• 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
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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

Open Access
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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)

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)