Charles Cao

Finance · 2000–2012

A researcher in the Science corpus: 9 papers; trusts 20 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Subfields

Whom Charles Cao trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. William Fung
  2. J. Gonzalo
  3. Y. Amihud
  4. David A. Hsieh
  5. Mark Grinblatt
  6. Vikas Agarwal
  7. Laura Casares Field
  8. Cheol S. Eun
  9. S. Wei
  10. John Y. Campbell

Who trusts Charles Cao overall

  1. Michael J. Barclay
  2. A. Cheung
  3. Terrence Hendershott
  4. Jun Pan
  5. Ashwin Malshe
  6. Changling Chen
  7. Christopher S. Jones
  8. Byeong-Je An
  9. Allen M. Poteshman
  10. Thierry Foucault

Papers from Charles Cao's perspective

Ordered by how strongly the researchers Charles Cao trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  2. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
  3. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
  4. The Cross-Section of Volatility and Expected Returns
  5. The Persistence of Mutual Fund Performance
  6. Idiosyncratic Risk Matters
  7. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
  8. Default Risk in Equity Returns
  9. What Drives Firm-Level Stock Returns?
  10. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"

Their papers