| Oil volatility risk and expected stock returns P Christoffersen, XN Pan Journal of Banking & Finance 95, 5-26, 2018 | 131 | 2018 |
| The cross section of recovery rates and default probabilities implied by credit default swap spreads R Elkamhi, K Jacobs, X Pan Journal of Financial and Quantitative Analysis 49 (1), 193-220, 2014 | 54 | 2014 |
| The cross section of the monetary policy announcement premium H Ai, LJ Han, XN Pan, L Xu Journal of Financial Economics 143 (1), 247-276, 2022 | 45 | 2022 |
| Commodity variance risk premia and expected futures returns: Evidence from the crude oil market SB Kang, XN Pan Available at SSRN 2296932, 2015 | 22* | 2015 |
| The state price density implied by crude oil futures and option prices P Christoffersen, K Jacobs, X Pan The Review of Financial Studies 35 (2), 1064-1103, 2022 | 17 | 2022 |
| Investor beliefs and state price densities in the crude oil market XN Pan SSRN eLibrary, 2011 | 13 | 2011 |
| Does institutional ownership predict mutual fund performance? An examination of undiscovered holdings within 13 (f) reports X Pan, K Wang, BB Zykaj European Financial Management 25 (5), 1249-1285, 2019 | 9 | 2019 |
| What drives the trend and behavior in aggregate (idiosyncratic) variance? Follow the bid-ask bounce DA Lesmond, XN Pan, Y Zhao Follow the Bid-Ask Bounce (June 5, 2017). Paris December 2017 Finance …, 2017 | 6 | 2017 |
| Equity portfolio management using option price information P Christoffersen, XN Pan Rotman School of Management Working Paper, 2014 | 3 | 2014 |
| Oil Price Uncertainty and Real Economic Activities: Importance of Disentangling the Diffusive and Jump Components SB Kang, X Pan, J Zhao | 1 | 2016 |
| Tail Risk around FOMC Announcements K Jacobs, S Ke, XN Pan Available at SSRN 4304240, 2023 | | 2023 |
| Uncertain Firm Profits and (Indirectly) Priced Idiosyncratic Volatility BR Parajuli, XN Pan, P Sinagl Petra, Uncertain Firm Profits and (Indirectly) Priced Idiosyncratic Volatility, 2023 | | 2023 |
| Uncertain firm profits and (indirectly) priced idiosyncratic volatility XN Pan, BR Parajuli, P Sinagl Bharat Raj and Sinagl, Petra, Uncertain firm profits and (indirectly) priced …, 2022 | | 2022 |
| Online Appendix to The Cross Section of the Monetary Policy Announcement Premium H Ai, LJ Han, XN Pan, L Xu | | |
Kris JacobsUniversity of HoustonVerified email at bauer.uh.edu
