Jia Hao

CUHK Business School, The Chinese University of Hong Kong

University of Michigan at Ann Arbor - Ross School of Business

Visiting Scholar in Finance

701 Tappan Street

Ann Arbor, MI MI 48109

United States

SCHOLARLY PAPERS

9

DOWNLOADS
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4,144

CITATIONS
Rank 21,026

SSRN RANKINGS

Top 21,026

in Total Papers Citations

14

Scholarly Papers (9)

1.
Downloads 988 ( 17,883)
Citation 2

Ex-Dividend Arbitrage in Option Markets

Number of pages: 51 Posted: 02 Nov 2006
CUHK Business School, The Chinese University of Hong Kong, Tel Aviv University - Faculty of Management and Cornerstone Research
Downloads 988 (17,547)
Citation 2

Abstract:

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
CUHK Business School, The Chinese University of Hong Kong, Tel Aviv University - Faculty of Management and Cornerstone Research

Abstract:

G13, G14, G18

2.

Why Designate Market Makers? Affirmative Obligations and Market Quality

Number of pages: 66 Posted: 02 Feb 2012
Arizona State University, CUHK Business School, The Chinese University of Hong Kong and University of Utah - Department of Finance
Downloads 613 (35,267)
Citation 8

Abstract:

designated market maker, affirmative obligation, information asymmetry

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, CUHK Business School, The Chinese University of Hong Kong, University of California, Riverside and Lehigh University - Department of Finance
Downloads 522 (42,949)
Citation 1

Abstract:

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 CUHK Business School, The Chinese University of Hong Kong
Downloads 0
Citation 1
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Abstract:

automation, electronic trading, computerized trading, human intermediation

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, CUHK Business School, The Chinese University of Hong Kong, University of California, Riverside and Binghamton University
Downloads 522 (38,235)

Abstract:

Short sale; Weekend effect; Hong Kong Stock Exchange

5.

Liquidity-based Trading Fees and Exchange Volume

Number of pages: 47 Posted: 20 Sep 2012 Last Revised: 01 Aug 2017
Texas Tech University, CUHK Business School, The Chinese University of Hong Kong and University of California, Riverside
Downloads 358 (42,753)

Abstract:

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

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, CUHK Business School, The Chinese University of Hong Kong and Northeastern University - D’Amore-McKim School of Business
Downloads 245 (61,487)
Citation 1

Abstract:

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, CUHK Business School, The Chinese University of Hong Kong, University of California, Riverside and Binghamton University
Downloads 235 (96,354)
Citation 1

Abstract:

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

8.

Bank Equity Capital and Risk-Taking Behavior: The Effect of Competition

Number of pages: 46 Posted: 21 Jan 2015 Last Revised: 25 Apr 2016
Jia Hao and Kuncheng (K.C.) Zheng
CUHK Business School, The Chinese University of Hong Kong and Northeastern University - D’Amore-McKim School of Business
Downloads 54 (167,811)

Abstract:

Bank Capital, Risk Taking, Credit Market Competition, Deregulation

9.

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: 45 Posted: 15 Jan 2017 Last Revised: 09 Oct 2017
Arizona State University, CUHK Business School, The Chinese University of Hong Kong and Northeastern University - D’Amore-McKim School of Business
Downloads 0 (221,594)

Abstract:

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