Jun He
Post
Research
Note
Data
Bergen
🌞
Guofu Zhou
← Papers reviewed on this blog
[2022 JFE]
把「这一次会议」的恐惧,从期权价格里解出来
Recovering the FOMC Risk Premium
Jun 2026
[2018 JFE]
一天里,只有两个半小时真正重要
Market Intraday Momentum
Jun 2026
[2007 RFS]
涨时各走各的,跌时一起跳水:给「不对称」一把无关模型的尺子
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
Jun 2026
[2004 JFE]
正态分布被数据一票否决,你的组合却几乎毫发无伤
Data-generating Process Uncertainty: What Difference Does it Make in Portfolio Decisions?
Jun 2026
[1991 JFE]
没有无风险资产的世界里,怎样给「市场组合有没有效」下判决
Small Sample Tests of Portfolio Efficiency
Jun 2026
[1990 JFE]
九十重积分,只为问一句:市场组合到底有没有效
Bayesian Inference in Asset Pricing Tests
Dec 1990