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? 1 1 3 527 4 9 12 1,576
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 2 2 3 87 4 13 15 330
Empirical Performance of Alternative Option Pricing Models 0 1 2 197 11 15 21 512
Empirical Performance of Alternative Option Pricing Models 0 1 3 762 4 8 19 1,425
Hedge fund holdings and stock market efficiency 0 0 1 68 5 7 15 273
Informational Content of Option Volume Prior to Takeovers 1 2 2 113 3 8 10 377
Liquidity risk and hedge fund ownership 0 0 0 27 0 0 2 154
Pricing and Hedging Long-Term Options 1 1 2 380 6 9 13 1,101
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 5 14 16 6,397
Total Working Papers 5 8 16 2,654 42 83 123 12,145

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 6 9 14 249
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 0 75 0 2 5 294
Can hedge funds time market liquidity? 0 0 1 42 3 6 8 319
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 2 3 6 237
Determinants of S&P 500 index option returns 0 0 1 74 3 3 4 263
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 3 12 13 698
Do mutual fund managers time market liquidity? 0 0 0 26 3 6 6 124
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations 0 0 0 21 1 2 2 103
Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange 0 0 0 16 2 2 4 146
Empirical Performance of Alternative Option Pricing Models 2 3 6 324 8 28 51 994
Evolution of Transitory Volatility over the Week 0 0 0 37 0 1 2 194
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 16 24 37 1,431
Informational Content of Option Volume Prior to Takeovers 0 1 3 181 3 9 20 708
Nonlinear Time-Series Analysis of Stock Volatilities 0 0 2 301 3 4 6 767
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 0 0 0 48 8 17 18 222
Price Discovery without Trading: Evidence from the Nasdaq Preopening 0 1 5 69 4 7 17 261
Pricing and hedging long-term options 0 0 4 180 8 10 22 444
Share repurchase tender offers and bid-ask spreads 0 0 0 48 2 3 7 176
The information content of option-implied volatility for credit default swap valuation 0 0 3 84 3 4 13 370
Tick Size, Spread, and Volume 0 0 1 78 3 8 9 202
Total Journal Articles 2 5 28 1,760 81 160 264 8,202

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Statistics updated 2026-02-12