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Multi-objective private wealth allocation without subportfolios
Cai, Jun; Ge, Chenliang - In: Economic modelling 29 (2012) 3, pp. 900-907
Persistent link: https://www.econbiz.de/10009545496
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Investment financing of organizational capital
Jiang, Daniel X.; Luo, Miao; Cai, Jun - In: Asia-Pacific journal of financial studies 45 (2016) 3, pp. 343-379
Persistent link: https://www.econbiz.de/10011550777
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Investor sentiment, product features, and advertising investment sensitivities
Luo, Miao; Jiang, Daniel X.; Cai, Jun - In: Asia-Pacific journal of financial studies 43 (2014) 6, pp. 798-837
Persistent link: https://www.econbiz.de/10010476868
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Little guys, liquidity, and the informational efficiency of price : evidence from the Tokyo Stock Exchange on the effects of small investor participation
Ahn, Hee-joon; Cai, Jun; Hamao, Yasushi; Melvin, Michael - In: Pacific-Basin finance journal 29 (2014), pp. 163-181
Persistent link: https://www.econbiz.de/10010495719
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A perturbed risk model with dependence between premium rates and claim sizes
Zhou, Ming; Cai, Jun - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 382-392
Persistent link: https://www.econbiz.de/10009517555
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Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000
Ahn, Hee-joon; Cai, Jun; Chung, Jay M. - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 495-523
Persistent link: https://www.econbiz.de/10009231516
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Stock returns, order imbalances, and commonality : evidence on individual, institutional, and proprietary investors in China
Bailey, Warren; Cai, Jun; Cheung, Stephen Y. L.; Wang, … - In: Journal of banking & finance 33 (2009) 1, pp. 9-19
Persistent link: https://www.econbiz.de/10003802936
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Explaining country and cross-border liquidity commonality in international equity markets
Zhang, Zheng; Cai, Jun; Cheung, Stephen Y. L. - In: The journal of futures markets 29 (2009) 7, pp. 630-652
Persistent link: https://www.econbiz.de/10003842932
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'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow
Cai, Jun; Cheung, Stephen Y. L.; Lee, Raymond Siu-kuen; … - In: Foreign exchange markets, (pp. 180-200). 2005
Persistent link: https://www.econbiz.de/10003290903
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Price clustering on the limit-order book : evidence from the stock exchange of Hong Kong
Ahn, Hee-joon; Cai, Jun; Cheung, Stephen Y. L. - In: Journal of financial markets 8 (2005) 4, pp. 421-451
Persistent link: https://www.econbiz.de/10003177625