Jun He
Post
Research
Note
Data
Bergen
🌞
Campbell R. Harvey
← Papers reviewed on this blog
[2025 SSRN]
把优化器塞进神经网络:当机器学习撞上 Markowitz
Machine Learning Meets Markowitz
Jun 2026
[2007 RFS]
数不清的「零」:新兴市场用一串静止的价格,量出了流动性的价格
Liquidity and Expected Returns: Lessons from Emerging Markets
Jun 2026
[2004 JFE]
借来的「紧箍咒」:当老板的控制权远超他的钱包
The Effect of Capital Structure When Expected Agency Costs Are Extreme
Jun 2026
[2002 JFE]
改革的公文盖了章,市场却还没「开门」——怎样给一国的金融开放找出真正的生效日
Dating the Integration of World Equity Markets
Jun 2026
[2001 JFE]
把 CFO 们叫来对一次答案:理论说该这么做,他们真的这么做了吗?
The Theory and Practice of Corporate Finance: Evidence from the Field
Jun 2026
[1992 JFE]
波动率可以预测,却赚不到钱——一桩关于市场有效性的「无罪判决」
Market Volatility Prediction and the Efficiency of the S & P 100 Index Option Market
Jun 2026
[1990 JFE]
九十重积分,只为问一句:市场组合到底有没有效
Bayesian Inference in Asset Pricing Tests
Dec 1990