Jun He
Post
Research
Note
Data
Bergen
🌞
Geert Bekaert
← Papers reviewed on this blog
[2025 JFE]
「波动率之谜」其实是一道预测题:当鞅模型预报失灵
Expected Idiosyncratic Volatility
Jun 2026
[2007 RFS]
数不清的「零」:新兴市场用一串静止的价格,量出了流动性的价格
Liquidity and Expected Returns: Lessons from Emerging Markets
Jun 2026
[2007 RFS]
股利收益率真能预测收益吗?——一桩被「标准误」改写的旧公案
Stock Return Predictability: Is it There?
Jun 2026
[2002 JFE]
改革的公文盖了章,市场却还没「开门」——怎样给一国的金融开放找出真正的生效日
Dating the Integration of World Equity Markets
Jun 2026
[2002 RFS]
分散投资的『退潮时刻』:当相关性在熊市里抱成一团
International Asset Allocation with Regime Shifts
Jun 2026