Charles Cao

9.0k total citations · 2 hit papers
74 papers, 6.2k citations indexed

About

Charles Cao is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Charles Cao has authored 74 papers receiving a total of 6.2k indexed citations (citations by other indexed papers that have themselves been cited), including 71 papers in Finance, 40 papers in Accounting and 24 papers in Economics and Econometrics. Recurrent topics in Charles Cao's work include Financial Markets and Investment Strategies (61 papers), Corporate Finance and Governance (36 papers) and Stochastic processes and financial applications (17 papers). Charles Cao is often cited by papers focused on Financial Markets and Investment Strategies (61 papers), Corporate Finance and Governance (36 papers) and Stochastic processes and financial applications (17 papers). Charles Cao collaborates with scholars based in United States, Hong Kong and South Korea. Charles Cao's co-authors include Zhiwu Chen, Gurdip Bakshi, Daniel B. Nelson, John M. Griffin, Hyuk Choe, Timothy T. Simin, Frank Hatheway, Jing Zhao, Oliver Hansch and Bing Liang and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Charles Cao

70 papers receiving 5.8k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Empirical Performance of Alternative Option Pricing Models

1997 1.9k citations Gurdip Bakshi, Charles Cao et al. profile →
Empirical Performance of Alternative Option Pricing Models

1997 828 citations Gurdip Bakshi, Charles Cao et al. profile →

Peers

Charles Cao

FINAN

EE

ACCOU

GEEF

MSOR

Eric C. Chang Hong Kong

Jun Pan United States

Gurdip Bakshi United States

Michael W. Brandt United States

Walter N. Torous United States

Pedro Santa‐Clara United States

Stuart M. Turnbull United States

Stephen Figlewski United States

Lorenzo Garlappi Canada

Pierre Collin‐Dufresne United States

Eric C. Chang Hong Kong

Charles Cao

4.3k ×0.7

FINAN

2.8k ×1.1

EE

1.6k ×1.0

ACCOU

664 ×1.0

GEEF

509 ×1.1

MSOR

Citations per year, relative to Charles Cao Charles Cao (= 1×) peers Eric C. Chang

Countries citing papers authored by Charles Cao

Since Specialization

Citations

This map shows the geographic impact of Charles Cao's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Charles Cao with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Charles Cao more than expected).

Fields of papers citing papers by Charles Cao

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Charles Cao. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Charles Cao. The network helps show where Charles Cao may publish in the future.

Co-authorship network of co-authors of Charles Cao

This figure shows the co-authorship network connecting the top 25 collaborators of Charles Cao. A scholar is included among the top collaborators of Charles Cao based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Charles Cao. Charles Cao is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Bakshi, Gurdip, Charles Cao, & Zhaodong Zhong. (2021). Assessing models of individual equity option prices. Review of Quantitative Finance and Accounting. 57(1). 1–28. 8 indexed citations

2.

Cao, Charles, et al.. (2019). Information Choice, Uncertainty, and Expected Returns. SSRN Electronic Journal. 1 indexed citations

3.

Cao, Charles, et al.. (2018). The Decline of Informed Trading in the Equity and Options Markets. The Journal of Alternative Investments. 21(2). 16–29.

4.

Cao, Charles, et al.. (2017). Style drift: Evidence from small-cap mutual funds. Journal of Banking & Finance. 78. 42–57. 30 indexed citations

5.

Cao, Charles, et al.. (2014). Hedge Fund Holdings and Stock Market Efficiency. SSRN Electronic Journal. 2 indexed citations

6.

Cao, Charles, Fan Yu, & Zhaodong Zhong. (2011). Pricing Credit Default Swaps with Option-Implied Volatility. SSRN Electronic Journal. 2 indexed citations

7.

Cao, Charles, Yong Chen, Andrew W. Lo, & Bing Liang. (2010). Can Hedge Funds Time Market Liquidity?. SSRN Electronic Journal. 11 indexed citations

8.

Cao, Charles, Timothy T. Simin, & Ying Wang. (2010). Do Mutual Fund Managers Time Market Liquidity?. SSRN Electronic Journal. 8 indexed citations

9.

Cao, Charles, Éric Ghysels, & Frank Hatheway. (2010). Derivatives do affect mutual fund returns: Evidence from the financial crisis of 1998. Journal of Futures Markets. 31(7). 629–658. 14 indexed citations

10.

Cao, Charles, Oliver Hansch, & Xiaoxin Wang. (2008). ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET. The Journal of Financial Research. 31(2). 113–140. 49 indexed citations

11.

Cao, Charles, Timothy T. Simin, & Jing Zhao. (2006). Can Growth Options Explain the Trend in Idiosyncratic Risk. SSRN Electronic Journal. 33 indexed citations

12.

Chen, Zhiwu, Charles Cao, & John M. Griffin. (2005). Informational content of option volume prior to takeovers. The HKU Scholars Hub (University of Hong Kong). 301 indexed citations

13.

Cao, Charles, Laura Casares Field, & Gordon R. Hanka. (2004). Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations. Journal of Financial and Quantitative Analysis. 39(1). 25–46. 76 indexed citations

14.

Cao, Charles & Hyuk Choe. (2000). Evolution of transitory volatility over the week. Annals of economics and finance. 1(1). 49–77. 2 indexed citations

15.

Chen, Zhiwu, Gurdip Bakshi, & Charles Cao. (1999). Do Call Prices and the Underlying Stock Always Move in the Same Direction. SSRN Electronic Journal. 27 indexed citations

16.

Cao, Charles & Hyuk Choe. (1998). Tick Size, Spread and Volume. SSRN Electronic Journal. 28 indexed citations

17.

Chen, Zhiwu, Gurdip Bakshi, & Charles Cao. (1998). Pricing and Hedging Long-Term Options. 41 indexed citations

18.

Cao, Charles, Hyuk Choe, & Frank Hatheway. (1997). What is Special about the Opening? Evidence from NASDAQ. Seoul National University Open Repository (Seoul National University). 3. 8 indexed citations

19.

Cao, Charles & Hyuk Choe. (1996). Decimalization and Competition Among Exchanges: Evidence from the Toronto Stock Exchange Cross-Listed Securities. SSRN Electronic Journal. 24 indexed citations

20.

Nelson, Daniel B. & Charles Cao. (1992). Inequality Constraints in the Univariate GARCH Model. Journal of Business and Economic Statistics. 10(2). 229–235. 335 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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