Jun He
Post
Research
Note
Data
Bergen
🌞
Gideon Saar
← Papers reviewed on this blog
[2005 JFE]
谁在替这个没有做市商的市场「报价」?
The “make or Take” Decision in an Electronic Market: Evidence on the Evolution of Liquidity
Jun 2026
[2002 RFS]
放量之后,是反转还是续涨?——成交量替你认出了『谁在交易』
Dynamic Volume-Return Relation of Individual Stocks
Jun 2026
[2001 RFS]
为什么「买」比「卖」更让市场动容?——一个藏在基金交易规则里的解释
Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation
Jun 2026