Jun He
Post
Research
Note
Data
Bergen
🌞
Robert E. Whaley
← Papers reviewed on this blog
[2004 JFE]
做市商的价差里,藏着一份「到期日不确定」的期权
Modeling the Bid/ask Spread: Measuring the Inventory-holding Premium
Jun 2026
[1992 JFE]
波动率可以预测,却赚不到钱——一桩关于市场有效性的「无罪判决」
Market Volatility Prediction and the Efficiency of the S & P 100 Index Option Market
Jun 2026