Jun He
Post
Research
Note
Data
Bergen
π
Christopher Polk
β Papers reviewed on this blog
[2018 JFE]
εΈεΊδΉε€οΌιΏζζθ΅θ θΏε¨ζδ»δΉοΌββη» CAPM θ£ δΈη¬¬δΈι’γδΌζζ³’ε¨γηεΏ
An Intertemporal CAPM with Stochastic Volatility
Jun 2026
[2002 JFE]
ε€ε εε°εΊζ―δΈζ―δ»·εΌοΌββη¨γθ‘δΈε²ε»γζε ηζ§ιΌε°ε’θ§
Does Diversification Destroy Value? Evidence from the Industry Shocks
Jun 2026