Jun He
Post
Research
Note
Data
Bergen
🌞
Charles M Jones
← Papers reviewed on this blog
[2005 RFS]
把自家的灯关掉:一个交易所的「黑暗实验」,照出了透明度的价值
Island Goes Dark: Transparency, Fragmentation, and Regulation
Jun 2026
[2002 JFE]
想做空,得先借到那张股票——一份 1926 年的借券账本,照出了「贵」的代价
Short-sale Constraints and Stock Returns
Jun 2026
[2001 JFE]
价差变窄了,机构却付得更多——一场关于「最小报价单位」的反转
Sixteenths: Direct Evidence on Institutional Execution Costs
Jun 2026
[1994 JFE]
没人交易的那一天,股价照样在动
Information, Trading, and Volatility
Jun 2026