H. Henry Cao

University of North Carolina (UNC) at Chapel Hill - Finance Area

Kenan-Flagler Business School

Chapel Hill, NC 27599-3490

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 26,164

SSRN RANKINGS

Top 26,164

in Total Papers Downloads

4,007

TOTAL CITATIONS
Rank 12,676

SSRN RANKINGS

Top 12,676

in Total Papers Citations

223

Scholarly Papers (15)

1.

Conversation, Observational Learning, and Informational Cascades

Dice Center Working Paper No. 2001-5
Number of pages: 37 Posted: 09 May 2001 Last Revised: 20 Aug 2009
H. Henry Cao and David Hirshleifer
University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 932 (51,769)
Citation 13

Abstract:

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2.

Fear of the Unknown: Familiarity and Economic Decisions

Number of pages: 48 Posted: 10 May 2007 Last Revised: 16 Sep 2009
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Toronto, Rotman School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 676 (79,376)
Citation 45

Abstract:

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familiarity, model uncertainty, status quo, home bias, diversification, inertia

3.
Downloads 525 (109,322)
Citation 25

Information, Trade, and Derivative Securities

Number of pages: 54 Posted: 08 Jul 1997
Michael J. Brennan and H. Henry Cao
University of California, Los Angeles (UCLA) - Finance Area and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 525 (107,948)
Citation 25

Abstract:

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Information, Trade, and Derivative Securities

REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 1
Posted: 17 Oct 1995
Michael J. Brennan and H. Henry Cao
University of California, Los Angeles (UCLA) - Finance Area and University of North Carolina (UNC) at Chapel Hill - Finance Area

Abstract:

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Information, Trade and Derivative Securities

London Business School Institute of Finance and Accounting Working Paper 188
Posted: 02 Sep 1999
Michael J. Brennan and H. Henry Cao
University of California, Los Angeles (UCLA) - Finance Area and University of North Carolina (UNC) at Chapel Hill - Finance Area

Abstract:

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4.

Sidelined Investors, Trading-Generated News, and Security Returns

Dice Working Paper No. 2000-2
Number of pages: 45 Posted: 10 Jul 2001
University of North Carolina (UNC) at Chapel Hill - Finance Area, Harvard Business School - Finance Unit and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 476 (122,952)
Citation 21

Abstract:

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5.

Differences of Opinion of Public Information and Speculative Trading in Stocks and Options

Number of pages: 46 Posted: 03 Feb 2005
H. Henry Cao and Hui Ou-Yang
University of North Carolina (UNC) at Chapel Hill - Finance Area and Cheung Kong Graduate School of Business
Downloads 410 (146,648)
Citation 31

Abstract:

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High Confidence, Low Confidence, Differential Interpretation of Public Information

6.

Bubbles and Panics in a Frictionless Market with Heterogeneous Expectations

Number of pages: 37 Posted: 10 Apr 2005
H. Henry Cao and Hui Ou-Yang
University of North Carolina (UNC) at Chapel Hill - Finance Area and Cheung Kong Graduate School of Business
Downloads 298 (207,815)
Citation 13

Abstract:

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Bubble, Overconfidence, Heterogeneous Expectations

7.

Taking the Road Less Traveled by: Does Conversation Eradicate Pernicious Cascades?

Merage School of Business Working Paper, University of California, Irvine
Number of pages: 28 Posted: 22 Aug 2003 Last Revised: 31 Jul 2018
H. Henry Cao, Bing Han and David Hirshleifer
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Toronto, Rotman School of Management and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 297 (208,559)
Citation 7

Abstract:

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information cascades, herding, conversation, imitation, information externality

8.

Model Uncertainty, Limited Market Participation and Asset Prices

EFA 2003 Annual Conference Paper No. 94, Sauder School of Business Working Paper
Number of pages: 48 Posted: 23 Jul 2003
H. Henry Cao, Harold H. Zhang and Tan Wang
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Texas at Dallas - Naveen Jindal School of Management and University of British Columbia (UBC) - Division of Finance
Downloads 245 (253,565)
Citation 65

Abstract:

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9.

(Presentation Slides) Taking the Road Less Traveled by: Does Conversation Eradicate Pernicious Cascades?

Number of pages: 38 Posted: 21 Aug 2018
H. Henry Cao and David Hirshleifer
University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 81 (613,796)
Citation 1

Abstract:

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information cascades, herding, conversation, imitation, information externality

10.

Inventory Information

NBER Working Paper No. w9893
Number of pages: 45 Posted: 17 Aug 2003 Last Revised: 15 Jul 2022
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of California, Berkeley and Georgetown University - Department of Economics
Downloads 67 (679,180)
Citation 2

Abstract:

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11.

Sidelined Investors, Trading-Generated News, and the Conditional Moments of Stock Returns

Review of Financial Studies, Vol. 15, No. 2, pp. 615-648, 2002
Posted: 01 Dec 2008
University of North Carolina (UNC) at Chapel Hill - Finance Area, Harvard Business School - Finance Unit and University of Southern California - Marshall School of Business - Finance and Business Economics Department

Abstract:

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12.

The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium

Posted: 08 Sep 1998
H. Henry Cao
University of North Carolina (UNC) at Chapel Hill - Finance Area

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13.

International Portfolio Equity Flows

Journal of Finance, Vol 52 No. 4, December 1997
Posted: 12 Apr 1998
Michael J. Brennan and H. Henry Cao
University of California, Los Angeles (UCLA) - Finance Area and University of North Carolina (UNC) at Chapel Hill - Finance Area

Abstract:

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14.

Imperfect Competition Among Informed Traders

OLIN-96-03
Posted: 25 Jun 1997
Kerry Back, H. Henry Cao and Gregory A. Willard
Rice University - Jesse H. Jones Graduate School of Business, University of North Carolina (UNC) at Chapel Hill - Finance Area and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

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15.

International Portfolio Investment Flows

J. OF FINANCE
Posted: 07 May 1997
Michael J. Brennan and H. Henry Cao
University of California, Los Angeles (UCLA) - Finance Area and University of North Carolina (UNC) at Chapel Hill - Finance Area

Abstract:

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