Jie (Jay) CAO
Jie (Jay) CAO
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Peer effects of corporate social responsibility
J Cao, H Liang, X Zhan
Management Science 65 (12), 5487-5503, 2019
Cross section of option returns and idiosyncratic stock volatility
J Cao, B Han
Journal of Financial Economics 108 (1), 231-249, 2013
Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
J Cao, B Han
Journal of Banking & Finance 73, 1-15, 2016
Option Return Predictability
X Zhan, B Han, J Cao, Q Tong
The Review of Financial Studies 35 (3), 1394-1442, 2022
ESG preference, institutional trading, and stock return patterns
J Cao, S Titman, X Zhan, W Zhang
National Bureau of Economic Research, 2020
Alliances and return predictability
J Cao, T Chordia, C Lin
Journal of Financial and Quantitative Analysis 51 (5), 1689-1717, 2016
Institutional investment constraints and stock prices
J Cao, B Han, Q Wang
Why Does Volatility Uncertainty Predict Equity Option Returns?
J Cao, A Vasquez, X Xiao, X Zhan
Available at SSRN 3178263, 2022
Implied volatility changes and corporate bond returns
J Cao, A Goyal, X Xiao, X Zhan
Management Science, 2022
International diversification through iShares and their rivals
J Cao, R Fu, Y Jin
Journal of Risk 19, 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
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
Options trading and stock price informativeness
J Cao, A Goyal, S Ke, X Zhan
Swiss Finance Institute Research Paper, 2022
Options trading and corporate debt structure
J Cao, MG Hertzel, J Xu, X Zhan
Available at SSRN 3520403, 2022
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
Smart Beta,'Smarter'Flows
J Cao, JC Hsu, Z Xiao, X Zhan
Carbon emissions, institutional trading, and the liquidity of corporate bonds
J Cao, Y Li, X Zhan, WE Zhang, L Zhou
Institutional Trading, and the Liquidity of Corporate Bonds (July 6, 2021), 2021
Unlocking ESG Premium from Options
J Cao, A Goyal, X Zhan, WE Zhang
Swiss Finance Institute Research Paper, 2022
On empirical likelihood option pricing
X Zhong, J Cao, Y Jin, W Zheng
Journal of Risk 19 (5), 2017
Option Price Implied Information and REIT Returns
J Cao, B Han, L Song, X Zhan
Rotman School of Management Working Paper, 2022
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