Jun He
Post
Research
Note
Data
Bergen
🌞
Bhaskaran Swaminathan
← Papers reviewed on this blog
[2005 JFE]
去年股票涨得好，今年的债就更值钱——一条从股市流向债市的「动量暗线」
Stock and Bond Market Interaction: Does Momentum Spill over?
Jun 2026
[2005 JFE]
贝塔还是特征？——公司债收益里那场被忽略的「站队」
The Cross-section of Expected Corporate Bond Returns: Betas or Characteristics?
Jun 2026
[2004 RFS]
新股到底是「打折」卖，还是「溢价」卖？
Are IPOs Really Underpriced?
Jun 2026