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Amini, Shima [Author] ; Cai, Charlie X. [Other]

Nominal Price Level and Noise Trading

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[S.l.]: SSRN, [2017]

Published in: Leeds University Business School Working Paper ; No. 17-08
Cai, Charlie X. [Author] ; Kerestecioglu, Semih [Other]; Fu, Xi [Other]

Economic Uncertainty : Mispricing and Ambiguity Premium

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[S.l.]: SSRN, [2020]
Cai, Charlie X. [Author] ; Keasey, Kevin [Other]; Li, Peng [Other]; Zhang, Qi [Other]

Market Development, Information Diffusion and the Global Anomaly Puzzle

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https://ssrn.com/abstract=2839799

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[S.l.]: SSRN, [2020]
Cai, Charlie X. [Author] ; Kim, Minjoo [Other]; Shin, Yongcheol [Other]; Zhang, Qi [Other]

FARVaR : Functional Autoregressive Value-at-Risk

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https://ssrn.com/abstract=2412635

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[S.l.]: SSRN, [2019]
Cai, Charlie X. [Author] ; Keasey, Kevin [Other]; Li, Peng [Other]; Zhang, Qi [Other]

Paying Too Much for Growth : What have Investors Missed?

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https://ssrn.com/abstract=2909659

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[S.l.]: SSRN, [2018]

Published in: Leeds University Business School Working Paper ; No. 17-09
Cai, Charlie X. [Author] ; Mc Guinness, Paul [Other]; Zhang, Qi [Other]

Capital Account Reform and Short- and Long-Run Stock Price Leadership

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https://ssrn.com/abstract=2669410

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[S.l.]: SSRN, [2015]
Cai, Charlie X. [Author] ; Asma, Mobarek [Other]; Zhang, Qi [Other]

International Stock Market Leadership and its Determinants

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https://ssrn.com/abstract=2672594

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[S.l.]: SSRN, [2015]
Cai, Charlie X. [Author] ; Faff, Robert W. [Other]; Shin, Yongcheol [Other]

Noise Momentum Around the World

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https://ssrn.com/abstract=2465295

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[S.l.]: SSRN, [2014]
Cai, Charlie X. [Author] ; Faff, Robert W. [Other]; Shin, Yongcheol [Other]

Limited Arbitrage and Noise Momentum

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[S.l.]: SSRN, [2012]
Cai, Charlie X. [Author] ; Hillier, David [Other]; Tian, Gao-Liang [Other]; Wu, Qinghua [Other]

Do Audit Committees Reduce the Agency Costs of Ownership Structure?

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https://ssrn.com/abstract=1339232

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[S.l.]: SSRN, [2011]
Cai, Charlie X. [Author] ; Keasey, Kevin [Other]; Tian, Gao-Liang [Other]

Determinants of the Component Structure of Intraday Return Distributions

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https://ssrn.com/abstract=1687016

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[S.l.]: SSRN, [2010]
Cai, Charlie X. [Author] ; Hillier, David [Other]; Hudson, Robert [Other]; Keasey, Kevin [Other]

Trading Frictions and Market Structure : An Empirical Analysis

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[S.l.]: SSRN, [2010]
Cai, Charlie X. [Author] ; Duxbury, Darren [Other]; Keasey, Kevin [Other]

A New Test of Signaling Theory

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[S.l.]: SSRN, [2008]
Zhang, Qi [Author] ; Cai, Charlie X. [Other]; Keasey, Kevin [Other]

Market Reaction to Earnings News : A Unified Test of Information Risk and Transaction Costs

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[S.l.]: SSRN, [2014]
Zhang, Qi [Author] ; Keasey, Kevin [Other]; Cai, Charlie X. [Other]

Forecasting Using High-Frequency Data : A Comparison of Asymmetric Financial Duration Models

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[S.l.]: SSRN, [2010]
Cai, Charlie X. [Author]; Zhao, Ran [Author]

Salience theory and cryptocurrency returns

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https://www.sciencedirect.com/science/article/pii/S0378426623002388/pdfft?md5=74f5782c6b64a0cdec0147308bbb5854&pid=1-s2.0-S0378426623002388-main.pdf

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2024

Published in: Journal of banking and finance ; 159(2024) vom: Feb., Artikel-ID 107052, Seite 1-17
Cai, Charlie X. [Author]; Zhao, Ran [Author]

Salience Theory and Cryptocurrency Returns

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https://ssrn.com/abstract=3983602

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[S.l.]: SSRN, [2022]
Bai, Yunfei [Author]; Cai, Charlie X. [Author]

Predicting VIX with Adaptive Machine Learning

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[S.l.]: SSRN, [2021]
Zhou, You [Author] ; Li, Peng [Other]; Cai, Charlie X. [Other]; Keasey, Kevin [Other]

Investor Mix and Mutual Fund Performance : A Flow Based Measure of Relative Smartness

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https://ssrn.com/abstract=2839798

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[S.l.]: SSRN, [2020]
Zhang, Qi [Author] ; Vallascas, Francesco [Other]; Keasey, Kevin [Other]; Cai, Charlie X. [Other]

Are Market-Based Rankings of Global Systemically Important Financial Institutions Useful for Regulators?

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[S.l.]: SSRN, [2015]

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