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 2 525 0 1 2 1,565
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 1 84 0 1 2 315
Empirical Performance of Alternative Option Pricing Models 0 0 2 759 1 3 9 1,409
Empirical Performance of Alternative Option Pricing Models 0 0 1 195 2 4 10 495
Hedge fund holdings and stock market efficiency 0 0 0 67 0 5 6 262
Informational Content of Option Volume Prior to Takeovers 0 1 1 111 0 2 3 368
Liquidity risk and hedge fund ownership 0 0 0 27 0 1 1 152
Pricing and Hedging Long-Term Options 0 0 3 378 0 1 5 1,089
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 0 1 1 6,382
Total Working Papers 0 2 10 2,639 3 19 39 12,037

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 83 1 3 6 237
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 2 75 0 1 3 289
Can hedge funds time market liquidity? 0 0 3 41 0 0 7 311
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 1 1 2 232
Determinants of S&P 500 index option returns 0 0 2 73 0 0 2 259
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 0 2 4 685
Do mutual fund managers time market liquidity? 0 0 0 26 0 0 1 118
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations 0 0 0 21 0 1 6 101
Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange 0 0 0 16 1 1 2 143
Empirical Performance of Alternative Option Pricing Models 1 2 12 319 1 8 40 948
Evolution of Transitory Volatility over the Week 0 0 1 37 0 0 2 192
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 0 2 5 1,396
Informational Content of Option Volume Prior to Takeovers 0 1 6 179 0 3 21 689
Nonlinear Time-Series Analysis of Stock Volatilities 0 1 2 300 0 1 6 762
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 0 0 1 48 0 0 3 204
Price Discovery without Trading: Evidence from the Nasdaq Preopening 1 1 8 65 2 3 16 246
Pricing and hedging long-term options 0 1 4 176 0 1 13 422
Share repurchase tender offers and bid-ask spreads 0 0 0 48 0 0 0 169
The information content of option-implied volatility for credit default swap valuation 0 0 0 81 0 2 4 358
Tick Size, Spread, and Volume 1 1 1 78 1 1 2 194
Total Journal Articles 3 7 42 1,737 7 30 145 7,955

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Statistics updated 2025-04-04