Quanwei Cao

    • 2506 Citations
    • 17 h-Index
    1992 …2018
    If you made any changes in Pure, your changes will be visible here soon.

    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.

    • 1 Similar Profiles
    Hedging Mathematics
    Stochastic Interest Rates Mathematics
    Stochastic Volatility Mathematics
    Pricing Mathematics
    GARCH Model Mathematics
    Option Pricing Mathematics
    Inequality Constraints Mathematics
    Univariate Mathematics

    Network Recent external collaboration on country level. Dive into details by clicking on the dots.

    Research Output 1992 2018

    • 2506 Citations
    • 17 h-Index
    • 32 Article
    • 1 Chapter

    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

    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

    Hedge funds
    1 Citation (Scopus)

    Style drift: Evidence from small-cap mutual funds

    Cao, Q., Iliev, P. G. & Velthuis, R., May 1 2017, In : Journal of Banking and Finance. 78, p. 42-57 16 p.

    Research output: Contribution to journalArticle

    Mutual funds
    Performance persistence
    Abnormal returns
    1 Citation (Scopus)

    Real Estate Risk and Hedge Fund Returns

    Ambrose, B. W., Cao, Q. & D’Lima, W., Apr 1 2016, In : Journal of Real Estate Finance and Economics. 52, 3, p. 197-225 29 p.

    Research output: Contribution to journalArticle

    real estate
    real estate market
    economic impact