• 79 Citations
  • 4 h-Index
20152019

Research output per year

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Research Outputs

  • 79 Citations
  • 4 h-Index
  • 14 Article
  • 1 Review article
2019

A general equilibrium approach to pricing volatility risk

Han, J., Linnenluecke, M., Liu, Z., Pan, Z. & Smith, T., 12 Apr 2019, In : PLoS ONE. 14, 4, p. 1-18 18 p., e0215032.

Research output: Contribution to journalArticle

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Divergence of opinion and long-run performance of private placements: evidence from the auction market

Han, J., Pan, Z. & Zhang, G., 1 Jun 2019, In : Journal of Financial Research. 42, 2, p. 271-302 32 p.

Research output: Contribution to journalArticle

How markets will drive the transition to a low carbon economy

Linnenluecke, M. K., Han, J., Pan, Z. & Smith, T., 1 Mar 2019, In : Economic Modelling. 77, p. 42-54 13 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

Information asymmetry and credit rating: A quasi-natural experiment from China

Hu, X., Huang, H., Pan, Z. & Shi, J., Sep 2019, In : Journal of Banking and Finance. 106, p. 132-152 21 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework

Aman, H., Beekes, W., Berkman, H., Bohmann, M., Bradbury, M., Chapple, E., Chang, M., Clout, V., Faff, R. W., Han, J., Hillier, D., Hodgson, A., Howieson, B., Jona, J., Linnenluecke, M., Loncan, T., McCredie, B., Michayluk, D., Mroczkowski, N., Pan, Z. & 8 others, Patel, V., Podolski, E., Soderstrom, N., Smith, T., Tanewski, G., Walsh, K., Wee, M. & Wright, S., Sep 2019, In : Pacific-Basin finance journal. 56, p. 129-150 22 p.

Research output: Contribution to journalReview article

The profitability of trading on large Lévy jumps

Chan, K. F., Gray, P. & Pan, Z., 17 Jul 2019, In : International Review of Finance.

Research output: Contribution to journalArticle

The role of blockholders in the corporate debt maturity structure

Pan, Z. & Tan, K. J. K., 1 Dec 2019, In : Economics Letters. 185, p. 1-3 3 p., 108740.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2018

A new government bond volatility index predictor for the U.S. equity premium

Pan, Z. & Chan, K. F., Sep 2018, In : Pacific-Basin finance journal. 50, p. 200-215 16 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

A state-price volatility index for the U.S. government bond market

Pan, Z., Nov 2018, In : Accounting and Finance. 58, S1, p. 573-597 25 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)

Twenty years of accounting and finance research on the Chinese capital market

Han, J., He, J., Pan, Z. & Shi, J., Dec 2018, In : Abacus. 54, 4, p. 576-599 24 p.

Research output: Contribution to journalArticle

23 Citations (Scopus)
2017

On the relation between liquidity and the futures-cash basis: evidence from a natural experiment

Han, J. & Pan, Z., 1 Nov 2017, In : Journal of Financial Markets. 36, p. 115-131 17 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)
2016

CEO inside debt and investment-cash flow sensitivity

Han, J. & Pan, Z., 1 Jun 2016, In : Accounting and Finance. 56, 2, p. 423-443 21 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)
2015

Conditional equity risk premia and realized variance jump risk

Wang, Z., Wang, K. & Pan, Z., 4 May 2015, In : Australian Journal of Management. 40, 2, p. 295-317 23 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Economic policy uncertainty and capital structure choice: Evidence from China

Zhang, G., Han, J., Pan, Z. & Huang, H., 3 Sep 2015, In : Economic Systems. 39, 3, p. 439-457 19 p.

Research output: Contribution to journalArticle

31 Citations (Scopus)