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Xuhui Pan

Observed names: Xuhui (Nick) Pan, Xuhui Nick Pan, Xuhui (Nick) Pan
ORCID: 0000-0002-2844-6042
Observed ORCID: 0000-0002-2844-6042
OpenAlex ID: A5023640468
The cross section of the monetary policy announcement premium
2021 · Hengjie Ai, Leyla Jianyu Han, et al. · Journal of Financial Economics · 75
The Cross Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreads
2010 · Redouane Elkamhi, Kris Jacobs, et al. · Journal of Financial and Quantitative Analysis · 52
Research on a Visual Comfort Model Based on Individual Preference in China through Machine Learning Algorithm
2021 · Guofeng Ma, Xuhui Pan · Sustainability · 33
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Oil volatility risk and expected stock returns
2017 · Peter Christoffersen, Xuhui (Nick) Pan · Journal of Banking & Finance · 29
The State Price Density Implied by Crude Oil Futures and Option Prices
2021 · Peter Christoffersen, Kris Jacobs, et al. · Review of Financial Studies · 24
Commodity Variance Risk Premia and Expected Futures Returns: Evidence from the Crude Oil Market
2013 · Sang Baum Kang, Xuhui (Nick) Pan · SSRN Electronic Journal · 14
Equity Portfolio Management Using Option Price Information
2014 · Peter Christoffersen, Xuhui (Nick) Pan · SSRN Electronic Journal · 13
The Cross Section of Monetary Policy Announcement Premium
2019 · Hengjie Ai, Leyla Jianyu Han, et al. · SSRN Electronic Journal · 9
Tail Risk Around FOMC Announcements
2025 · Kris Jacobs, Sai Ke, et al. · Journal of Financial and Quantitative Analysis · 8
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Does institutional ownership predict mutual fund performance? An examination of undiscovered holdings within 13(f) reports
2018 · Xuhui (Nick) Pan, Kainan Wang, et al. · European Financial Management · 8
A Vision-Based Pose Estimation of a Non-Cooperative Target Based on a Self-Supervised Transformer Network
2023 · Quan Sun, Xuhui Pan, et al. · Aerospace · 4
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What Drives the Trend and Behavior in Aggregate (Idiosyncratic) Variance? Follow the Bid-Ask Bounce
2017 · David A. Lesmond, Xuhui (Nick) Pan, et al. · SSRN Electronic Journal · 3
What Drives the Trend and Behavior in Aggregate (Idiosyncratic) Variance? Follow the Bid-Ask Bounce
2016 · David A. Lesmond, Xuhui (Nick) Pan, et al. · SSRN Electronic Journal · 3
Firm Disclosures, Uncertain Profits, and (Indirectly) Priced Idiosyncratic Volatility
2025 · Xuhui (Nick) Pan, Bharat Raj Parajuli, et al. · Journal of Business Finance &amp Accounting · 2
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Can the bid–ask spread explain the trend in aggregate idiosyncratic variance?
2026 · David A. Lesmond, Xuhui (Nick) Pan · Journal of Banking & Finance
Uncertain Firm Profits and (Indirectly) Priced Idiosyncratic Volatility
2024 · Bharat Raj Parajuli, Xuhui (Nick) Pan, et al. · SSRN Electronic Journal
Can the Bid-Ask Spread Explain the Trend in Aggregate Idiosyncratic Variance?
2024 · Xuhui (Nick) Pan, David A. Lesmond · SSRN Electronic Journal
The Impact of Forward Guidance on the Crude Oil Market
2024 · Xuhui (Nick) Pan, Xiaohan Ma · SSRN Electronic Journal
Nominal Rigidity and the Inflation Risk Premium: Identification from the Cross Section of Equity Returns
2024 · Hengjie Ai, Xinxin Hu, et al. · SSRN Electronic Journal
Uncertain Firm Profits and (Indirectly) Priced Idiosyncratic Volatility
2023 · Bharat Raj Parajuli, Xuhui (Nick) Pan, et al. · SSRN Electronic Journal
Explaining the Idiosyncratic Volatility Puzzle With a Bayesian-Updating Model
2020 · Xuhui (Nick) Pan, Bharat Raj Parajuli, et al. · SSRN Electronic Journal
Works count: 21
Citation count: 277
H-index: 8
I10-index: 7
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