Access Statistics for Charles Quanwei Cao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Derivatives Do Affect Mutual Funds Returns: How and When? 0 0 0 523 0 0 1 1,563
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 1 83 0 0 3 313
Empirical Performance of Alternative Option Pricing Models 0 1 1 758 0 6 17 1,403
Empirical Performance of Alternative Option Pricing Models 0 0 0 194 0 2 3 486
Hedge fund holdings and stock market efficiency 0 0 0 67 0 0 8 256
Informational Content of Option Volume Prior to Takeovers 0 0 0 110 0 0 4 365
Liquidity risk and hedge fund ownership 0 0 1 27 0 0 3 151
Pricing and Hedging Long-Term Options 1 1 1 376 1 1 4 1,085
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 1 2 493 0 1 5 6,381
Total Working Papers 1 3 6 2,631 1 10 48 12,003


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility 0 0 1 83 0 0 2 231
Can Growth Options Explain the Trend in Idiosyncratic Risk? 1 3 4 75 1 3 6 288
Can hedge funds time market liquidity? 0 2 4 40 0 2 23 306
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 0 0 3 230
Determinants of S&P 500 index option returns 0 0 1 71 0 0 3 257
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 0 0 1 681
Do mutual fund managers time market liquidity? 0 0 0 26 1 1 3 118
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations 0 0 0 21 1 1 3 96
Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange 0 0 1 16 0 0 3 141
Empirical Performance of Alternative Option Pricing Models 0 7 10 312 2 19 34 921
Evolution of Transitory Volatility over the Week 0 0 0 36 0 1 2 190
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 0 2 20 1,391
Informational Content of Option Volume Prior to Takeovers 2 3 7 175 5 14 32 678
Nonlinear Time-Series Analysis of Stock Volatilities 0 0 1 298 3 4 8 760
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 0 0 4 47 0 0 5 201
Price Discovery without Trading: Evidence from the Nasdaq Preopening 0 8 9 62 1 11 14 238
Pricing and hedging long-term options 0 0 5 172 6 7 17 416
Share repurchase tender offers and bid-ask spreads 0 0 1 48 0 0 3 169
The information content of option-implied volatility for credit default swap valuation 0 0 1 81 0 1 3 354
Tick Size, Spread, and Volume 0 0 1 77 0 0 2 192
Total Journal Articles 3 23 50 1,711 20 66 187 7,858


Statistics updated 2024-06-06