journal of Finance, Review of Financial Studies，Journal of Financial Economics等发表论文20余篇。截至2024年1月，谷歌学术引用超16,600余次，最高单篇4,041次，6篇入选高被引论文，研究成果具有广泛的国际影响力。
从2022年起，潘军教授担任国际金融领域一流期刊Review of Finance主编和Journal of Finance副主编。2014年至今担任亚洲金融经济研究局 (ABFER) 的高级研究员，2024年6月起担任该研究局的执行委员会委员。2021-2024年潘军教授连续4年入选爱思唯尔（Elsevier）“中国高被引学者”榜单。她还曾担任美国国家经济研究局 (NBER) 的Faculty Research Fellow和研究员，曾任Review of Financial Studies副编辑。潘军教授获得的众多奖项中包括2015年的The Stephen A. Ross Prize in Financial Economics、2021年的中国金融国际年会（CICF）最佳论文奖等。
潘军教授1995年获得纽约大学物理学博士学位，2000年获得斯坦福大学金融学博士学位。
1. Hong, Claire Yurong, Xiaomeng Lu, and Jun Pan. 2025. Fintech Platforms and Mutual Fund Distribution, Management Science.
2. Geng, Zhe and Jun Pan. 2024. The SOE Premium and Government Support in China's Credit Market, Journal of Finance.
3. Ni, Sophie Xiaoyan, and Jun Pan. 2024. Trading options and CDS on stocks under the short sale ban, Journal of Banking & Finance.
4. Hu, Grace Xing, Jun Pan, Jiang Wang, Haoxiang Zhu. 2022. Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns, Journal of Financial Economics.
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. 2021. Tri-Party Repo Pricing, Journal of Financial and Quantitative Analysis.
7. Hu, Grace Xing, Jun Pan, and Jiang Wang. 2017. Early peek advantage? Efficient price discovery with tiered information disclosure, Journal of Financial Economics.
8. Bao, Jack, and Jun Pan. 2013. Bond Illiquidity and Excess Volatility, Review of Financial Studies.
9. Hu, Grace Xing, Jun Pan, and Jiang Wang. 2013. Noise as Information for Illiquidity, Journal of Finance.
10. Longstaff, Francis A., Jun Pan, Lasse H. Pedersen, and Kenneth J. Singleton. 2011. How Sovereign is Sovereign Credit Risk?, American Economic Journal: Macroeconomics.
11. Bao, Jack, Jun Pan, and Jiang Wang. 2011. The Illiquidity of Corporate Bonds, Journal of Finance.
12. Pan, Jun, and Kenneth J Singleton. 2008. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads, Journal of Finance.
13. Ni, Sophie, Jun Pan, and Allen Poteshman. 2008. Volatility Information Trading in the Option Market, Journal of Finance.
14. Pan, Jun, and Allen Poteshman. 2006. The Information in Option Volume for Future Stock Prices, Review of Financial Studies.
15. 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.
16. Jun Liu, Francis A. Longstaff, Jun Pan. 2003. Dynamic Asset Allocation with Event Risk, Journal of Finance.
17. Liu, Jun, and Jun Pan. 2003. Dynamic Derivative Strategies, Journal of Financial Economics.
18. Pan, Jun. 2003. [Iterative and Recursive Estimation in Structural Nonadaptive Models]: Comment, Journal of Business and Economic Statistics.
19. Pan, Jun. 2002. The Jump-Risk Premia Implicit in Options: Evidence from an Integrated Time-Series Study, Journal of Financial Economics.
20. Duffie, Darrell, Jun Pan, and Kenneth Singleton. 2000. Transform Analysis and Asset Pricing for Affine Jump-Diffusions, Econometrica.
21. Duffie, Darrell, and Jun Pan. 1997. An Overview of Value at Risk, Journal of Derivatives.
1. Claire Yurong Hong, Xiaomeng Lu, and Jun Pan, 2021, FinTech Adoption and Household Risk-Taking.
2. Claire Yurong Hong, Jun Pan, and Shiwen Tian, 2021, Macro-Active Bond Mutual Funds.
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.
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