Jun He
Post
Research
Note
Data
Bergen
🌞
Keith Vorkink
← Papers reviewed on this blog
[2007 RFS]
为什么有人甘愿「不分散」?——把彩票心理写进资产定价
Equilibrium Underdiversification and the Preference for Skewness
Jun 2026
[2006 RFS]
赚过钱的人,更爱交易——一条藏在成交量里的「过度自信」
Investor Overconfidence and Trading Volume
Jun 2026
[2004 RFS]
GARCH 从哪儿来?——把「波动会扎堆」这件事,还给投资者的情绪
Whence GARCH? a Preference-Based Explanation for Conditional Volatility
Jun 2026
[2003 RFS]
正态分布早被否决,可我们的 CAPM 检验还在用它的尺子量天下
Return Distributions and Improved Tests of Asset Pricing Models
Jun 2026