Quanwei Cao

    • 2552 Citations
    • 17 h-Index
    1992 …2019
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    Fingerprint Dive into the research topics where Quanwei Cao is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

    • 13 Similar Profiles
    Hedge funds Business & Economics
    Liquidity Business & Economics
    Pricing Business & Economics
    Market liquidity Business & Economics
    Investors Business & Economics
    Mutual funds Business & Economics
    Hedging Business & Economics
    Fund managers Business & Economics

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    Research Output 1992 2019

    • 2552 Citations
    • 17 h-Index
    • 33 Article
    • 1 Chapter
    • 1 Review article
    1 Citation (Scopus)

    Index membership and small firm financing

    Cao, Q., Gustafson, M. T. L. & Velthuis, R., Jan 1 2019, In : Management Science. 65, 9, p. 4156-4178 23 p.

    Research output: Contribution to journalArticle

    Financing
    Small firms
    Analyst coverage
    Bank loans
    Bank financing
    7 Citations (Scopus)

    Hedge fund holdings and stock market efficiency

    Cao, Q., Liang, B., Lo, A. W. & Petrasek, L., Jan 1 2018, In : Review of Asset Pricing Studies. 8, 1, p. 77-116 40 p.

    Research output: Contribution to journalReview article

    Fundholding
    Hedge funds
    Stock market efficiency
    Ownership
    Price efficiency

    Hedge funds and stock price formation

    Cao, Q., Chen, Y., Goetzmann, W. N. & Liang, B., Jan 1 2018, In : Financial Analysts Journal. 74, 3, p. 54-68 15 p.

    Research output: Contribution to journalArticle

    Hedge funds
    Stock prices
    Price formation
    Ownership
    Mispricing

    The decline of informed trading in the equity and options markets

    Cao, Q., Gempesaw, D. & Simin, T. T., Sep 1 2018, In : Journal of Alternative Investments. 21, 2, p. 16-29 14 p.

    Research output: Contribution to journalArticle

    Informed trading
    Options markets
    Equity markets
    1 Citation (Scopus)

    Return smoothing, liquidity costs, and investor flows: Evidence from a separate account platform

    Cao, Q., Farnsworth, G., Liang, B. & Lo, A. W., Jul 1 2017, In : Management Science. 63, 7, p. 2233-2250 18 p.

    Research output: Contribution to journalArticle

    Investors
    Costs
    Hedge funds
    Smoothing
    Liquidity