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Informational content of option volume prior to takeovers

Cao, Charles Q.; Chen, Zhiwu; Griffin, John M. - In: The journal of business : B 78 (2005) 3, pp. 1073-1109

Persistent link: https://www.econbiz.de/10003051100

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

Empirical performance of alternative option pricing models

Bakshi, Gurdip S. - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 2003-2049

Persistent link: https://www.econbiz.de/10001232333

Volatility of the stochastic discount factor, and the distinction between risk-neutral and objective probability measures

Bakshi, Gurdip S. (contributor); Chen, Zhiwu (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002569963

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

Is investor misreaction economically significant? : Evidence from short- and long-term S&P 500 index options

Cao, Charles Q.; Li, Haitao; Yu, Fan - In: The journal of futures markets 25 (2005) 8, pp. 717-752

Persistent link: https://www.econbiz.de/10003012118

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

Information Choice, Uncertainty, and Expected Returns

Cao, Charles Q.; Gempesaw, David; Simin, Timothy T. - 2023

We investigate how information choices impact equity returns and risk. Building on an existing theoretical model of information and investment choice, we estimate a learning index that reflects the expected benefits of learning about an asset. High learning index stocks have lower future returns...

Persistent link: https://www.econbiz.de/10014355075

Liquidity consequences of lockup expirations

Cao, Charles Q.; Casares Field, Laura; Hanka, Gordon - In: International finance and monetary policy, (pp. 229-260). 2006

Persistent link: https://www.econbiz.de/10003459617

Determinants of S&P 500 index option returns

Cao, Charles Q.; Huang, Jing-Zhi - In: Review of derivatives research 10 (2007) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10003705840