Jun He
Post
Research
Note
Data
Bergen
🌞
Josef Lakonishok
← Papers reviewed on this blog
[2007 RFS]
谁在真正交易期权?——一份藏在 CBOE 账本里的「行为」证据
Option Market Activity
Jun 2026
[2002 RFS]
全是「随大流」的基金:为什么没人敢去买便宜货?
On Mutual Fund Investment Styles
Jun 2026
[1993 JFE]
机构买卖股票,价格只动了「八分钱」——而买和卖,根本不是一回事
Institutional Trades and Intraday Stock Price Behavior
Jun 2026
[1992 JFE]
机构投资者真是「蝗虫」吗?——一份养老金账本里的羊群检验
The Impact of Institutional Trading on Stock Prices
Jun 2026
[1992 JFE]
「输家会翻身」这件事,究竟是市场犯傻,还是我们量错了风险?
Measuring Abnormal Performance: Do Stocks Overreact?
Jun 2026