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 3 526 1 1 4 1,567
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 1 1 2 85 1 1 4 317
Empirical Performance of Alternative Option Pricing Models 0 0 1 196 0 0 7 497
Empirical Performance of Alternative Option Pricing Models 0 0 3 761 2 3 12 1,417
Hedge fund holdings and stock market efficiency 0 0 1 68 0 2 10 266
Informational Content of Option Volume Prior to Takeovers 0 0 1 111 0 0 3 369
Liquidity risk and hedge fund ownership 0 0 0 27 0 1 3 154
Pricing and Hedging Long-Term Options 0 0 2 379 1 1 5 1,092
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 1 1 2 6,383
Total Working Papers 1 1 13 2,646 6 10 50 12,062

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 2 2 85 0 2 7 240
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 0 75 1 3 4 292
Can hedge funds time market liquidity? 0 0 1 42 0 0 2 313
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 1 1 3 234
Determinants of S&P 500 index option returns 0 1 2 74 0 1 2 260
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 0 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 1 1 2 144
Empirical Performance of Alternative Option Pricing Models 1 2 5 321 4 8 31 966
Evolution of Transitory Volatility over the Week 0 0 0 37 0 1 1 193
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 8 8 14 1,407
Informational Content of Option Volume Prior to Takeovers 0 0 2 180 5 5 13 699
Nonlinear Time-Series Analysis of Stock Volatilities 0 1 2 301 0 1 2 763
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 0 0 0 48 1 1 1 205
Price Discovery without Trading: Evidence from the Nasdaq Preopening 2 2 4 68 2 4 11 254
Pricing and hedging long-term options 0 1 6 180 1 5 14 434
Share repurchase tender offers and bid-ask spreads 0 0 0 48 2 3 4 173
The information content of option-implied volatility for credit default swap valuation 0 2 3 84 2 5 10 366
Tick Size, Spread, and Volume 0 0 1 78 0 0 1 194
Total Journal Articles 3 11 28 1,755 28 50 127 8,042

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Statistics updated 2025-11-08