Jun He
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Research
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Data
Bergen
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Tom Smith
← Papers reviewed on this blog
[2004 JFE]
做市商的价差里,藏着一份「到期日不确定」的期权
Modeling the Bid/ask Spread: Measuring the Inventory-holding Premium
Jun 2026
[1993 JFE]
风险溢价真的永远为正吗?——一个把「不等式」搬进资产定价检验的新办法
Is the Ex Ante Risk Premium Always Positive?: A New Approach to Testing Conditional Asset Pricing Models
Sep 1993
[1992 JFE]
十个不等号的审判:当 t 值说『不单调』,联合检验却说『证据不足』
The Monotonicity of the Term Premium: Another Look
Jun 1992