フォロー
Jie (Jay) CAO
Jie (Jay) CAO
The Hong Kong Polytechnic University
確認したメール アドレス: polyu.edu.hk - ホームページ
タイトル
引用先
引用先
年
Peer effects of corporate social responsibility
J Cao, H Liang, X Zhan
Management Science 65 (12), 5487-5503, 2019
4432019
Cross section of option returns and idiosyncratic stock volatility
J Cao, B Han
Journal of Financial Economics 108 (1), 231-249, 2013
2852013
ESG preference, institutional trading, and stock return patterns
J Cao, S Titman, X Zhan, W Zhang
Journal of Financial and Quantitative Analysis 58 (5), 1843-1877, 2023
154*2023
Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
J Cao, B Han
Journal of Banking & Finance 73, 1-15, 2016
1162016
Option return predictability
X Zhan, B Han, J Cao, Q Tong
The Review of Financial Studies 35 (3), 1394-1442, 2022
115*2022
Alliances and return predictability
J Cao, T Chordia, C Lin
Journal of Financial and Quantitative Analysis 51 (5), 1689-1717, 2016
692016
Institutional investment constraints and stock prices
J Cao, B Han, Q Wang
65*2004
Implied volatility changes and corporate bond returns
J Cao, A Goyal, X Xiao, X Zhan
Management Science 69 (3), 1375-1397, 2023
372023
Why Does Volatility Uncertainty Predict Equity Option Returns?
JJ Cao, A Vasquez, X Xiao, XE Zhan
The Quarterly Journal of Finance 13 (01), 2350005, 2023
36*2023
Options trading and stock price informativeness
J Cao, A Goyal, S Ke, X Zhan
Journal of Financial and Quantitative Analysis, 1-51, 2022
222022
Options trading and corporate debt structure
J Cao, MG Hertzel, J Xu, X Zhan
Available at SSRN 3520403, 2022
202022
Unlocking ESG premium from options
J Cao, A Goyal, X Zhan, WE Zhang
Swiss Finance Institute Research Paper, 2023
192023
Carbon emissions, institutional trading, and the liquidity of corporate bonds
J Cao, Y Li, X Zhan, W Zhang, L Zhou
SSRN Electronic Journal, 2021
19*2021
The calendar effects of the idiosyncratic volatility puzzle: a tale of two days?
J Cao, T Chordia, X Zhan
Management Science 67 (12), 7866-7887, 2021
162021
International diversification through iShares and their rivals
J Cao, R Fu, Y Jin
Journal of Risk 19, 2017
16*2017
Does the introduction of one derivative affect another derivative? The effect of credit default swaps trading on equity options
J Cao, Y Jin, ND Pearson, DY Tang
The Effect of Credit Default Swaps Trading on Equity Options (May 19, 2021), 2021
152021
CEO overconfidence or stock mispricing and growth? reexamining the effect of CEO option exercise behavior on corporate investment
J Cao
17th Conference on the Theories and Practices of Securities and Financial …, 2009
102009
Smart Beta,'Smarter'Flows
J Cao, JC Hsu, Z Xiao, X Zhan
7*2018
Betting against the crowd: Option trading and market risk premium
J Cao, G Li, X Zhan, G Zhou
Available at SSRN 4301015, 2022
32022
On empirical likelihood option pricing
X Zhong, J Cao, Y Jin, W Zheng
Journal of Risk 19 (5), 2017
32017
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論文 1–20