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 0 1 4 1,567
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 1 2 85 5 6 9 322
Empirical Performance of Alternative Option Pricing Models 0 0 1 196 1 1 7 498
Empirical Performance of Alternative Option Pricing Models 0 0 3 761 0 2 12 1,417
Hedge fund holdings and stock market efficiency 0 0 1 68 0 1 9 266
Informational Content of Option Volume Prior to Takeovers 0 0 1 111 1 1 4 370
Liquidity risk and hedge fund ownership 0 0 0 27 0 0 3 154
Pricing and Hedging Long-Term Options 0 0 2 379 3 4 8 1,095
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 5 6 7 6,388
Total Working Papers 0 1 13 2,646 15 22 63 12,077

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 1 2 85 0 1 6 240
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 0 75 2 4 6 294
Can hedge funds time market liquidity? 0 0 1 42 2 2 4 315
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 0 1 3 234
Determinants of S&P 500 index option returns 0 1 1 74 0 1 1 260
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 3 4 7 689
Do mutual fund managers time market liquidity? 0 0 0 26 2 2 2 120
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 1 2 144
Empirical Performance of Alternative Option Pricing Models 0 1 4 321 9 14 38 975
Evolution of Transitory Volatility over the Week 0 0 0 37 1 2 2 194
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 7 15 20 1,414
Informational Content of Option Volume Prior to Takeovers 0 0 2 180 1 6 14 700
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 8 9 9 213
Price Discovery without Trading: Evidence from the Nasdaq Preopening 1 3 5 69 2 5 13 256
Pricing and hedging long-term options 0 1 6 180 2 5 16 436
Share repurchase tender offers and bid-ask spreads 0 0 0 48 1 3 5 174
The information content of option-implied volatility for credit default swap valuation 0 2 3 84 0 4 10 366
Tick Size, Spread, and Volume 0 0 1 78 3 3 4 197
Total Journal Articles 1 10 27 1,756 43 83 165 8,085

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Statistics updated 2025-12-06