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 2 527 1 10 12 1,577
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 2 3 87 1 9 16 331
Empirical Performance of Alternative Option Pricing Models 0 1 2 197 12 26 31 524
Empirical Performance of Alternative Option Pricing Models 0 1 3 762 2 10 19 1,427
Hedge fund holdings and stock market efficiency 1 1 2 69 3 10 14 276
Informational Content of Option Volume Prior to Takeovers 0 2 2 113 0 7 9 377
Liquidity risk and hedge fund ownership 0 0 0 27 2 2 4 156
Pricing and Hedging Long-Term Options 0 1 2 380 0 6 12 1,101
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 4 13 19 6,401
Total Working Papers 1 9 16 2,655 25 93 136 12,170

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 2 11 15 251
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 0 75 0 0 5 294
Can hedge funds time market liquidity? 0 0 1 42 4 8 12 323
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 0 3 6 237
Determinants of S&P 500 index option returns 0 0 1 74 0 3 4 263
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 0 9 13 698
Do mutual fund managers time market liquidity? 0 0 0 26 1 5 7 125
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations 0 0 0 21 2 4 4 105
Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange 0 0 0 16 0 2 4 146
Empirical Performance of Alternative Option Pricing Models 2 5 8 326 3 22 50 997
Evolution of Transitory Volatility over the Week 0 0 0 37 2 2 4 196
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 4 21 39 1,435
Informational Content of Option Volume Prior to Takeovers 0 1 2 181 0 8 19 708
Nonlinear Time-Series Analysis of Stock Volatilities 0 0 1 301 0 4 5 767
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 0 0 0 48 8 17 26 230
Price Discovery without Trading: Evidence from the Nasdaq Preopening 1 1 6 70 2 7 19 263
Pricing and hedging long-term options 0 0 4 180 1 9 23 445
Share repurchase tender offers and bid-ask spreads 0 0 0 48 0 2 7 176
The information content of option-implied volatility for credit default swap valuation 0 0 3 84 4 8 16 374
Tick Size, Spread, and Volume 0 0 1 78 0 5 9 202
Total Journal Articles 3 7 29 1,763 33 150 287 8,235

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Statistics updated 2026-03-04