Jun He
Post
Research
Note
Data
Bergen
🌞
Dong-Hyun Ahn
← Papers reviewed on this blog
[2003 RFS]
换一把尺子，一半的动量利润就消失了
Risk Adjustment and Trading Strategies
Jun 2026
[2002 RFS]
指数会「记仇」，期货却转头就忘——一道拆穿短期自相关的现货-期货实验
Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
Jun 2026
[2002 RFS]
利率为什么「跌不破零」却又能「负相关」——二次型期限结构模型的破局
Quadratic Term Structure Models: Theory and Evidence
Jun 2026