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 2 525 0 0 2 1,565
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 1 84 0 0 2 315
Empirical Performance of Alternative Option Pricing Models 0 0 1 195 0 1 10 496
Empirical Performance of Alternative Option Pricing Models 0 1 2 760 1 3 8 1,412
Hedge fund holdings and stock market efficiency 0 1 1 68 0 2 8 264
Informational Content of Option Volume Prior to Takeovers 0 0 1 111 1 1 4 369
Liquidity risk and hedge fund ownership 0 0 0 27 0 0 1 152
Pricing and Hedging Long-Term Options 1 1 3 379 2 2 5 1,091
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 0 0 1 6,382
Total Working Papers 1 3 11 2,642 4 9 41 12,046

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 1 7 238
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 0 75 0 0 1 289
Can hedge funds time market liquidity? 0 1 2 42 0 2 5 313
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 0 1 3 233
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 0 4 685
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 4 101
Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange 0 0 0 16 0 0 2 143
Empirical Performance of Alternative Option Pricing Models 0 0 7 319 5 6 30 954
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 6 1,398
Informational Content of Option Volume Prior to Takeovers 0 1 5 180 1 4 14 693
Nonlinear Time-Series Analysis of Stock Volatilities 0 0 2 300 0 0 2 762
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 4 66 1 3 10 249
Pricing and hedging long-term options 1 3 6 179 1 7 12 429
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 1 1 1 82 1 3 7 361
Tick Size, Spread, and Volume 0 0 1 78 0 0 1 194
Total Journal Articles 3 7 32 1,744 10 29 115 7,984

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Statistics updated 2025-07-04