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 3 526 1 1 3 1,566
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 1 84 1 1 3 316
Empirical Performance of Alternative Option Pricing Models 1 1 3 761 2 4 10 1,414
Empirical Performance of Alternative Option Pricing Models 1 1 2 196 1 2 11 497
Hedge fund holdings and stock market efficiency 0 0 1 68 0 0 8 264
Informational Content of Option Volume Prior to Takeovers 0 0 1 111 0 1 4 369
Liquidity risk and hedge fund ownership 0 0 0 27 1 1 2 153
Pricing and Hedging Long-Term Options 0 1 3 379 0 2 5 1,091
Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening 0 0 0 493 0 0 1 6,382
Total Working Papers 3 4 14 2,645 6 12 47 12,052

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 0 83 0 1 7 238
Can Growth Options Explain the Trend in Idiosyncratic Risk? 0 0 0 75 0 0 1 289
Can hedge funds time market liquidity? 0 1 2 42 0 2 4 313
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities 0 0 0 69 0 1 2 233
Determinants of S&P 500 index option returns 0 0 2 73 0 0 2 259
Do Call Prices and the Underlying Stock Always Move in the Same Direction? 0 0 0 2 0 0 4 685
Do mutual fund managers time market liquidity? 0 0 0 26 0 0 0 118
Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations 0 0 0 21 0 0 3 101
Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange 0 0 0 16 0 0 2 143
Empirical Performance of Alternative Option Pricing Models 0 0 5 319 4 10 30 958
Evolution of Transitory Volatility over the Week 0 0 0 37 0 0 1 192
Inequality Constraints in the Univariate GARCH Model 0 0 0 0 1 2 7 1,399
Informational Content of Option Volume Prior to Takeovers 0 1 5 180 1 3 11 694
Nonlinear Time-Series Analysis of Stock Volatilities 0 0 2 300 0 0 2 762
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET 0 0 1 48 0 0 1 204
Price Discovery without Trading: Evidence from the Nasdaq Preopening 0 1 4 66 1 3 10 250
Pricing and hedging long-term options 0 2 5 179 0 5 11 429
Share repurchase tender offers and bid-ask spreads 0 0 0 48 1 1 1 170
The information content of option-implied volatility for credit default swap valuation 0 1 1 82 0 2 7 361
Tick Size, Spread, and Volume 0 0 1 78 0 0 1 194
Total Journal Articles 0 6 28 1,744 8 30 107 7,992

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Statistics updated 2025-08-05