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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
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The information content of option-implied volatility for credit default swap valuation
Cao, Charles Q.; Yu, Fan; Zhong, Zhaodong - In: Journal of financial markets 13 (2010) 3, pp. 321-343
Persistent link: https://www.econbiz.de/10009261316
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Liquidity risk and hedge fund ownership
Cao, Charles Q.; Petrasek, Lubomir - 2011
Persistent link: https://www.econbiz.de/10009406442
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Can hedge funds time market liquidity?
Cao, Charles Q.; Chen, Yong; Liang, Bing; Lo, Andrew W. - In: Journal of financial economics 109 (2013) 2, pp. 493-516
Persistent link: https://www.econbiz.de/10009784174
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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
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Hedge fund holdings and stock market efficiency
Cao, Charles Q.; Liang, Bing; Lo, Andrew W.; Petrasek, … - 2014
Persistent link: https://www.econbiz.de/10010433420
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Pricing credit default swaps with option-implied volatility
Cao, Charles Q.; Yu, Fan; Zhong, Zhaodong - In: Financial analysts' journal : FAJ 67 (2011) 4, pp. 67-76
Persistent link: https://www.econbiz.de/10009272131
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The information content of an open limit-order book
Cao, Charles Q.; Hansch, Oliver; Wang, Xiaoxin - In: The journal of futures markets 29 (2009) 1, pp. 16-41
Persistent link: https://www.econbiz.de/10003826609
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Is investor misreaction economically significant? : Evidence from short- and long-term S&P 500 index options
Cao, Charles Q.; Li, Haitao; Yu, Fan - In: The journal of futures markets 25 (2005) 8, pp. 717-752
Persistent link: https://www.econbiz.de/10003012118