Jun Pan

Jun Pan is the SAIF Chair Professor of Finance at the Shanghai Advanced Institute of Finance (SAIF) at Shanghai Jiao Tong University.^[1] She is an editor at the Review of Finance^[2] and an associate editor at the Journal of Finance.^[3]

Career

She obtained her BSc in physics at Shanghai Jiao Tong University followed by a MSc in Physics at Western Illinois University.^[4] After that, she went on to obtain two PhDs: on in Physics at New York University and another in Finance at the Graduate School of Business at Stanford University.^[5]

After her graduate studies she went to MIT Sloan being promoted from Assistant professor in 2000 to full professor 2010. She was then awarded a distinguished professor. She moved to Shanghai Jiao Tong University in 2020.^[6][7]

Research

Her research is on finance and asset pricing. Her most cited paper has been published in Econometrica and is titled "Transform Analysis and Asset Pricing for Affine Jump-Diffusions".^[8] The paper is econometric in nature and offers practical applications fixed-income pricing models. She also has published papers in the Journal of Financial Economics,^[9] the Journal of Finance^[10] and the Review of Financial Studies.^[11]

Her research has been cited 15187 times and she is the 140th most cited female economist according to RePEC.^[12] She won the Stephen A. Ross Prize in Financial Economics.^[13]