Jun He
Post
Research
Note
Data
Bergen
🌞
Jennifer Conrad
← Papers reviewed on this blog
[2003 JFE]
最后一笔交易,落在了谁手里?——机构订单在「另类市场」省下的那几十个基点
Institutional Trading and Alternative Trading Systems
Jun 2026
[2003 RFS]
换一把尺子,一半的动量利润就消失了
Risk Adjustment and Trading Strategies
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