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DOI
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An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks." Liu, Jun, Jun Pan and Tan Wang. Review of Financial Studies Vol. 18, No. 1 (2005): 131-164.
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Dynamic Derivative Strategies." Liu, Jun and Jun Pan. Journal of Financial Economics Vol. 69, No. 3 (2003): 401-430.
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The Jump-Risk Premia Implicit in Options: Evidence from an Integrated Time-Series Study." Pan, Jun. Journal of Financial Economics Vol. 63, No. 1 (2002): 3-50.
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Analytical Value-At-Risk with Jumps and Credit Risk." Duffie, Darrell and Jun Pan. Finance and Stochastics Vol. 5, No. 2 (2001): 155-180.
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Transform Analysis and Asset Pricing for Affine Jump Diffusions." Duffie, Darrell, Jun Pan, and Kenneth Singleton. Econometrica Vol. 68, No. 6 (2000): 1343-1376.
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Risk Sharing and Transaction Costs: Evidence from Kenya's Mobile Money Revolution." Suri, Tavneet. American Economic Review Vol. 104, No. 1 (2014): 183-223.
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The Economics of Slums in the Developing World." Marx, Benjamin, Thomas Stoker and Tavneet Suri​. Journal of Economic Perspectives Vol. 27, No. 4 (2013): 187-210.
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Transaction Networks: Evidence from Mobile Money in Kenya." Jack, William, Adam Ray and Tavneet Suri. American Economic Review Vol. 103, No. 3 (2013): 356-361.
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Endogenous Emergence of Credit Markets: Contracting in Response to a New Technology in Ghana." Deb, Rahul and Tavneet Suri. Journal of Development Economics Vol. 101, (2013): 268-283.
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Paths to Success: The Relationship Between Human Development and Economic Growth." Suri, Tavneet, Michael Boozer, Gustav Ranis and Frances Stewart. World Development Vol. 39, No. 4 (2011): 506-522.