Jia Hao

Babson College

Babson Park, MA 02457-0310

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 10,454

in Total Papers Downloads

4,385

CITATIONS
Rank 15,582

SSRN RANKINGS

Top 15,582

in Total Papers Citations

32

Scholarly Papers (8)

1.
Downloads 1,029 ( 20,373)
Citation 10

Ex-Dividend Arbitrage in Option Markets

Number of pages: 51 Posted: 02 Nov 2006
Babson College, Tel Aviv University - Faculty of Management and Cornerstone Research
Downloads 1,029 (20,011)
Citation 10

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Arbitrage, option market, Ex-dividend

Ex-Dividend Arbitrage in Option Markets

The Review of Financial Studies, Vol. 23, Issue 1, pp. 271-303, 2009
Posted: 25 Jan 2010
Babson College, Tel Aviv University - Faculty of Management and Cornerstone Research

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G13, G14, G18

2.

Why Designate Market Makers? Affirmative Obligations and Market Quality

Number of pages: 66 Posted: 02 Feb 2012
Arizona State University, Babson College and University of Utah - Department of Finance
Downloads 668 (37,525)
Citation 14

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designated market maker, affirmative obligation, information asymmetry

3.

Liquidity-based Trading Fees and Exchange Volume

Number of pages: 47 Posted: 20 Sep 2012 Last Revised: 01 Aug 2017
Texas Tech University, Babson College and University of California, Riverside
Downloads 629 (40,637)

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maker-taker, taker-maker, fees, rebates, access fees, liquidity rebates, spread, volume

4.

Short Sales and the Weekend Effect - Evidence from a Natural Experiment

Journal of Financial Markets, Forthcoming
Number of pages: 35 Posted: 09 Oct 2006 Last Revised: 11 Jul 2012
University of Notre Dame - Mendoza College of Business, Babson College, University of California, Riverside and Binghamton University
Downloads 598 (43,481)

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Short sale; Weekend effect; Hong Kong Stock Exchange

Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed Income Markets

The Financial Review, Forthcoming
Number of pages: 18 Posted: 28 Jul 2010 Last Revised: 09 Aug 2015
Texas Tech University, Babson College, University of California, Riverside and Lehigh University - Department of Finance
Downloads 536 (49,428)
Citation 2

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automation, electronic trading, computerized trading, human intermediation

Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed‐Income Markets

Financial Review, Vol. 49, Issue 2, pp. 231-243, 2014
Number of pages: 13 Posted: 08 Apr 2014
Texas Tech University, University of California, Riverside, Lehigh University - Department of Finance and Babson College
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Citation 4
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automation, electronic trading, computerized trading, human intermediation

6.

Market Making Contracts, Firm Value, and the IPO Decision

Journal of Finance, Forthcoming
Number of pages: 44 Posted: 17 Aug 2012 Last Revised: 18 Feb 2017
Arizona State University, Babson College and Northeastern University - D’Amore-McKim School of Business
Downloads 438 (64,386)
Citation 11

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designated market maker, affirmative obligation, information asymmetry, firm value

7.

Short-Selling, Uptick Rule, and Market Quality: Evidence from High-Frequency Data on Hong Kong Stock Exchange

Number of pages: 43 Posted: 20 Nov 2010 Last Revised: 04 Mar 2011
University of Notre Dame - Mendoza College of Business, Babson College, University of California, Riverside and Binghamton University
Downloads 282 (106,751)

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short-selling, uptick rule, market quality, liquidity, volatility

8.

Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange

Northeastern U. D’Amore-McKim School of Business Research Paper No. 2899147
Number of pages: 43 Posted: 15 Jan 2017 Last Revised: 07 Jun 2019
Arizona State University, Babson College and Northeastern University - D’Amore-McKim School of Business
Downloads 205 (146,449)
Citation 2

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Designated Market Maker, Firm Value, Market Quality, Regression Discontinuity