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Cao, Charles


 SSRN Author Rank: 3,132 by Downloads
 Professor of Finance
 

Pennsylvania State University


 Department of Finance
 Smeal College of Business
 University Park, PA 16802
 United States
 814-865-7891 (Phone)
 814-865-3362 (Fax)
 HOME PAGE: http://www.personal.psu.edu/qxc2/cao.html
 email address

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. Cao, Charles's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,659
Total
Citations
206
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Informational Content of an Open Limit Order Book | Show Abstract | Download This Paper |
AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 4311
Number of Pages in PDF File: 38
Cao, Charles
Pennsylvania State University
Hansch, Oliver
Pennsylvania State University
Wang Beardsley, Xiaoxin
Southern Illinois University
Posted:
19 Jul 04
1,396
(7,141)
38

2.  
Can Hedge Funds Time Market Liquidity? | Show Abstract | Download This Paper |
Journal of Financial Economics (JFE), Forthcoming, AFA 2013 San Diego Meetings Paper
Number of Pages in PDF File: 55
Cao, Charles
Pennsylvania State University
Chen, Yong
Texas A&M University - Department of Finance
Liang, Bing
University of Massachusetts Amherst - Department of Finance & Operations Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
22 Jan 10
Last Revised:
18 Feb 15
1,284
(8,220)
21

3.  
The Information Content of Option-Implied Volatility for Credit Default Swap Valuation | Show Abstract | Download This Paper |
FDIC Center for Financial Research, Working Paper No. 2007-08
Number of Pages in PDF File: 38
Cao, Charles
Pennsylvania State University
Zhong, Zhaodong
Rutgers University
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
11 Mar 06
Last Revised:
15 Nov 12
1,115
(10,367)
40

4.   Incl. Electronic Paper
Cao, Charles
Pennsylvania State University
Field, Laura Casares
Pennsylvania State University - Smeal College of Business
Hanka, Gordon R.
University of Texas at Austin - Department of Finance
Posted:
27 Apr 03
843
(15,977)
21

5.  
Informational Content of Option Volume Prior to Takeovers | Show Abstract | Download This Paper |
Yale SOM Working Paper No. ES-31
Number of Pages in PDF File: 58
Cao, Charles
Pennsylvania State University
Griffin, John M.
University of Texas at Austin - Department of Finance
Chen, Zhiwu
Yale University - International Center for Finance
Posted:
27 Oct 03
722
(20,018)
72

6.  
Do Mutual Fund Managers Time Market Liquidity? | Show Abstract | Download This Paper |
Journal of Financial Markets, Vol. 16, Iss. 2, Pg 279–307, 2013
Number of Pages in PDF File: 43
Cao, Charles
Pennsylvania State University
Simin, Timothy T.
Pennsylvania State University
Wang, Ying
State University of New York at Albany - School of Business
Posted:
03 Jul 09
Last Revised:
03 Oct 13
492
(33,906)
3

7.  
An Empirical Analysis of the Dynamic Relationship between Mutual Fund Flow and Market Return Volatility | Show Abstract | Download This Paper |
Journal of Banking and Finance, Vol. 32, No. 10, pp. 2111-2123, 2008
Number of Pages in PDF File: 40
Cao, Charles
Pennsylvania State University
Chang, Eric C.
University of Hong Kong - School of Business
Wang, Ying
State University of New York at Albany - School of Business
Posted:
10 Nov 08
413
(42,404)
6

8.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Cao, Charles
Pennsylvania State University
Zhong, Zhaodong
Rutgers University
Posted:
11 Apr 12
236
(81,226)
2

9.  
Cao, Charles
Pennsylvania State University
Rapach, David
Saint Louis University - John Cook School of Business
Zhou, Guofu
Washington University in St. Louis - Olin School of Business
Posted:
18 Aug 13
Last Revised:
24 Feb 15
218
(87,411)
2

10.  
Hedge Fund Holdings and Stock Market Efficiency | Show Abstract | Download This Paper |
FEDS Working Paper No. 2014-36
Number of Pages in PDF File: 61
Cao, Charles
Pennsylvania State University
Liang, Bing
University of Massachusetts Amherst - Department of Finance & Operations Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Petrasek, Lubomir
Federal Reserve Board
Posted:
25 May 14
206
(92,511)
 

11.  
What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk Arbitrage Strategy | Show Abstract | Download This Paper |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of Pages in PDF File: 56
Cao, Charles
Pennsylvania State University
Goldie, Bradley A.
Miami University
Liang, Bing
University of Massachusetts Amherst - Department of Finance & Operations Management
Petrasek, Lubomir
Federal Reserve Board
Posted:
20 Apr 12
Last Revised:
01 Aug 14
188
(101,061)
 

12.  
Liquidity Risk and Institutional Ownership | Show Abstract | Download This Paper |
Journal of Financial Markets, Forthcoming
Number of Pages in PDF File: 54
Cao, Charles
Pennsylvania State University
Petrasek, Lubomir
Federal Reserve Board
Posted:
17 Nov 11
Last Revised:
30 May 14
172
(109,779)
 

13.  
Cao, Charles
Pennsylvania State University
Chen, Yong
Texas A&M University - Department of Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Liang, Bing
University of Massachusetts Amherst - Department of Finance & Operations Management
Posted:
02 Aug 12
Last Revised:
29 Aug 13
150
(123,956)
1

14.  
Cao, Charles
Pennsylvania State University
Green, Jeremiah
Pennsylvania State University
Li, Jiahan
University of Notre Dame
Posted:
12 Jun 14
112
(156,486)
 

15.  
Cao, Charles
Pennsylvania State University
Farnsworth, Grant V
Pennsylvania State University - Department of Finance
Liang, Bing
University of Massachusetts Amherst - Department of Finance & Operations Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
24 May 13
112
(156,486)
 

16.  
Cao, Charles
Pennsylvania State University
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Zhong, Zhaodong
Rutgers University
Posted:
09 Aug 11
Last Revised:
11 Sep 11
 

17.   Incl. Electronic Paper
Cao, Charles
Pennsylvania State University
Simin, Timothy T.
Pennsylvania State University
Zhao, Jing
North Carolina State University - Poole College of Management
Posted:
10 Oct 06
Last Revised:
29 Jul 10
 

18.  
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Cao, Charles
Pennsylvania State University
Posted:
14 Oct 99
 

19.   Incl. Electronic Paper
Cao, Charles
Pennsylvania State University
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Hatheway, Frank
National Association of Securities Dealers, Inc., NASD
Posted:
11 Oct 99
Last Revised:
18 Sep 12
 

20.  
Tick Size, Spread and Volume | Show Abstract |
J. OF FINANCIAL INTERMEDIATION, Vol. 5 No. 1, 1996
Cao, Charles
Pennsylvania State University
Choe, Hyuk
Seoul National University - College of Business Administration
Posted:
16 Jun 98
 

21.  
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Cao, Charles
Pennsylvania State University
Posted:
06 May 98
 

22.   Incl. Electronic Paper
Chen, Zhiwu
Yale University - International Center for Finance
Cao, Charles
Pennsylvania State University
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
06 Mar 97
Last Revised:
29 Nov 00
 

23.  
Cao, Charles
Pennsylvania State University
Choe, Hyuk
Seoul National University - College of Business Administration
Posted:
19 Feb 97
 

24.  
Cao, Charles
Pennsylvania State University
Choe, Hyuk
Seoul National University - College of Business Administration
Hatheway, Frank
National Association of Securities Dealers, Inc., NASD
Posted:
19 Feb 97
 


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