Jun He
Post
Research
Note
Data
Bergen
🌞
Soeren Hvidkjaer
← Papers reviewed on this blog
[2006 RFS]
动量到底是谁干的？——把成交单拆成大小两摞来看
A Trade-Based Analysis of Momentum
Jun 2026
[2005 JFE]
去年股票涨得好，今年的债就更值钱——一条从股市流向债市的「动量暗线」
Stock and Bond Market Interaction: Does Momentum Spill over?
Jun 2026
[2005 JFE]
贝塔还是特征？——公司债收益里那场被忽略的「站队」
The Cross-section of Expected Corporate Bond Returns: Betas or Characteristics?
Jun 2026