| Empirical performance of alternative option pricing models G Bakshi, C Cao, Z Chen The Journal of finance 52 (5), 2003-2049, 1997 | 3636 | 1997 |
| Inequality constraints in the univariate GARCH model DB Nelson, CQ Cao Journal of Business & Economic Statistics 10 (2), 229-235, 1992 | 925 | 1992 |
| Informational content of option volume prior to takeovers C Cao, Z Chen, JM Griffin The Journal of Business 78 (3), 1073-1109, 2005 | 588 | 2005 |
| The information content of an open limit‐order book C Cao, O Hansch, X Wang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 505 | 2009 |
| Can growth options explain the trend in idiosyncratic risk? C Cao, T Simin, J Zhao The Review of Financial Studies 21 (6), 2599-2633, 2008 | 478 | 2008 |
| Pricing and hedging long-term options G Bakshi, C Cao, Z Chen Journal of econometrics 94 (1-2), 277-318, 2000 | 368 | 2000 |
| Can hedge funds time market liquidity? C Cao, Y Chen, B Liang, AW Lo Journal of Financial Economics 109 (2), 493-516, 2013 | 367 | 2013 |
| Price discovery without trading: Evidence from the Nasdaq preopening C Cao, E Ghysels, F Hatheway The Journal of Finance 55 (3), 1339-1365, 2000 | 322 | 2000 |
| The information content of option-implied volatility for credit default swap valuation C Cao, F Yu, Z Zhong Journal of financial markets 13 (3), 321-343, 2010 | 297 | 2010 |
| Nonlinear time‐series analysis of stock volatilities CQ Cao, RS Tsay Journal of applied econometrics 7 (S1), S165-S185, 1992 | 295 | 1992 |
| Tick size, spread, and volume HJ Ahn, CQ Cao, H Choe Journal of Financial Intermediation 5 (1), 2-22, 1996 | 283 | 1996 |
| Do call prices and the underlying stock always move in the same direction? G Bakshi, C Cao, Z Chen The Review of Financial Studies 13 (3), 549-584, 2000 | 279 | 2000 |
| Does insider trading impair market liquidity? Evidence from IPO lockup expirations C Cao, LC Field, G Hanka Journal of Financial and Quantitative Analysis 39 (1), 25-46, 2004 | 184 | 2004 |
| Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities HJ Ahn, CQ Cao, H Choe Journal of Financial Markets 1 (1), 51-87, 1998 | 165 | 1998 |
| An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility C Cao, EC Chang, Y Wang Journal of Banking & Finance 32 (10), 2111-2123, 2008 | 164 | 2008 |
| Hedge fund holdings and stock market efficiency C Cao, B Liang, AW Lo, L Petrasek The Review of Asset Pricing Studies 8 (1), 77-116, 2018 | 139 | 2018 |
| Do mutual fund managers time market liquidity? C Cao, TT Simin, Y Wang Journal of Financial Markets 16 (2), 279-307, 2013 | 108 | 2013 |
| Hedge funds and stock price formation C Cao, Y Chen, WN Goetzmann, B Liang Financial Analysts Journal 74 (3), 54-68, 2018 | 94* | 2018 |
| Does the specialist matter? Differential execution costs and intersecurity subsidization on the New York Stock Exchange C Cao, H Choe, F Hatheway The Journal of Finance 52 (4), 1615-1640, 1997 | 94 | 1997 |
| Order placement strategies in a pure limit order book market C Cao, O Hansch, X Wang Journal of Financial Research 31 (2), 113-140, 2008 | 93 | 2008 |
