Jun He
Post
Research
Note
Data
Bergen
🌞
Ekkehart Boehmer
← Papers reviewed on this blog
[2022 JFE]
白天的「过度纠正」:当套利者在拔河里站错了队
Overnight Returns, Daytime Reversals, and Future Stock Returns
Jun 2026
[2007 RFS]
把成交质量晒在阳光下,订单就真的跟着走了吗?
Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing
Jun 2026
[1991 JFE]
你的 t 值在撒谎:当事件本身把方差吹大了
Event-study Methodology Under Conditions of Event-induced Variance
Jun 2026