Jun He
Post
Research
Note
Data
Bergen
🌞
S.p Kothari
← Papers reviewed on this blog
[2003 JFE]
公司到底用衍生品对冲了多少风险?——一把「故意往大了算」的尺子,量出了一个尴尬的小数
How Much Do Firms Hedge with Derivatives?
Jun 2026
[1992 JFE]
股价的『过度波动』,也许只是我们没读懂它对股利的预期
Stock Return Variation and Expected Dividends: A Time-series and Cross-sectional Analysis
Jun 2026
[1989 JFE]
「输家翻身」之谜:真相不是市场犯傻,而是 beta 偷偷换了脸
Nonstationary Expected Returns: Implications for Tests of Market Efficiency and Serial Correlation in Returns
Jun 2026
[1989 JFE]
换一把尺子量 beta,「小公司之谜」就消失了
The Relation Between the Return Interval and Betas: Implications for the Size Effect
Jun 1989