Jun He
Post
Research
Note
Data
Bergen
🌞
Richard Roll
← Papers reviewed on this blog
[2005 JFE]
市场要多久才「想明白」?——给效率装上一只秒表
Evidence on the Speed of Convergence to Market Efficiency
Jun 2026
[2002 JFE]
一百万股成交,到底是买,还是卖?——订单失衡里的市场密码
Order Imbalance, Liquidity, and Market Returns
Jun 2026