Jun He
Post
Research
Note
Data
Bergen
🌞
Jonathan Lewellen
← Papers reviewed on this blog
[2004 JFE]
股利收益率到底能不能预测收益?——当「偏误修正」自己也修过了头
Predicting Returns with Financial Ratios
Jun 2026
[2002 RFS]
动量到底是「谁」在续命?——当输家与赢家其实在抄同一张作业
Momentum and Autocorrelation in Stock Returns
Jun 2026