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The information content of an open limit-order book
Cao, Charles; Hansch, Oliver; Wang, Xiaoxin - In: The journal of futures markets 29 (2009) 1, pp. 16-41
Persistent link: https://www.econbiz.de/10008161648
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Determinants of S&P 500 index option returns
Cao, Charles; Huang, Jing-Zhi - In: Review of derivatives research 10 (2007) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10007905386
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Can Growth Options Explain the Trend in Idiosyncratic Risk?
Cao, Charles; Simin, Timothy; Zhao, Jing - In: The review of financial studies 21 (2013) 6, pp. 2599-2598
Persistent link: https://www.econbiz.de/10010114005
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Can hedge funds time market liquidity?
Cao, Charles; Chen, Yong; Liang, Bing; Lo, Andrew W. - In: Journal of financial economics 109 (2013) 2, pp. 493-516
Persistent link: https://www.econbiz.de/10010133856
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The Review of Financial Studies - Do Call Prices and the Underlying Stock Always Move in the Same Direction?
Bakshi, Gurdip S.; Cao, Charles; Chen, Zhiwu - In: The review of financial studies 13 (2000) 3, pp. 549-584
Persistent link: https://www.econbiz.de/10007049225
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An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility
Cao, Charles; Chang, Eric C.; Wang, Ying - In: Journal of banking & finance 32 (2008) 10, pp. 2111-2123
Persistent link: https://www.econbiz.de/10008099628
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ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET
Cao, Charles; Hansch, Oliver; Wang, Xiaoxin - In: The journal of financial research : a publ. of the … 31 (2008) 2, pp. 113-140
Persistent link: https://www.econbiz.de/10008055472
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Is investor misreaction economically significant? Evidence from short- and long-term S&P 500 index options
Cao, Charles; Li, Haitao; Yu, Fan - In: The journal of futures markets 25 (2005) 8, pp. 717-752
Persistent link: https://www.econbiz.de/10007781496
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Derivatives do affect mutual fund returns: Evidence from the financial crisis of 1998
Cao, Charles; Ghysels, Eric; Hatheway, Frank - In: The journal of futures markets 31 (2011) 7, pp. 629-659
Persistent link: https://www.econbiz.de/10008932410
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An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility
Cao, Charles; Chang, Eric C.; Wang, Ying - In: Journal of banking & finance 32 (2008) 10, pp. 2111-2124
Persistent link: https://www.econbiz.de/10008897702