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Rural industrial location : the impact of firm size

Ambrose, Brent William - In: The journal of real estate research 8 (1993) 3, pp. 387-399

Persistent link: https://www.econbiz.de/10001159918

An empirical analysis of home equity loan and line performance

Agarwal, Sumit; Ambrose, Brent William; Chomsisengphet, … - In: Journal of financial intermediation 15 (2006) 4, pp. 444-469

Persistent link: https://www.econbiz.de/10003395879

Reassessing Taylor rules using improved housing rent data

Ambrose, Brent William; Coulson, N. Edward; Yoshida, Jiro - In: Journal of macroeconomics 56 (2018), pp. 243-257

Persistent link: https://www.econbiz.de/10012127680

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

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

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

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