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Hao, Jia's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,196 |
Total
Citations
16 |
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1.
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Ex-Dividend Arbitrage in Option Markets
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Hao, Jia
Wayne State University - Department of Finance Kalay, Avner
Tel Aviv University - Faculty of Management Mayhew, Stewart
Cornerstone Research
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Posted:
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02 Nov 06
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Last Revised:
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29 Jul 10
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743
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3
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Hao, Jia
Wayne State University - Department of Finance Kalay, Avner
Tel Aviv University - Faculty of Management Mayhew, Stewart
Cornerstone Research
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0
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G13, G14, G18
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Hao, Jia
Wayne State University - Department of Finance Kalay, Avner
Tel Aviv University - Faculty of Management Mayhew, Stewart
Cornerstone Research
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743
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3
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Arbitrage, option market, Ex-dividend
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2.
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Gao, Pengjie
University of Notre Dame - Mendoza College of Business Hao, Jia
Wayne State University - Department of Finance Kalcheva, Ivalina
University of Arizona - Department of Finance Ma, Tongshu
Binghamton University
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09 Oct 06
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Last Revised:
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11 Jul 12
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431
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Short sale; Weekend effect; Hong Kong Stock Exchange
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3.
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Bessembinder, Hendrik
University of Utah - Department of Finance Hao, Jia
Wayne State University - Department of Finance Lemmon, Michael L.
University of Utah - Department of Finance
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409
(33,173)
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9
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designated market maker, affirmative obligation, information asymmetry
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4.
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Cardella, Laura
Texas Tech University Hao, Jia
Wayne State University - Department of Finance Kalcheva, Ivalina
University of Arizona - Department of Finance
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28 Jul 10
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Last Revised:
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11 Jan 13
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324
(44,028)
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1
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automation, electronic trading, computerized trading, human intermediation
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5.
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Gao, Pengjie
University of Notre Dame - Mendoza College of Business Hao, Jia
Wayne State University - Department of Finance Kalcheva, Ivalina
University of Arizona - Department of Finance Ma, Tongshu
Binghamton University
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20 Nov 10
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Last Revised:
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04 Mar 11
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168
(88,402)
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1
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short-selling, uptick rule, market quality, liquidity, volatility
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6.
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Cardella, Laura
Texas Tech University Hao, Jia
Wayne State University - Department of Finance Kalcheva, Ivalina
University of Arizona - Department of Finance
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20 Sep 12
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Last Revised:
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29 Apr 13
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74
(166,615)
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make-and-take fee pricing model, make rebate fee, take access fee
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7.
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Bessembinder, Hendrik
University of Utah - Department of Finance Hao, Jia
Wayne State University - Department of Finance Zheng, Kuncheng (K.C.)
University of Michigan
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17 Aug 12
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Last Revised:
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21 Oct 12
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47
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1
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designated market maker, affirmative obligation, information asymmetry, firm value
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Records 1 -
7
of 7 matches
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