Author Page for Jia Hao

1.

Ex-Dividend Arbitrage in Option Markets

Downloads 1,029 ( 20,373)

Citation 10

2

Ex-Dividend Arbitrage in Option Markets

Number of pages: 51 Posted: 02 Nov 2006

Jia Hao, Avner Kalay and Stewart Mayhew

Babson College, Tel Aviv University - Faculty of Management and Cornerstone Research

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Citation 10

Abstract:

Ex-Dividend Arbitrage in Option Markets

The Review of Financial Studies, Vol. 23, Issue 1, pp. 271-303, 2009

Posted: 25 Jan 2010

Jia Hao, Avner Kalay and Stewart Mayhew

Babson College, Tel Aviv University - Faculty of Management and Cornerstone Research

Abstract:

2.

Why Designate Market Makers? Affirmative Obligations and Market Quality

Number of pages: 66 Posted: 02 Feb 2012

Hendrik Bessembinder, Jia Hao and Michael L. Lemmon

Arizona State University, Babson College and University of Utah - Department of Finance

Downloads 668 (37,525)

Citation 14

Abstract:

3.

Liquidity-based Trading Fees and Exchange Volume

Number of pages: 47 Posted: 20 Sep 2012 Last Revised: 01 Aug 2017

Laura Cardella, Jia Hao and Ivalina Kalcheva

Texas Tech University, Babson College and University of California, Riverside

Downloads 629 (40,637)

Abstract:

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

Pengjie Gao, Jia Hao, Ivalina Kalcheva and Tongshu Ma

University of Notre Dame - Mendoza College of Business, Babson College, University of California, Riverside and Binghamton University

Downloads 598 (43,481)

Abstract:

5.

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

Downloads 536 ( 50,016)

Citation 4

2

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

Laura Cardella, Jia Hao, Ivalina Kalcheva and Yung-Yu Ma

Texas Tech University, Babson College, University of California, Riverside and Lehigh University - Department of Finance

Downloads 536 (49,428)

Citation 2

Abstract:

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

Laura Cardella, Ivalina Kalcheva, Yung-Yu Ma and Jia Hao

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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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

Hendrik Bessembinder, Jia Hao and Kuncheng (K.C.) Zheng

Arizona State University, Babson College and Northeastern University - D’Amore-McKim School of Business

Downloads 438 (64,386)

Citation 11

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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

Pengjie Gao, Jia Hao, Ivalina Kalcheva and Tongshu Ma

University of Notre Dame - Mendoza College of Business, Babson College, University of California, Riverside and Binghamton University

Downloads 282 (106,751)

Abstract:

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

Hendrik Bessembinder, Jia Hao and Kuncheng (K.C.) Zheng

Arizona State University, Babson College and Northeastern University - D’Amore-McKim School of Business

Downloads 205 (146,449)

Citation 2

Jia Hao

Babson College

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Scholarly Papers (8)

Ex-Dividend Arbitrage in Option Markets

Ex-Dividend Arbitrage in Option Markets

Abstract:

Ex-Dividend Arbitrage in Option Markets

Abstract:

Why Designate Market Makers? Affirmative Obligations and Market Quality

Abstract:

Liquidity-based Trading Fees and Exchange Volume

Abstract:

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

Abstract:

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

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

Abstract:

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

Abstract:

Market Making Contracts, Firm Value, and the IPO Decision

Abstract:

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

Abstract:

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

Abstract: