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 0 1 4 765 4 7 42 1,457
Empirical Performance of Alternative Option Pricing Models 0 0 1 197 1 2 48 545
Hedge fund holdings and stock market efficiency 0 0 2 70 1 2 18 284
Informational Content of Option Volume Prior to Takeovers 0 0 2 113 3 5 22 391
Liquidity risk and hedge fund ownership 0 0 0 27 1 2 9 163
Pricing and Hedging Long-Term Options 0 0 1 380 1 2 14 1,105
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 0 2 26 6,408
Total Working Papers 0 1 15 2,660 11 22 212 12,268

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 0 85 0 1 17 257
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 0 75 0 1 9 300
Can hedge funds time market liquidity? 0 0 0 42 0 1 18 331
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 1 1 6 239
Determinants of S&P 500 index option returns 0 0 1 75 0 2 7 267
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 0 0 18 704
Do mutual fund managers time market liquidity? 0 0 0 26 1 1 14 132
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations 0 0 0 21 0 9 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 0 2 11 331 7 11 74 1,036
Evolution of Transitory Volatility over the Week 0 0 0 37 0 2 7 200
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 1 3 44 1,443
Informational Content of Option Volume Prior to Takeovers 0 0 2 182 4 6 33 727
Nonlinear Time-Series Analysis of Stock Volatilities 0 0 0 301 0 1 6 769
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 0 1 2 50 1 4 37 241
Price Discovery without Trading: Evidence from the Nasdaq Preopening 1 4 9 75 3 8 29 281
Pricing and hedging long-term options 1 1 1 181 3 4 21 454
Share repurchase tender offers and bid-ask spreads 0 0 0 48 1 1 7 178
The information content of option-implied volatility for credit default swap valuation 0 0 0 84 3 3 17 381
Tick Size, Spread, and Volume 0 0 1 79 0 0 11 205
Total Journal Articles 2 8 27 1,779 25 59 411 8,425

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Statistics updated 2026-10-11