Jun He
Post
Research
Note
Data
Bergen
🌞
Gautam Kaul
← Papers reviewed on this blog
[1994 JFE]
没人交易的那一天,股价照样在动
Information, Trading, and Volatility
Jun 2026
[1991 JFE]
同一只股票,自己跟自己「对着干」,凑在一起却又「步调一致」
Components of Short-horizon Individual Security Returns
Jun 2026
[1990 JFE]
价格反转,到底是市场看走了眼,还是尺子本身有刻度误差?
Price Reversals: Bid-ask Errors or Market Overreaction?
Jun 2026