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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
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Can growth options explain the trend in idiosyncratic risk?
Cao, Charles Q.; Simin, Timothy T.; Zhao, Jing - In: The review of financial studies 21 (2008) 6, pp. 2599-2633
Persistent link: https://www.econbiz.de/10003805096
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Do mutual fund managers time market liquidity?
Cao, Charles Q.; Simin, Timothy T.; Wang, Ying - In: Journal of financial markets 16 (2013) 2, pp. 279-307
Persistent link: https://www.econbiz.de/10009750786
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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
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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
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Order placement strategies in a pure limit order book market
Cao, Charles Q.; Hansch, Oliver; Wang, Xiaoxin - In: The journal of financial research 31 (2008) 2, pp. 113-140
Persistent link: https://www.econbiz.de/10003757325
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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
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Liquidity consequences of lockup expirations
Cao, Charles Q.; Casares Field, Laura; Hanka, Gordon - In: International finance and monetary policy, (pp. 229-260). 2006
Persistent link: https://www.econbiz.de/10003459617
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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
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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