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 2 528 0 0 16 1,582
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 3 87 0 0 17 333
Empirical Performance of Alternative Option Pricing Models 0 2 3 764 0 7 36 1,450
Empirical Performance of Alternative Option Pricing Models 0 0 1 197 0 3 46 543
Hedge fund holdings and stock market efficiency 0 0 2 70 0 1 18 282
Informational Content of Option Volume Prior to Takeovers 0 0 2 113 1 6 18 387
Liquidity risk and hedge fund ownership 0 0 0 27 0 1 8 161
Pricing and Hedging Long-Term Options 0 0 1 380 0 0 12 1,103
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 1 1 25 6,407
Total Working Papers 0 2 14 2,659 2 19 196 12,248

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 0 2 18 256
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 0 75 1 5 11 300
Can hedge funds time market liquidity? 0 0 0 42 0 1 17 330
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 0 0 5 238
Determinants of S&P 500 index option returns 0 1 2 75 2 3 8 267
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 0 1 19 704
Do mutual fund managers time market liquidity? 0 0 0 26 0 0 13 131
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations 0 0 0 21 2 16 26 127
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 1 3 11 330 2 12 69 1,027
Evolution of Transitory Volatility over the Week 0 0 0 37 1 1 7 199
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 2 5 43 1,442
Informational Content of Option Volume Prior to Takeovers 0 0 2 182 1 7 28 722
Nonlinear Time-Series Analysis of Stock Volatilities 0 0 1 301 0 0 6 768
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 1 1 2 50 2 3 35 239
Price Discovery without Trading: Evidence from the Nasdaq Preopening 2 2 7 73 3 6 26 276
Pricing and hedging long-term options 0 0 1 180 0 3 21 450
Share repurchase tender offers and bid-ask spreads 0 0 0 48 0 0 7 177
The information content of option-implied volatility for credit default swap valuation 0 0 2 84 0 1 17 378
Tick Size, Spread, and Volume 0 1 1 79 0 1 11 205
Total Journal Articles 4 8 31 1,775 16 67 390 8,382

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Statistics updated 2026-08-07