Jun He
Post
Research
Note
Data
Bergen
🌞
Doron Avramov
← Papers reviewed on this blog
[2026 JFE]
强邻、弱邻,和你站的位置:被「折叠」起来的同行效应
Dual Peer Effects and Cross-stock Predictability
May 2026
[2022 JFE]
当「绿」本身就说不清:评级分歧如何重写了 ESG 的风险与定价
Sustainable Investing with ESG Rating Uncertainty
Jun 2026
[2006 RFS]
会「看天」的 beta:当风险收编了价值与规模,动量却躲进了商业周期
Asset Pricing Models and Financial Market Anomalies
Jun 2026
[2006 RFS]
波动的不对称,原来是「谁在卖」决定的
The Impact of Trades on Daily Volatility
Jun 2026
[2004 RFS]
半信半疑的资产定价:当一个投资者既不全信模型,也不全信数据
Stock Return Predictability and Asset Pricing Models
Jun 2026
[2002 JFE]
该信哪一个预测变量?——把「不知道用哪个模型」算进价格里
Stock Return Predictability and Model Uncertainty
Jun 2026