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Jie (Jay) CAO
Jie (Jay) CAO
Verified email at polyu.edu.hk - Homepage
Title
Cited by
Cited by
Year
Peer effects of corporate social responsibility
J Cao, H Liang, X Zhan
Management Science 65 (12), 5487-5503, 2019
5672019
Cross section of option returns and idiosyncratic stock volatility
J Cao, B Han
Journal of Financial Economics 108 (1), 231-249, 2013
3242013
ESG preference, institutional trading, and stock return patterns
J Cao, S Titman, X Zhan, W Zhang
Journal of financial and quantitative analysis 58 (5), 1843-1877, 2023
229*2023
Option return predictability
X Zhan, B Han, J Cao, Q Tong
The Review of Financial Studies 35 (3), 1394-1442, 2022
134*2022
Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
J Cao, B Han
Journal of Banking & Finance 73, 1-15, 2016
1272016
Alliances and return predictability
J Cao, T Chordia, C Lin
Journal of Financial and Quantitative Analysis 51 (5), 1689-1717, 2016
772016
Institutional investment constraints and stock prices
J Cao, B Han, Q Wang
Journal of Financial and Quantitative Analysis 52 (2), 465-489, 2004
75*2004
Implied volatility changes and corporate bond returns
J Cao, A Goyal, X Xiao, X Zhan
Management Science 69 (3), 1375-1397, 2023
452023
Why Does Volatility Uncertainty Predict Equity Option Returns?
JJ Cao, A Vasquez, X Xiao, XE Zhan
The Quarterly Journal of Finance 13 (01), 2350005, 2023
42*2023
Options trading and stock price informativeness
J Cao, A Goyal, S Ke, X Zhan
Journal of Financial and Quantitative Analysis 59 (4), 1516-1540, 2024
342024
Carbon emissions, mutual fund trading, and the liquidity of corporate bonds
J Cao, Y Li, X Zhan, WE Zhang, LL Zhou
Mutual Fund Trading, and the Liquidity of Corporate Bonds (January 11, 2023), 2023
29*2023
Unlocking ESG premium from options
J Cao, A Goyal, X Zhan, WE Zhang
Swiss Finance Institute Research Paper, 2023
252023
Options trading and corporate debt structure
JJ Cao, M Hertzel, JJ Xu, XE Zhan
Journal of Accounting and Public Policy 49, 107274, 2025
242025
The calendar effects of the idiosyncratic volatility puzzle: A tale of two days?
J Cao, T Chordia, X Zhan
Management Science 67 (12), 7866-7887, 2021
192021
Does the introduction of one derivative affect another derivative? The effect of credit default swaps trading on equity options
J Cao, Y Jin, ND Pearson, DY Tang
The Effect of Credit Default Swaps Trading on Equity Options (May 19, 2021), 2021
162021
International diversification through iShares and their rivals
J Cao, R Fu, Y Jin
Journal of Risk 19, 2017
16*2017
CEO overconfidence or stock mispricing and growth? reexamining the effect of CEO option exercise behavior on corporate investment
J Cao
17th Conference on the Theories and Practices of Securities and Financial …, 2009
112009
Smart Beta,'Smarter'Flows
J Cao, JC Hsu, Z Xiao, X Zhan
7*2018
Option price implied information and REIT returns
J Cao, B Han, L Song, X Zhan
Journal of Empirical Finance 71, 13-28, 2023
42023
Foreign institutional ownership and corporate carbon emissions
J Cao, X Zhan, W Zhang, Y Zhang
Working Paper, 2023
42023
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Articles 1–20