Jia Hao

Babson College

Babson Park, MA 02457-0310

United States

SCHOLARLY PAPERS

9

DOWNLOADS
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Top 11,269

in Total Papers Downloads

4,678

SSRN CITATIONS
Rank 20,824

SSRN RANKINGS

Top 20,824

in Total Papers Citations

15

CROSSREF CITATIONS

30

Scholarly Papers (9)

1.
Downloads 1,071 ( 22,313)

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 1,071 (21,920)
Citation 3

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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 700 (40,535)
Citation 9

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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 Texas at San Antonio - Department of Finance
Downloads 699 (40,613)
Citation 4

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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 Texas at San Antonio - Department of Finance and Binghamton University
Downloads 610 (48,728)

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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 Texas at San Antonio - Department of Finance and Lehigh University - Department of Finance
Downloads 546 (55,497)
Citation 3

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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 Texas at San Antonio - Department of Finance, Lehigh University - Department of Finance and Babson College
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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 457 (70,002)
Citation 16

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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 Texas at San Antonio - Department of Finance and Binghamton University
Downloads 293 (116,394)
Citation 1

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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 251 (136,707)
Citation 3

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

9.

Audit Committee Financial Expertise and Information Asymmetry

2013 American Accounting Association Annual Meeting
Number of pages: 49 Posted: 22 Jul 2019
Morgan State University, Babson College and Towson University
Downloads 51 (426,978)

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audit-committee expertise, information asymmetry, spread, probability of informed trade, price impact