Jun He
Post
Research
Note
Data
Bergen
🌞
Hendrik Bessembinder
← Papers reviewed on this blog
[2023 JFE]
「跑赢大盘」是会过期的:当一只基金的胜率,随着持有年限一年年缩水
Mutual Fund Performance at Long Horizons
Jun 2026
[2022 JFE]
把债券「超额配售」给你:承销商在悄悄做空什么?
Overallocation and Secondary Market Outcomes in Corporate Bond Offerings
Jun 2026
[2004 JFE]
电子交易所,还需要一个「楼上」吗?
Does an Electronic Stock Exchange Need an Upstairs Market?
Jun 2026
[2003 JFE]
报价,是邀请,还是暗号?——拆开 NYSE 之外那张「成交成本」的账单
Quote-based Competition and Trade Execution Costs in NYSE-listed Stocks
Jun 2026
[1994 JFE]
全世界最贵的「免提」:当外汇做市商也要为库存付钱
Bid-ask Spreads in the Interbank Foreign Exchange Markets
Jun 2026
[1992 JFE]
三个『股市指标』,竟能预测黄金和大豆的价格
Time-varying Risk Premia and Forecastable Returns in Futures Markets
Jun 2026