2026 IFS SUMMER PROGRAM
Topic: Empirical Asset Pricing
Speaker: Jun Pan, Professor of Finance, SAIF Chair Professor, Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University
Time: 13:00–16:00, July 7 & 8, 2026
Tentative Schedule:
- July 7: Foundations of Empirical Asset Pricing & Global Financial Markets
- July 8: Special Topics in Asset Pricing:
· Macro and Asset Pricing – Monetary policy; macro news (e.g., inflation)
· Microstructure and Asset Pricing – Cross-market information transmission
· Chinese Markets and Economy – The role of government in capital markets
· Current Topics – The U.S. Treasury market; Asset pricing under trade uncertainty
Location: Conference Room 202, Institute of Financial Studies (Guanghua Campus), Southwestern University of Finance and Economics, Chengdu, China
About the speaker：
Jun Pan is a Professor of Finance and SAIF Chair Professor at the Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University. Prior to Joining SAIF, she was the School of Management Distinguished Professor of Finance at the MIT Sloan School of Management.She obtained her Ph.D. in Physics from New York University in 1995, and Ph.D. in Finance from Stanford University in 2000. Her research areas encompass Chinese financial markets, fintech, asset pricing, financial derivatives markets, credit risk models, financial crises, market liquidity, market microstructure, risk management, and fixed income markets. She has published more than 20 papers in prestigious international academic journals, including Econometrica, Journal of Finance, Review of Financial Studies, and Journal of Financial Economics.
Starting July 2026, Professor Pan will serve as the Finance Area Department Editor of Management Science. Since 2022, she has been the Associate Editor of Journal of Finance. From 2022 to June 2026, she was the Editor of Review of Finance, and she was the Associate Editor of Review of Financial Studies. She is a senior fellow at the Asian Bureau of Financial and Economic Research (ABFER) since 2014, and the executive committee member of the ABFER since 2024. She was a faculty research fellow and research associate at the National Bureau of Economic Research (NBER), and the associate editor of Review of Finance Studies.
Professor Pan has been selected as one of Elsevier's "China's Most Cited Scholars" list for four consecutive years from 2021 to 2024. Professor Pan Jun has received numerous awards, including the Stephen A. Ross Prize in Financial Economics in 2015, the Best Paper Award at the China International Finance Conference (CICF) in 2021, and the Wharton Research Data Services Best Paper Award in 2024.
Contact us:
Institute of Financial Studies
Tel: 028-87099046 028-87099047
Email: guoxy@swufe.edu.cn
