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 3 528 4 6 17 1,582
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 3 87 1 3 18 333
Empirical Performance of Alternative Option Pricing Models 0 0 2 762 15 18 33 1,443
Empirical Performance of Alternative Option Pricing Models 0 0 2 197 11 28 45 540
Hedge fund holdings and stock market efficiency 1 2 2 70 2 8 17 281
Informational Content of Option Volume Prior to Takeovers 0 0 2 113 2 4 13 381
Liquidity risk and hedge fund ownership 0 0 0 27 3 6 8 160
Pricing and Hedging Long-Term Options 0 0 2 380 2 2 14 1,103
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 3 9 24 6,406
Total Working Papers 2 3 16 2,657 43 84 189 12,229

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 5 17 254
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 0 75 1 1 6 295
Can hedge funds time market liquidity? 0 0 1 42 4 10 18 329
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 1 1 6 238
Determinants of S&P 500 index option returns 0 0 1 74 1 1 5 264
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 5 5 18 703
Do mutual fund managers time market liquidity? 0 0 0 26 5 7 13 131
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations 0 0 0 21 4 8 10 111
Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange 0 0 0 16 0 0 3 146
Empirical Performance of Alternative Option Pricing Models 0 3 8 327 12 21 67 1,015
Evolution of Transitory Volatility over the Week 0 0 0 37 2 4 6 198
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 2 6 40 1,437
Informational Content of Option Volume Prior to Takeovers 0 1 3 182 6 7 24 715
Nonlinear Time-Series Analysis of Stock Volatilities 0 0 1 301 0 1 6 768
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 0 1 1 49 4 14 32 236
Price Discovery without Trading: Evidence from the Nasdaq Preopening 0 2 6 71 4 9 23 270
Pricing and hedging long-term options 0 0 3 180 0 3 23 447
Share repurchase tender offers and bid-ask spreads 0 0 0 48 1 1 8 177
The information content of option-implied volatility for credit default swap valuation 0 0 3 84 3 7 18 377
Tick Size, Spread, and Volume 0 0 0 78 2 2 10 204
Total Journal Articles 0 7 29 1,767 60 113 353 8,315

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Statistics updated 2026-05-06