Jun He
Post
Research
Note
Data
Bergen
๐
Jun Pan
โ Papers reviewed on this blog
[2006 RFS]
ๆๆ่ดฆๆฌ้็ใๅ ็ฅใ๏ผ่ฐๅจไธๆณจ๏ผๆฏไธๆณจๆฌ่บซๆด้่ฆ
The Information in Option Volume for Future Stock Prices
Jun 2026
[2005 RFS]
็ฝ่ง๏ผๆไปฅๅฏๆ๏ผๆใ็ฎไธๅ็ๆฆ็ใๅ่ฟๆๆ็ๅพฎ็ฌ้
An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks
Jun 2026
[2003 JFE]
่ก็ฅจๆฏไธไปฝใๆๅ ๅฅ้คใ๏ผๆๆๆๆฏ้ฃๆๆๅ ็ๅ
Dynamic Derivative Strategies
Jun 2026
[2002 JFE]
ๆๆ็ใๅพฎ็ฌใ้๏ผ่็ๆ่ต่ ๅฏนๅดฉ็็ๆๆง
The Jump-risk Premia Implicit in Options: Evidence from an Integrated Time-series Study
Jun 2026