Feedback to SSRN

 
  • Selected
  • Entire List

Charles Cao

SSRN Author Rank: 3,142 by Downloads and 2,828 by Citations

 Professor of Finance
 

Pennsylvania State University


 Department of Finance
 Smeal College of Business
 University Park, PA 16802
 United States
 814-865-7891 (Phone)
 814-865-3362 (Fax)
 HOME PAGE: http://www.personal.psu.edu/qxc2/cao.html
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Charles Cao's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,121
Total
Citations
196
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Informational Content of an Open Limit Order Book | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 4311
Number of Pages in PDF File: 38
Cao, Charles
Pennsylvania State University
Hansch, Oliver
Pennsylvania State University
Wang Beardsley, Xiaoxin
Southern Illinois University
Posted:
19 Jul 04
1,473
(7,374)
36

2.  
Can Hedge Funds Time Market Liquidity? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics (JFE), Forthcoming, AFA 2013 San Diego Meetings Paper
Number of Pages in PDF File: 55
Cao, Charles
Pennsylvania State University
Chen, Yong
Texas A&M University - Department of Finance
Liang, Bing
University of Massachusetts Amherst - Department of Finance
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
22 Jan 10
Last Revised:
18 Feb 15
1,387
(9,402)
22

3.  
The Information Content of Option-Implied Volatility for Credit Default Swap Valuation | Show Abstract | Download This Paper | Open PDF in Browser |
FDIC Center for Financial Research, Working Paper No. 2007-08
Number of Pages in PDF File: 38
Cao, Charles
Pennsylvania State University
Zhong, Zhaodong
Rutgers University
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
11 Mar 06
Last Revised:
15 Nov 12
1,143
(12,139)
34

4.   Incl. Electronic Paper
Cao, Charles
Pennsylvania State University
Field, Laura Casares
University of Delaware - Alfred Lerner College of Business and Economics
Hanka, Gordon R.
University of Texas at Austin - Department of Finance
Posted:
27 Apr 03
854
(19,976)
22

5.  
Cao, Charles
Pennsylvania State University
Griffin, John M.
University of Texas at Austin - Department of Finance
Chen, Zhiwu
Yale University - International Center for Finance
Posted:
27 Oct 03
746
(21,288)
68

6.  
Do Mutual Fund Managers Time Market Liquidity? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Markets, Vol. 16, Iss. 2, Pg 279–307, 2013,
Number of Pages in PDF File: 43
Cao, Charles
Pennsylvania State University
Simin, Timothy T.
Pennsylvania State University
Wang, Ying
State University of New York at Albany - School of Business
Posted:
03 Jul 09
Last Revised:
03 Oct 13
502
(38,728)
4

7.   Incl. Electronic Paper
Cao, Charles
Pennsylvania State University
Liang, Bing
University of Massachusetts Amherst - Department of Finance
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Petrasek, Lubomir
Federal Reserve Board
Posted:
25 May 14
Last Revised:
26 Jun 16
473
(44,737)
 

8.  
An Empirical Analysis of the Dynamic Relationship between Mutual Fund Flow and Market Return Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 32, No. 10, pp. 2111-2123, 2008
Number of Pages in PDF File: 40
Cao, Charles
Pennsylvania State University
Chang, Eric C.
University of Hong Kong - School of Business
Wang, Ying
State University of New York at Albany - School of Business
Posted:
10 Nov 08
418
(50,943)
6

9.  
Cao, Charles
Pennsylvania State University
Rapach, David
Saint Louis University - John Cook School of Business
Zhou, Guofu
Washington University in St. Louis - Olin School of Business
Posted:
18 Aug 13
Last Revised:
24 Feb 15
258
(63,340)
2

10.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Cao, Charles
Pennsylvania State University
Zhong, Zhaodong
Rutgers University
Posted:
11 Apr 12
253
(78,632)
1

11.  
What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk Arbitrage Strategy | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of Pages in PDF File: 56
Cao, Charles
Pennsylvania State University
Goldie, Bradley A.
Miami University
Liang, Bing
University of Massachusetts Amherst - Department of Finance
Petrasek, Lubomir
Federal Reserve Board
Posted:
20 Apr 12
Last Revised:
01 Aug 14
228
(68,216)
 

12.  
Cao, Charles
Pennsylvania State University
Chen, Yong
Texas A&M University - Department of Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Liang, Bing
University of Massachusetts Amherst - Department of Finance
Posted:
02 Aug 12
Last Revised:
01 Mar 16
202
(65,027)
1

13.  
Liquidity Risk and Institutional Ownership | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Markets, Forthcoming, FEDS Working Paper No. 2011-49
Number of Pages in PDF File: 54
Cao, Charles
Pennsylvania State University
Petrasek, Lubomir
Federal Reserve Board
Posted:
17 Nov 11
Last Revised:
20 Oct 15
188
(111,595)
 

14.  
Cao, Charles
Pennsylvania State University
Green, Jeremiah
Pennsylvania State University
Li, Jiahan
University of Notre Dame
Posted:
12 Jun 14
128
(141,696)
 

15.  
Cao, Charles
Pennsylvania State University
Iliev, Peter
Pennsylvania State University - Department of Finance
Velthuis, Raisa
Pennsylvania State University - Smeal College of Business
Posted:
11 Mar 16
0
(252,994)
 

16.  
Real Estate Risk and Hedge Fund Returns | Show Abstract |
Journal of Real Estate Finance and Economics, Vol. 52, No. 3, 2016
Ambrose, Brent W.
Pennsylvania State University
Cao, Charles
Pennsylvania State University
D'Lima, Walter
University of Notre Dame - Department of Finance
Posted:
04 Mar 16
 

17.  
Cao, Charles
Pennsylvania State University
Gustafson, Matthew
Pennsylvania State University - Smeal College of Business
Velthuis, Raisa
Pennsylvania State University - Smeal College of Business
Posted:
23 Dec 15
Last Revised:
23 Sep 16
0
(272,032)
 

18.  
Cao, Charles
Pennsylvania State University
Farnsworth, Grant V
Pennsylvania State University - Department of Finance
Liang, Bing
University of Massachusetts Amherst - Department of Finance
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
24 May 13
 

19.  
Cao, Charles
Pennsylvania State University
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Zhong, Zhaodong
Rutgers University
Posted:
09 Aug 11
Last Revised:
11 Sep 11
 

20.   Incl. Electronic Paper
Cao, Charles
Pennsylvania State University
Simin, Timothy T.
Pennsylvania State University
Zhao, Jing
Portland State University - School of Business Administration
Posted:
10 Oct 06
Last Revised:
29 Jul 10
 

21.  
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Cao, Charles
Pennsylvania State University
Posted:
14 Oct 99
 

22.   Incl. Electronic Paper
Cao, Charles
Pennsylvania State University
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Hatheway, Frank
National Association of Securities Dealers, Inc., NASD
Posted:
11 Oct 99
Last Revised:
18 Sep 12
 

23.  
Tick Size, Spread and Volume | Show Abstract |
J. OF FINANCIAL INTERMEDIATION, Vol. 5 No. 1, 1996
Cao, Charles
Pennsylvania State University
Choe, Hyuk
Seoul National University - College of Business Administration
Posted:
16 Jun 98
 

24.  
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Cao, Charles
Pennsylvania State University
Posted:
06 May 98
 

25.   Incl. Electronic Paper
Chen, Zhiwu
Yale University - International Center for Finance
Cao, Charles
Pennsylvania State University
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
06 Mar 97
Last Revised:
29 Nov 00
 

26.  
Cao, Charles
Pennsylvania State University
Choe, Hyuk
Seoul National University - College of Business Administration
Posted:
19 Feb 97
 

27.  
Cao, Charles
Pennsylvania State University
Choe, Hyuk
Seoul National University - College of Business Administration
Hatheway, Frank
National Association of Securities Dealers, Inc., NASD
Posted:
19 Feb 97
 


Records 1 - 27 of 27 matches
[ 1 ]