Jia Hao

Babson College

Babson Park, MA 02457-0310

United States

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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20

CROSSREF CITATIONS

24

Scholarly Papers (9)

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1.

Ex-Dividend Arbitrage in Option Markets

Downloads 1,142 ( 25,894)
Citation 3

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
Downloads 1,142 (25,479)
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
Jia Hao, Avner Kalay and Stewart Mayhew
Babson College, Tel Aviv University - Faculty of Management and Cornerstone Research

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G13, G14, G18

2.

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 Texas at San Antonio - Department of Finance
Downloads 815 (41,698)
Citation 4

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

3.

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
W.P. Carey School of Business, Babson College and University of Utah - Department of Finance
Downloads 781 (44,144)
Citation 8

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designated market maker, affirmative obligation, information asymmetry

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 Texas at San Antonio - Department of Finance and Binghamton University
Downloads 625 (59,155)

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Short sale; Weekend effect; Hong Kong Stock Exchange

5.

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 Texas at San Antonio - Department of Finance and Lehigh University - Department of Finance
Downloads 552 (69,267)
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
Hendrik Bessembinder, Jia Hao and Kuncheng (K.C.) Zheng
W.P. Carey School of Business, Babson College and Northeastern University - D’Amore-McKim School of Business
Downloads 501 (78,100)
Citation 16

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

7.

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
W.P. Carey School of Business, Babson College and Northeastern University - D’Amore-McKim School of Business
Downloads 318 (131,054)
Citation 7

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

8.

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 Texas at San Antonio - Department of Finance and Binghamton University
Downloads 308 (135,604)
Citation 1

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

9.

Audit Committee Financial Expertise and Information Asymmetry

2013 American Accounting Association Annual Meeting
Number of pages: 49 Posted: 22 Jul 2019
Dina El Mahdy Ph.D. CFE, Jia Hao and Yu Cong
Associate Professor of Accounting, Babson College and Towson University
Downloads 90 (379,535)
Citation 1

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