Jun He
Post
Research
Note
Data
Bergen
🌞
Nikunj Kapadia
← Papers reviewed on this blog
[2012 JFE]
同一家公司，股票和它的「违约保单」，真的在同一条船上吗？
Limited Arbitrage Between Equity and Credit Markets
Jun 2026
[2003 RFS]
「买了保险，注定亏钱」：从一份对冲组合里，读出波动率的负价格
Delta-Hedged Gains and the Negative Market Volatility Risk Premium
Jun 2026
[2003 RFS]
为什么个股期权的「微笑」这么平？——把偏度从期权价格里读出来
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Jun 2026