Jun He
Post
Research
Note
Data
Bergen
🌞
Tobias J. Moskowitz
← Papers reviewed on this blog
[2005 RFS]
价格慢半拍的那 0.02%:一把丈量「市场摩擦」的尺子
Market Frictions, Price Delay, and the Cross-Section of Expected Returns
Jun 2026
[2004 RFS]
买家为什么不肯走远?——用税务评估的「手抖」,量出房产市场的信息暗河
Confronting Information Asymmetries: Evidence from Real Estate Markets
Jun 2026
[2004 JFE]
赢家要赢得「稳」:把过去收益拆成连续性、符号与季节
Predicting Stock Price Movements from Past Returns: The Role of Consistency and Tax-loss Selling
Jun 2026
[2003 RFS]
一个不放贷的掮客,凭什么把你的贷款成功率从 40% 抬到 58%?
Informal Financial Networks: Theory and Evidence
Jun 2026
[2003 RFS]
三个异象,为什么命运不同?——把它们一个个拖到『协方差』面前对质
An Analysis of Covariance Risk and Pricing Anomalies
Jun 2026