Jun He
Post
Research
Note
Data
Bergen
🌞
Sheridan Titman
← Papers reviewed on this blog
[2022 JFE]
一次「拆股」,如何把散户钉在最高点
Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits
Jun 2026
[2002 JFE]
新股「打折」的真正理由,不是让你说真话,而是先让你肯掏钱
Building the IPO Order Book: Underpricing and Participation Limits with Costly Information
Jun 2026
[2002 RFS]
动量的利润,是「股票本来就不一样」,还是「价格真的会续命」?
Cross-Sectional and Time-Series Determinants of Momentum Returns
Jun 2026
[2002 RFS]
理性的人也会犯错,但理性的人不该一错十年
Discussion of “Underreaction to Self-Selected News Events”
Jun 2026
[1991 JFE]
并购方跑输的那几年,错的不是公司,是尺子
The Postmerger Share-price Performance of Acquiring Firms
Jun 2026