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Mr Zheyao Pan

Zheyao Pan (Terry) - Otago Busienss SchoolLecturer
BA (SWU Finance & Economics), MA (Xiamen)

Tel 64 3 479 9972
Office CO 3.51
Email zheyao.pan@otago.ac.nz

Dr Zheyao (Terry) Pan joined the Department in May 2017. He completed his PhD in Finance at the University of Queensland. He obtained a Master degree in Economics from Xiamen University and a Bachelor degree in Economics from Southwestern University of Finance and Economics. Terry’s current research interests lies in the areas of asset pricing tests, environmental finance and empirical corporate finance.

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Publications

Pan, Z., & Chan, K. F. (2017). A new government bond volatility index predictor for the U.S. equity premium. Pacific-Basin Finance Journal. Advance online publication. doi: 10.1016/j.pacfin.2016.12.007

Pan, Z. (2017). A state-price volatility index for the U.S. government bond market. Accounting & Finance. Advance online publication. doi: 10.1111/acfi.12271

Han, J., & Pan, Z. (2016). CEO inside debt and investment-cash flow sensitivity. Accounting & Finance, 56(2), 423-443. doi: 10.1111/acfi.12104

Han, J., & Pan, Z. (2016). On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment. Journal of Financial Markets. Advance online publication. doi: 10.1016/j.finmar.2016.12.002

Zhang, G., Han, J., Pan, Z., & Huang, H. (2015). Economic policy uncertainty and capital structure choice: Evidence from China. Economic Systems, 39(3), 439-457. doi: 10.1016/j.ecosys.2015.06.003

Journal - Research Article

Pan, Z., & Chan, K. F. (2017). A new government bond volatility index predictor for the U.S. equity premium. Pacific-Basin Finance Journal. Advance online publication. doi: 10.1016/j.pacfin.2016.12.007

Pan, Z. (2017). A state-price volatility index for the U.S. government bond market. Accounting & Finance. Advance online publication. doi: 10.1111/acfi.12271

Han, J., & Pan, Z. (2016). CEO inside debt and investment-cash flow sensitivity. Accounting & Finance, 56(2), 423-443. doi: 10.1111/acfi.12104

Han, J., & Pan, Z. (2016). On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment. Journal of Financial Markets. Advance online publication. doi: 10.1016/j.finmar.2016.12.002

Zhang, G., Han, J., Pan, Z., & Huang, H. (2015). Economic policy uncertainty and capital structure choice: Evidence from China. Economic Systems, 39(3), 439-457. doi: 10.1016/j.ecosys.2015.06.003

Wang, Z., Wang, K., & Pan, Z. (2015). Conditional equity risk premia and realized variance jump risk. Australian Journal of Management, 40(2), 295-317.

More publications...