Jun Cai

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

Associate Professor

83 Tat Chee Avenue

Kowloon

Hong Kong

SCHOLARLY PAPERS

4

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1,139

SSRN CITATIONS
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Top 47,198

in Total Papers Citations

11

CROSSREF CITATIONS

3

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 (CityU) - Department of Economics & Finance, University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business and CESifo (Center for Economic Studies and Ifo Institute)University of California, San Diego (UCSD) - Rady School of Management
Downloads 486 (84,367)
Citation 2

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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 (CityU) - Department of Economics & Finance, City University of Hong Kong (CityU) - Department of Economics & Finance, City University of Hong Kong (CityU) and CESifo (Center for Economic Studies and Ifo Institute)University of California, San Diego (UCSD) - Rady School of Management
Downloads 448 (92,927)
Citation 17

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3.

Foreign Investors, Private Information, and Price Discovery

Number of pages: 41 Posted: 04 Oct 2010 Last Revised: 04 Jun 2020
City University of Hong Kong (CityU) - Department of Economics & Finance, City University of Hong Kong (CityU) - Department of Economics & Finance, Northwestern University - Kellogg School of Management and Peking University - Department of Finance, Guanghua School of Management
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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 (CityU) - Department of Economics & Finance, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Australian National University (ANU)

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The Performance of Japanese Mutual Funds

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

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