Access Statistics for Jie 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
ESG Preference, Institutional Trading, and Stock Return Patterns 0 1 5 132 2 4 29 395
Implied Volatility Changes and Corporate Bond Returns 0 0 3 37 0 1 20 135
Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market 0 1 3 8 3 6 25 36
Option Trading and Stock Price Informativeness 0 0 1 36 1 3 16 134
Unlocking ESG Premium from Options 1 1 3 33 2 3 13 98
Total Working Papers 1 3 15 246 8 17 103 798


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A conditional factor model for real estate investment trusts returns 0 0 0 0 1 1 1 1
Alliances and Return Predictability 0 0 2 20 0 2 10 87
Beyond Green: Impacts of Green Bond Issuance on Conventional Bonds in China 0 0 0 0 1 3 9 9
Carbon Emissions, Mutual Fund Trading, and the Liquidity of Corporate Bonds 0 0 1 1 4 9 20 20
Cross section of option returns and idiosyncratic stock volatility 0 0 2 188 2 9 34 603
ESG Preference, Institutional Trading, and Stock Return Patterns 1 1 5 21 3 10 33 80
Greenness in the Eye of Bond Short Sellers 0 0 0 0 1 5 5 5
Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns 0 0 0 17 0 2 20 181
Implied Volatility Changes and Corporate Bond Returns 0 0 3 8 2 4 25 48
Institutional Investment Constraints and Stock Prices 0 0 0 12 0 0 3 42
International diversification through iShares and their rivals 1 1 1 2 1 1 6 7
On empirical likelihood option pricing 0 0 0 0 0 0 6 6
Option Return Predictability 0 2 4 28 5 12 41 112
Option price implied information and REIT returns 0 0 1 4 0 1 12 28
Options Trading and Stock Price Informativeness 1 1 2 3 1 3 20 26
Peer Effects of Corporate Social Responsibility 0 0 0 139 3 12 51 505
Smart beta, “smarter” flows 0 0 1 2 0 3 25 27
The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days? 0 0 0 3 3 11 38 48
The return predictability of carbon emissions: Evidence from Hong Kong and Singapore 1 1 1 2 2 3 13 26
Why Does Volatility Uncertainty Predict Equity Option Returns? 0 0 1 12 0 1 13 49
Total Journal Articles 4 6 24 462 29 92 385 1,910


Statistics updated 2026-09-10