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Xuhui (Nick) Pan
Title
Cited by
Cited by
Year
Oil volatility risk and expected stock returns
P Christoffersen, XN Pan
Journal of Banking & Finance 95, 5-26, 2018
1322018
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
572014
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
552022
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
182022
Investor beliefs and state price densities in the crude oil market
XN Pan
SSRN eLibrary, 2011
132011
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
92019
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
72017
Equity portfolio management using option price information
P Christoffersen, XN Pan
Rotman School of Management Working Paper, 2014
32014
Tail Risk around FOMC Announcements
K Jacobs, S Ke, XN Pan
Available at SSRN 4304240, 2023
12023
Oil Price Uncertainty and Real Economic Activities: Importance of Disentangling the Diffusive and Jump Components
SB Kang, X Pan, J Zhao
12016
Microstructure Biases and the Trend in Aggregate (Idiosyncratic) Variance
XN Pan, DA Lesmond
David A., Microstructure Biases and the Trend in Aggregate (Idiosyncratic …, 2024
2024
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
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Articles 1–15