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 2 528 0 0 16 1,582
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 3 87 0 0 17 333
Empirical Performance of Alternative Option Pricing Models 1 2 4 765 3 5 38 1,453
Empirical Performance of Alternative Option Pricing Models 0 0 1 197 1 3 47 544
Hedge fund holdings and stock market efficiency 0 0 2 70 1 1 18 283
Informational Content of Option Volume Prior to Takeovers 0 0 2 113 1 5 19 388
Liquidity risk and hedge fund ownership 0 0 0 27 1 1 8 162
Pricing and Hedging Long-Term Options 0 0 1 380 1 1 13 1,104
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 1 2 26 6,408
Total Working Papers 1 2 15 2,660 9 18 202 12,257

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 85 1 2 18 257
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 0 75 0 3 10 300
Can hedge funds time market liquidity? 0 0 0 42 1 1 18 331
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 0 0 5 238
Determinants of S&P 500 index option returns 0 0 2 75 0 2 8 267
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 0 0 19 704
Do mutual fund managers time market liquidity? 0 0 0 26 0 0 13 131
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations 0 0 0 21 7 13 33 134
Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange 0 0 0 16 0 0 3 146
Empirical Performance of Alternative Option Pricing Models 1 3 11 331 2 7 68 1,029
Evolution of Transitory Volatility over the Week 0 0 0 37 1 2 8 200
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 0 4 43 1,442
Informational Content of Option Volume Prior to Takeovers 0 0 2 182 1 5 29 723
Nonlinear Time-Series Analysis of Stock Volatilities 0 0 1 301 1 1 7 769
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 0 1 2 50 1 4 36 240
Price Discovery without Trading: Evidence from the Nasdaq Preopening 1 3 8 74 2 6 27 278
Pricing and hedging long-term options 0 0 1 180 1 3 20 451
Share repurchase tender offers and bid-ask spreads 0 0 0 48 0 0 6 177
The information content of option-implied volatility for credit default swap valuation 0 0 2 84 0 1 16 378
Tick Size, Spread, and Volume 0 0 1 79 0 0 11 205
Total Journal Articles 2 7 31 1,777 18 54 398 8,400

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Statistics updated 2026-09-10