Similar Search Results

The decline of informed trading in the equity and options markets

Cao, Charles Q.; Gempesaw, David; Simin, Timothy T. - In: The journal of alternative investments 21 (2018) 2, pp. 16-29

Persistent link: https://www.econbiz.de/10011966305

Predicting the equity premium with the implied volatility spread

Cao, Charles Q.; Simin, Timothy T.; Xiao, Han - In: Journal of financial markets 51 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10013536200

Predicting the equity premium with the implied volatility spread

Cao, Charles Q.; Simin, Timothy T.; Xiao, Han - 2024

Persistent link: https://www.econbiz.de/10015045592

The Decline of Informed Trading in the Equity and Options Markets

Cao, Charles - 2019

Reliable excess returns from active portfolio management derive from informed trading. We investigate the information content of informed trading in the equity market and the options market. We find that informed equity trading and options trading are positively correlated in the time-series,...

Persistent link: https://www.econbiz.de/10012899994

An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility

Cao, Charles Q.; Chang, Eric Chieh; Wang, Ying - In: Journal of banking & finance 32 (2008) 10, pp. 2111-2123

Persistent link: https://www.econbiz.de/10003778645

Determinants of S&P 500 index option returns

Cao, Charles Q.; Huang, Jing-Zhi - In: Review of derivatives research 10 (2007) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10003705840

Derivatives do affect mutual fund returns : evidence from the financial crisis of 1998

Cao, Charles Q.; Ghysels, Eric; Hatheway, Frank - In: The journal of futures markets 31 (2011) 7, pp. 629-658

Persistent link: https://www.econbiz.de/10009009214

Liquidity risk in stock returns : an event-study perspective

Cao, Charles Q.; Petrasek, Lubomir - In: Journal of banking & finance 45 (2014), pp. 72-83

Persistent link: https://www.econbiz.de/10010466646

Assessing models of individual equity option prices

Bakshi, Gurdip S.; Cao, Charles Q.; Zhong, Zhaodong - In: Review of quantitative finance and accounting 57 (2021) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10012549885

Real estate risk and hedge fund returns

Ambrose, Brent William; Cao, Charles Q.; D'Lima, Walter - In: The journal of real estate finance and economics 52 (2016) 3, pp. 197-225

Persistent link: https://www.econbiz.de/10011591657