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Alliances and Return Predictab...
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1
Alliances and return predictability
Cao, Jie Jay
;
Chordia, Tarun
;
Chen, Lin
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1689-1717
Persistent link: https://www.econbiz.de/10011665177
Saved in:
2
The calendar effects of the idiosyncratic volatility puzzle : a tale of two days?
Cao, Jie Jay
;
Chordia, Tarun
;
Zhan, Xintong
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7866-7887
Persistent link: https://www.econbiz.de/10012815780
Saved in:
3
Option return predictability
Zhan, Xintong (Eunice)
;
Han, Bing
;
Cao, Jie Jay
;
Tong, Qing
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1394-1442
Persistent link: https://www.econbiz.de/10012878994
Saved in:
4
ESG preference, institutional trading, and stock return patterns
Cao, Jie Jay
;
Titman, Sheridan
;
Zhan, Xintong (Eunice)
; …
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 1843-1877
Persistent link: https://www.econbiz.de/10014365138
Saved in:
5
International diversification through iShares and their rivals
Cao, Jie Jay
;
Fu, Rao
;
Jin, Yong
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 25-55
Persistent link: https://www.econbiz.de/10011689719
Saved in:
6
Institutional investment constraints and stock prices
Cao, Jie Jay
;
Han, Bing
;
Wang, Qinghai
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 465-489
Persistent link: https://www.econbiz.de/10011742051
Saved in:
7
Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
Cao, Jie Jay
;
Han, Bing
- In:
Journal of banking & finance
73
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011635615
Saved in:
8
Peer effects of corporate social responsibility
Cao, Jie Jay
;
Liang, Hao
;
Zhan, Xintong
- In:
Management science : journal of the Institute for …
65
(
2019
)
12
,
pp. 5487-5503
Persistent link: https://www.econbiz.de/10012146669
Saved in:
9
The return predictability of carbon emissions : evidence from Hong Kong and Singapore
Cao, Jie Jay
;
Zhan, Xintong (Eunice)
;
Zhang, Weiming …
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463367
Saved in:
10
Option price implied information and REIT returns
Cao, Jie Jay
;
Han, Bing
;
Song, Linjia
;
Zhan, Xintong …
- In:
Journal of empirical finance
71
(
2023
),
pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
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