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 1 3 526 0 1 3 1,566
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 1 84 0 1 3 316
Empirical Performance of Alternative Option Pricing Models 0 1 3 761 0 3 10 1,415
Empirical Performance of Alternative Option Pricing Models 0 1 2 196 0 1 9 497
Hedge fund holdings and stock market efficiency 0 0 1 68 1 2 10 266
Informational Content of Option Volume Prior to Takeovers 0 0 1 111 0 0 4 369
Liquidity risk and hedge fund ownership 0 0 0 27 0 2 3 154
Pricing and Hedging Long-Term Options 0 0 2 379 0 0 4 1,091
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 0 0 1 6,382
Total Working Papers 0 3 13 2,645 1 10 47 12,056

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 1 2 2 85 1 2 8 240
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 0 75 1 2 3 291
Can hedge funds time market liquidity? 0 0 2 42 0 0 3 313
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 0 0 2 233
Determinants of S&P 500 index option returns 1 1 3 74 1 1 3 260
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 1 1 4 686
Do mutual fund managers time market liquidity? 0 0 0 26 0 0 0 118
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations 0 0 0 21 0 0 1 101
Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange 0 0 0 16 0 0 1 143
Empirical Performance of Alternative Option Pricing Models 0 1 6 320 1 8 31 962
Evolution of Transitory Volatility over the Week 0 0 0 37 1 1 1 193
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 0 1 7 1,399
Informational Content of Option Volume Prior to Takeovers 0 0 2 180 0 1 8 694
Nonlinear Time-Series Analysis of Stock Volatilities 1 1 3 301 1 1 3 763
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 0 0 1 48 0 0 1 204
Price Discovery without Trading: Evidence from the Nasdaq Preopening 0 0 3 66 1 3 10 252
Pricing and hedging long-term options 1 1 6 180 2 4 13 433
Share repurchase tender offers and bid-ask spreads 0 0 0 48 0 2 2 171
The information content of option-implied volatility for credit default swap valuation 2 2 3 84 2 3 9 364
Tick Size, Spread, and Volume 0 0 1 78 0 0 1 194
Total Journal Articles 6 8 32 1,752 12 30 111 8,014

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Statistics updated 2025-10-06