Jun He
Post
Research
Note
Data
Bergen
๐
Bing Han
โ Papers reviewed on this blog
[2026 JFE]
็จ็้็ฝ้ถๆๅบๆฅ็ๅๆฏ็่ฎบ๏ผไปๅบ้่ต้ๆต้ใๅๆจใๆ่ต่ ๅๅฅฝ
Prospect Theory in the Field: Revealed Preferences from Mutual Fund Flows
May 2026
[2013 JFE]
ๆณขๅจ่ถใ่ชๅทฑ็ใ๏ผๆๆ่ถไธๅผ้ฑโโไธๆก่ๅจ delta ๅฏนๅฒๆถ็้็ๆ็บฟ
Cross Section of Option Returns and Idiosyncratic Stock Volatility
Jun 2026
[2008 RFS]
ๆ ็ปชไผ็ปใๅพฎ็ฌใๅ ๅคๅฐๅผงๅบฆ๏ผโโๆๆ่ต่ ๆ ็ปชๅ่ฟๆๆไปทๆ ผ
Investor Sentiment and Option Prices
Jun 2026