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 2 526 5 6 8 1,572
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 1 1 85 4 10 12 326
Empirical Performance of Alternative Option Pricing Models 1 1 2 197 3 4 10 501
Empirical Performance of Alternative Option Pricing Models 1 1 3 762 4 6 15 1,421
Hedge fund holdings and stock market efficiency 0 0 1 68 2 2 11 268
Informational Content of Option Volume Prior to Takeovers 1 1 2 112 4 5 8 374
Liquidity risk and hedge fund ownership 0 0 0 27 0 0 3 154
Pricing and Hedging Long-Term Options 0 0 1 379 0 4 7 1,095
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 4 10 11 6,392
Total Working Papers 3 4 12 2,649 26 47 85 12,103

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 3 3 9 243
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 0 75 0 3 6 294
Can hedge funds time market liquidity? 0 0 1 42 1 3 5 316
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 1 2 4 235
Determinants of S&P 500 index option returns 0 0 1 74 0 0 1 260
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 6 9 12 695
Do mutual fund managers time market liquidity? 0 0 0 26 1 3 3 121
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations 0 0 0 21 1 1 2 102
Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange 0 0 0 16 0 1 2 144
Empirical Performance of Alternative Option Pricing Models 1 2 5 322 11 24 46 986
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 1 16 21 1,415
Informational Content of Option Volume Prior to Takeovers 1 1 3 181 5 11 19 705
Nonlinear Time-Series Analysis of Stock Volatilities 0 0 2 301 1 1 3 764
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 0 0 0 48 1 10 10 214
Price Discovery without Trading: Evidence from the Nasdaq Preopening 0 3 5 69 1 5 14 257
Pricing and hedging long-term options 0 0 5 180 0 3 15 436
Share repurchase tender offers and bid-ask spreads 0 0 0 48 0 3 5 174
The information content of option-implied volatility for credit default swap valuation 0 0 3 84 1 3 11 367
Tick Size, Spread, and Volume 0 0 1 78 2 5 6 199
Total Journal Articles 2 6 28 1,758 36 107 196 8,121

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Statistics updated 2026-01-09