Jun He
Post
Research
Note
Data
Bergen
🌞
Kewei Hou
← Papers reviewed on this blog
[2007 RFS]
大公司先动,小公司后知——一条藏在「行业」里的信息暗线
Industry Information Diffusion and the Lead-lag Effect in Stock Returns
Jun 2026
[2005 RFS]
价格慢半拍的那 0.02%:一把丈量「市场摩擦」的尺子
Market Frictions, Price Delay, and the Cross-Section of Expected Returns
Jun 2026