Jun He
Post
Research
Note
Data
Bergen
🌞
Robert F. Whitelaw
← Papers reviewed on this blog
[2026 JFE]
风险的价格与数量:拆开中美国债的「风险-收益之谜」
Government Bond Risk and Return in the US and China
May 2026
[2004 JFE]
同一份现金流,两个价格:当「借不到的券」撑开了期权与股票的裂缝
Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets
Jun 2026
[2002 RFS]
指数会「记仇」,期货却转头就忘——一道拆穿短期自相关的现货-期货实验
Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
Jun 2026