Jun Cai

2.6k total citations
53 papers, 1.8k citations indexed

About

Jun Cai is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Jun Cai has authored 53 papers receiving a total of 1.8k indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Finance, 29 papers in Accounting and 19 papers in Economics and Econometrics. Recurrent topics in Jun Cai's work include Financial Markets and Investment Strategies (36 papers), Corporate Finance and Governance (26 papers) and Market Dynamics and Volatility (14 papers). Jun Cai is often cited by papers focused on Financial Markets and Investment Strategies (36 papers), Corporate Finance and Governance (26 papers) and Market Dynamics and Volatility (14 papers). Jun Cai collaborates with scholars based in Hong Kong, United States and China. Jun Cai's co-authors include Yan‐Leung Cheung, Hee‐Joon Ahn, K.C. John Wei, Frank M. Song, Tim Bollerslev, Michael C. S. Wong, Tim Bollerslev, Torben G. Andersen, Yasushi Hamao and Michael Melvin and has published in prestigious journals such as Review of Financial Studies, Journal of Banking & Finance and Energy Economics.

In The Last Decade

Jun Cai

51 papers receiving 1.6k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Jun Cai Hong Kong	19	1.4k	1.1k	554	523	131	53	1.8k
Ludger Hentschel United States	8	1.9k 1.4×	1.6k 1.5×	501 0.9×	528 1.0×	127 1.0×	14	2.4k
Hui Guo United States	21	1.2k 0.9×	926 0.8×	354 0.6×	533 1.0×	155 1.2×	84	1.6k
Fernando Zapatero United States	22	1.3k 0.9×	1.0k 0.9×	332 0.6×	512 1.0×	184 1.4×	71	1.7k
Haoxiang Zhu United States	19	1.4k 1.0×	793 0.7×	419 0.8×	306 0.6×	221 1.7×	49	1.7k
Timothy C. Johnson United States	17	1.4k 1.0×	775 0.7×	192 0.3×	760 1.5×	115 0.9×	68	1.6k
Bob Korkie Canada	12	1.2k 0.8×	665 0.6×	363 0.7×	258 0.5×	355 2.7×	27	1.3k
Thomas Dangl Austria	11	777 0.6×	567 0.5×	174 0.3×	273 0.5×	184 1.4×	38	1.0k
Kenneth A. Kavajecz United States	18	1.9k 1.4×	1.0k 0.9×	481 0.9×	665 1.3×	215 1.6×	35	2.1k
Matthew Pritsker United States	8	993 0.7×	714 0.6×	283 0.5×	195 0.4×	109 0.8×	14	1.2k

Countries citing papers authored by Jun Cai

Since Specialization

Citations

This map shows the geographic impact of Jun Cai'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 Jun Cai with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jun Cai more than expected).

Fields of papers citing papers by Jun Cai

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jun Cai. 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 Jun Cai. The network helps show where Jun Cai may publish in the future.

Co-authorship network of co-authors of Jun Cai

This figure shows the co-authorship network connecting the top 25 collaborators of Jun Cai. A scholar is included among the top collaborators of Jun Cai 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 Jun Cai. Jun Cai is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Cai, Jun, et al.. (2024). Credit market conditions, expected return proxies, and bank stock returns. Global Finance Journal. 62. 101021–101021. 1 indexed citations

Cai, Jun, et al.. (2024). Changing economic environment and expected return proxies. China Finance Review International. 15(1). 1–42. 1 indexed citations

Cai, Jun, et al.. (2023). Gold-mining stocks, risk factors, and tail patterns. Journal of International Financial Markets Institutions and Money. 88. 101823–101823. 3 indexed citations

Cai, Jun, et al.. (2021). Corporate bond spreads and understated pension liabilities. China Finance Review International. 12(1). 121–160. 7 indexed citations

Cai, Jun, et al.. (2021). Earnings management when firms face mandatory contributions. China Finance Review International. 11(4). 522–551. 11 indexed citations

Chen, Tao, et al.. (2018). Stock return predictability when growth and accrual measures are negatively correlated. China Finance Review International. 9(3). 401–422. 8 indexed citations

Cai, Jun, et al.. (2016). Investment Financing of Organizational Capital. Asia-Pacific Journal of Financial Studies. 45(3). 343–379. 1 indexed citations

Hu, Jie, et al.. (2016). The Driving Behavior Data Acquisition and Identification Based on Vehicle Bus. SAE technical papers on CD-ROM/SAE technical paper series. 1. 2 indexed citations

Ahn, Hee‐Joon, Jun Cai, Yasushi Hamao, & Michael Melvin. (2014). Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation. Pacific-Basin Finance Journal. 29. 163–181. 17 indexed citations

10.

Chen, Gang, Jun Yang, & Jun Cai. (2014). Research on Social Engineering in Network Security. Advanced materials research. 989-994. 4881–4884. 1 indexed citations

11.

Zhang, Zheng, Jun Cai, & Yan‐Leung Cheung. (2009). Explaining country and cross‐border liquidity commonality in international equity markets. Journal of Futures Markets. 29(7). 630–652. 22 indexed citations

12.

Chen, Tao, Jun Cai, & Richard Yan‐Ki Ho. (2009). Intraday information efficiency on the Chinese equity market. China Economic Review. 20(3). 527–541. 3 indexed citations

13.

Chen, Tao, Jie Li, & Jun Cai. (2008). Information content of inter-trade time on the Chinese market. Emerging Markets Review. 9(3). 174–193. 7 indexed citations

14.

Ahn, Hee‐Joon, Jun Cai, Yasushi Hamao, & Michael Melvin. (2005). Little Guys, Liquidity, and the Informational Efficiency of Price: Evidence from the Tokyo Stock Exchange on the Effects of Small Investor Participation. SSRN Electronic Journal. 5 indexed citations

15.

Yan, Daying & Jun Cai. (2003). Long-Run Operating Performance of Initial Public Offerings in Japanese Over-the-Counter Market (1991–2001): Evidence and Implications. Asia-Pacific Financial Markets. 10(2-3). 239–274. 2 indexed citations

16.

Ahn, Hee‐Joon, Jun Cai, Yasushi Hamao, & Richard Yan‐Ki Ho. (2002). The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchange. Journal of Empirical Finance. 9(4). 399–430. 83 indexed citations

17.

Cai, Jun, et al.. (2001). ‘Once-in-a-generation’ yen volatility in 1998: fundamentals, intervention, and order flow. Journal of International Money and Finance. 20(3). 327–347. 105 indexed citations

18.

Cai, Jun, Yan‐Leung Cheung, & Michael C. S. Wong. (2001). What moves the gold market?. Journal of Futures Markets. 21(3). 257–278. 152 indexed citations

19.

Cai, Jun, Yan‐Leung Cheung, & Vidhan K. Goyal. (1999). Bank monitoring and the maturity structure of Japanese corporate debt issues. Pacific-Basin Finance Journal. 7(3-4). 229–250. 25 indexed citations

20.

Cai, Jun. (1994). A Markov Model of Switching-Regime ARCH. Journal of Business and Economic Statistics. 12(3). 309–316. 395 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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