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 3 528 0 5 17 1,582
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 3 87 0 2 18 333
Empirical Performance of Alternative Option Pricing Models 0 0 2 197 1 17 45 541
Empirical Performance of Alternative Option Pricing Models 1 1 3 763 5 21 37 1,448
Hedge fund holdings and stock market efficiency 0 1 2 70 1 6 18 282
Informational Content of Option Volume Prior to Takeovers 0 0 2 113 2 6 15 383
Liquidity risk and hedge fund ownership 0 0 0 27 1 5 9 161
Pricing and Hedging Long-Term Options 0 0 2 380 0 2 14 1,103
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 0 5 24 6,406
Total Working Papers 1 3 17 2,658 10 69 197 12,239

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 2 85 1 4 18 255
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 0 75 2 3 8 297
Can hedge funds time market liquidity? 0 0 0 42 1 7 17 330
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 0 1 5 238
Determinants of S&P 500 index option returns 1 1 2 75 1 2 6 265
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 1 6 19 704
Do mutual fund managers time market liquidity? 0 0 0 26 0 6 13 131
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations 0 0 0 21 10 16 20 121
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 2 9 328 7 25 73 1,022
Evolution of Transitory Volatility over the Week 0 0 0 37 0 2 6 198
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 1 3 40 1,438
Informational Content of Option Volume Prior to Takeovers 0 1 2 182 3 10 26 718
Nonlinear Time-Series Analysis of Stock Volatilities 0 0 1 301 0 1 6 768
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 0 1 1 49 0 6 32 236
Price Discovery without Trading: Evidence from the Nasdaq Preopening 0 1 6 71 2 9 24 272
Pricing and hedging long-term options 0 0 2 180 1 3 20 448
Share repurchase tender offers and bid-ask spreads 0 0 0 48 0 1 8 177
The information content of option-implied volatility for credit default swap valuation 0 0 3 84 0 3 17 377
Tick Size, Spread, and Volume 1 1 1 79 1 3 11 205
Total Journal Articles 3 7 29 1,770 31 111 372 8,346

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Statistics updated 2026-06-04