Jun Cai

City University of Hong Kong (CityUHK) - Department of Economics & Finance

Associate Professor

83 Tat Chee Avenue

Kowloon

Hong Kong

SCHOLARLY PAPERS

4

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CITATIONS
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35

Scholarly Papers (4)

1.

Little Guys, Liquidity, and the Informational Efficiency of Price: Evidence from the Tokyo Stock Exchange on the Effects of Small Investor Participation

AFA 2006 Boston Meetings Paper
Number of pages: 44 Posted: 15 Mar 2005
SungKyunKwan University, City University of Hong Kong (CityUHK) - Department of Economics & Finance, Center on Japanese Economy and Business and University of California, San Diego (UCSD) - Rady School of Management
Downloads 423 (51,198)
Citation 2

Abstract:

Small investors, noise traders, informed traders, microstructure, Tokyo Stock Exchange, minimum trading unit

2.

'Once-in-a-Generation' Yen Volatility in 1998: Fundamentals, Intervention, and Order Flow

Arizona State University Working Paper No. 99/7
Number of pages: 34 Posted: 24 Feb 2000
City University of Hong Kong (CityUHK) - Department of Economics & Finance, City University of Hong Kong (CityUHK) - Department of Economics & Finance, City University of Hong Kong (CityUHK) and University of California, San Diego (UCSD) - Rady School of Management
Downloads 418 (55,376)
Citation 33

Abstract:

3.

Price Discovery, Foreign Ownership, and Rule of Law

Number of pages: 60 Posted: 04 Oct 2010 Last Revised: 16 Aug 2013
City University of Hong Kong (CityUHK) - Department of Economics & Finance, City University of Hong Kong (CityUHK) - Department of Economics & Finance, Northwestern University - Kellogg School of Management and Peking University - Department of Finance, Guanghua School of Management
Downloads 132 (163,315)

Abstract:

Emerging Markets, Price Discovery, Weighted Price Contribution, Foreign Ownership, Market integration, Market Microstructure

The Performance of Japanese Mutual Funds

REVIEW OF FINANCIAL STUDIES, Vol. 10, No. 2
Posted: 16 Apr 1997
Jun Cai, K.C. Chan and Takeshi Yamada
City University of Hong Kong (CityUHK) - Department of Economics & Finance, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Australian National University (ANU)

Abstract:

The Performance of Japanese Mutual Funds

Posted: 11 May 1995
Jun Cai, K.C. Chan and Takeshi Yamada
City University of Hong Kong (CityUHK) - Department of Economics & Finance, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Australian National University (ANU)

Abstract: