Quanwei Cao

    • 2678 Citations
    • 18 h-Index
    1992 …2020

    Research output per year

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    Research Output

    • 2678 Citations
    • 18 h-Index
    • 34 Article
    • 1 Chapter
    • 1 Review article

    Predicting the equity premium with the implied volatility spread

    Cao, C., Simin, T. & Xiao, H., Jan 1 2020, (Accepted/In press) In : Journal of Financial Markets. 100531.

    Research output: Contribution to journalArticle

  • Index membership and small firm financing

    Cao, C., Gustafson, M. & Velthuis, R., Sep 1 2019, In : Management Science. 65, 9, p. 4156-4178 23 p.

    Research output: Contribution to journalArticle

  • 2 Scopus citations

    Hedge fund holdings and stock market efficiency

    Cao, C., 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

  • 8 Scopus citations

    Hedge funds and stock price formation

    Cao, C., 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

  • 2 Scopus citations

    The decline of informed trading in the equity and options markets

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

    Research output: Contribution to journalArticle