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 3 521 0 0 9 1,557
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 3 81 0 1 15 295
Empirical Performance of Alternative Option Pricing Models 0 0 2 194 0 1 16 470
Empirical Performance of Alternative Option Pricing Models 0 1 2 752 3 7 27 1,330
Hedge fund holdings and stock market efficiency 0 1 4 60 2 6 27 164
Informational Content of Option Volume Prior to Takeovers 0 0 0 109 1 1 8 350
Liquidity risk and hedge fund ownership 0 0 1 26 0 2 8 143
Pricing and Hedging Long-Term Options 0 1 1 373 0 1 9 1,062
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 3 483 58 154 336 5,963
Total Working Papers 0 3 19 2,599 64 173 455 11,334


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 1 2 4 76 1 3 13 210
Can Growth Options Explain the Trend in Idiosyncratic Risk? 1 1 5 66 1 4 29 260
Can hedge funds time market liquidity? 0 0 5 33 2 4 22 157
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 67 1 2 4 224
Determinants of S&P 500 index option returns 0 1 4 69 0 4 9 242
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 1 3 17 668
Do mutual fund managers time market liquidity? 0 0 1 23 0 0 7 101
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations 0 0 0 20 0 1 7 83
Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange 0 0 0 15 1 2 5 129
Empirical Performance of Alternative Option Pricing Models 0 1 2 298 3 9 24 833
Evolution of Transitory Volatility over the Week 0 0 4 35 1 1 5 178
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 8 20 81 1,254
Informational Content of Option Volume Prior to Takeovers 0 4 13 149 2 12 42 559
Nonlinear Time-Series Analysis of Stock Volatilities 0 1 6 291 1 4 14 692
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 0 0 0 41 0 2 10 187
Price Discovery without Trading: Evidence from the Nasdaq Preopening 0 0 0 52 0 0 7 211
Pricing and hedging long-term options 1 1 2 159 1 3 10 369
Share repurchase tender offers and bid-ask spreads 0 0 0 46 0 0 4 156
The information content of option-implied volatility for credit default swap valuation 0 2 5 72 1 6 15 321
Tick Size, Spread, and Volume 0 1 2 74 0 3 6 185
Total Journal Articles 3 14 53 1,588 24 83 331 7,019


Statistics updated 2021-01-03