Melvyn Teo

• [2004 JFE] 钱往哪只「篮子」流，股票就往哪只篮子涨——风格层面的反转与追涨Style Effects in the Cross-section of Stock ReturnsJun 2026
• [2004 JFE] 无风险的套利，要等多久才显形？——一把绕开「联合假设」的市场有效性尺子Testing Market Efficiency Using Statistical Arbitrage with Applications to Momentum and Value StrategiesJun 2026