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

博士学位:斯坦福大学金融学,2000
博士学位:纽约大学物理学,1995
硕士学位:西伊利诺伊斯大学物理学,1991
学士学位:上海交通大学物理学,1990

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。在 2019 年正式加入高金之前,曾任麻省理工学院斯隆管理学院金融学讲席教授,同时兼任美国国家经济研究所研究员。潘军教授曾在麻省理工学院斯隆管理学院担任多门金融学课程的教学工作,主要包括:《投资学》,《实证资产定价》等。

潘军教授在众多国际学术著名刊物如 Econometrica, Journal of Finance,Review of Financial Studies,Journal of Financial Economics 等发表多篇论文,曾担任 Review of Financial Studies 期刊副编辑。自 2022 年 1 月起,她担任国际金融领域一流期刊 Review of Finance 主编,任期三年。自2022年7月起,她还担任 Journal of Finance 副主编。

潘军先后于 1995 年获得美国女性在科学领域的 Luise Meyer-Schutzmeister 奖,1996-97 年度获得斯坦福大学商学院 Jaedicke 学者称号,1998-99 年度斯坦福大学 Lieberman 奖学金,2001 年西伊利诺伊斯大学校友成就奖,2003 年芝加哥数量联盟年度学术比赛一等奖,2015 年 The Stephen A. Ross Prize in Financial Economics 等多个奖项。

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。

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、固定收益市场和中国金融市场。
  • 期刊论文

    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, Journal of Finance.

    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.

  • 工作论文

    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.

金融市场,资产定价实证

个人风采

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潘军:纽大-斯坦福-MIT-高金,享受金融研究的快乐

在MIT任教近二十年,获得斯坦福大学和纽约大学双博士学位,声誉远播国际金融领域的她,在新中国成立70周年之际,决心辞去海外终身教职,回到从小成长的上海,加入交大高金。“回到中国、回到黄浦江畔,好像又回到了当年的起点,重拾奋斗和拼搏的信念。”

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