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Price discovery without trading : evidence from the Nasdaq preopening

Cao, Charles Q.; Ghysels, Eric; Hatheway, Frank - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1339-1365

Persistent link: https://www.econbiz.de/10001497604

Do call prices and the underlying stock always move in the same direction?

Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: The review of financial studies 13 (2000) 3, pp. 549-584

Persistent link: https://www.econbiz.de/10001499744

Evolution of transitory volatility over the week

Cao, Charles Q.; Cho̕e, Hyuk - In: Annals of economics and finance 1 (2000) 1, pp. 49-77

Persistent link: https://www.econbiz.de/10001731826

Hedge funds and stock price formation

Cao, Charles Q.; Chen, Yong; Goetzmann, William N.; … - In: Financial analysts' journal : FAJ 74 (2018) 3, pp. 54-68

Persistent link: https://www.econbiz.de/10011972762

Hedge Funds and Stock Price Formation

Cao, Charles Q. - 2018

Using comprehensive quarterly data on hedge fund stock holdings, we study the role of hedge funds in the process of stock price formation. We find that hedge funds tend to hold undervalued stocks, and that both hedge fund ownership and their trades are positively related to the degree of stock...

Persistent link: https://www.econbiz.de/10012940152

The information value of M&A press releases

Cao, Yang; Kiesel, Florian; Leung, Henry - In: The journal of corporate finance : contracting, … 82 (2023), pp. 1-28

Persistent link: https://www.econbiz.de/10014434971

Messages in online stock forums and stock price synchronicity : evidence from China

Huang, Can; Cao, Yuqiang; Lu, Meiting; Shan, Yaowen; … - In: Accounting and finance 63 (2023) 3, pp. 3011-3041

Persistent link: https://www.econbiz.de/10014375222

Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?

Wang, Lu; Wu, Jiangbin; Cao, Yang; Hong, Yanran - In: Energy economics 111 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013349997

Local FinTech development and stock price crash risk

Wang, Xinyue; Cao, Yuqiang; Feng, Zhuoan; Lu, Meiting; … - In: Finance research letters 53 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014472439

Broadband infrastructure and stock price crash risk : evidence from a quasi-natural experiment

Chen, Zhiwu; Cao, Yuqiang; Feng, Zhuoan; Lu, Meiting; … - In: Finance research letters 58 (2023) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10014584781