Zhiqi Cao

Shanghai Jiao Tong University (SJTU)

KoGuan Law School

Shanghai 200030, Shanghai 200052

China

  • Shanghai Jiao Tong University (SJTU)

SCHOLARLY PAPERS

2

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327

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Scholarly Papers (2)

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1.

Economic Uncertainty and the Beta Anomaly

Number of pages: 59 Posted: 28 Feb 2022 Last Revised: 25 Aug 2022
Zhiqi Cao, Wenfeng Wu and Youchang Wu
Shanghai Jiao Tong University (SJTU), Shanghai Jiao Tong University - Antai College of Economics & Management and University of Oregon - Lundquist College of Business
Downloads 255 (205,968)

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Economic uncertainty; ambiguity aversion; asset pricing anomaly; idiosyncratic volatility; mutual fund; stock return

2.

Stock Price Manipulation, Short-sale Constraints, and Breadth-return Relationship

Pacific-Basin Finance Journal, Forthcoming, https://doi.org/10.1016/j.pacfin.2021.101556
Number of pages: 57 Posted: 22 Apr 2021 Last Revised: 23 Apr 2021
Zhiqi Cao, Dayong Lv and Zhenzhen Sun
Shanghai Jiao Tong University (SJTU), Shanghai Lixin Univeristy of Accounting and Finance and University of Massachusetts Dartmouth
Downloads 72 (549,600)

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ownership breadth; manipulation; short-sale constraints; breadth-return relationship; China