Jun He
Post
Research
Note
Data
Bergen
🌞
Marc L Lipson
← Papers reviewed on this blog
[2001 JFE]
价差变窄了,机构却付得更多——一场关于「最小报价单位」的反转
Sixteenths: Direct Evidence on Institutional Execution Costs
Jun 2026
[1994 JFE]
没人交易的那一天,股价照样在动
Information, Trading, and Volatility
Jun 2026