Sai Ke

California State University, Long Beach

1250 Bellflower Blvd

Long Beach, CA 90064

United States

http://https://sites.google.com/site/saikefinance/

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 46,475

SSRN RANKINGS

Top 46,475

in Total Papers Downloads

2,011

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Options Trading and Stock Price Informativeness

Swiss Finance Institute Research Paper No. 19-74, Journal of Financial and Quantitative Analysis (JFQA), accepted
Number of pages: 42 Posted: 18 Jun 2019 Last Revised: 13 Jan 2023
The Hong Kong Polytechnic University - School of Accounting and Finance, University of Lausanne, California State University, Long Beach and Department of Finance, School of Management, Fudan University
Downloads 1,600 (21,902)
Citation 8

Abstract:

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option trading, price informativeness, stock synchronicity, information acquisition and production

2.

Tail Risk around FOMC Announcements

Number of pages: 65 Posted: 27 Dec 2022 Last Revised: 16 May 2024
University of Houston - C.T. Bauer College of Business, California State University, Long Beach and University of Oklahoma
Downloads 350 (161,981)
Citation 1

Abstract:

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FOMC Announcements, Tail Risk, Options, Market Risk Premium

3.

Risk-Neutral Higher Moments and the Cross-Section of Stock Returns

Number of pages: 55 Posted: 15 Apr 2024
Sai Ke
California State University, Long Beach
Downloads 61 (656,602)

Abstract:

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Options, Cross-Section of Returns, Volatility, Skewness, Kurtosis