Jun He
Post
Research
Note
Data
Bergen
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T. Clifton Green
← Papers reviewed on this blog
[2026 JFE]
当波动率曲面被「散户」推歪:从券商宕机里读出的需求压力
Retail Option Traders and the Implied Volatility Surface
May 2026
[2022 JFE]
当散户「掉线」:一次宕机,照出两种截然不同的散户
Retail Trader Sophistication and Stock Market Quality: Evidence from Brokerage Outages
Jun 2026
[2022 JFE]
把研究「众包」给散户之后,他们的下单反而更聪明了
The Democratization of Investment Research and the Informativeness of Retail Investor Trading
Jun 2026
[2002 JFE]
价格反应,从「分钟」缩短到「秒」——当分析师的话被搬上电视直播
Market Efficiency in Real Time
Jun 2026