Jun He
Post
Research
Note
Data
Bergen
🌞
Neil D. Pearson
← Papers reviewed on this blog
[2025 JFE]
期权里藏着的,不是先知,而是一张借券账单
Why Does Options Market Information Predict Stock Returns?
May 2026
[2013 JFE]
期权报价里,到底有没有「先知」?
Is There Price Discovery in Equity Options?
Jun 2026
[2007 RFS]
谁在真正交易期权?——一份藏在 CBOE 账本里的「行为」证据
Option Market Activity
Jun 2026
[2004 JFE]
数据从没越过那两条线,利率的漂移却「凭空」弯了
Conditional Estimation of Diffusion Processes
Jun 2026