M. Cao

Finance · with Wei · 2004–2010

A researcher in the Science corpus: 4 papers; trusts 7 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 31 citations into it; #4,614 of 10,518 by trust here, #3,280 by citations
• Accounting — 19 citations into it
• Economics and Econometrics — 17 citations into it; #9,968 of 23,481 by trust here, #11,156 by citations

Whom M. Cao trusts overall

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

1. Mark J. Kamstra
2. Tarun Chordia
3. David A. Hirshleifer
4. Richard Roll
5. Tyler Shumway
6. Avanidhar Subrahmanyam
7. Ilia D. Dichev
8. Rajnish Mehra
9. Maurice D. Levi
10. Y. Amihud

Who trusts M. Cao overall

1. J. Woodard
2. Robert Novy-Marx
3. Harrison G. Hong
4. Michael M. Dowling
5. Philip Garcia
6. Shao‐Chi Chang
7. Robert Hudson
8. Anthony Heyes
9. Amar Cheema
10. Brian M. Lucey

Papers from M. Cao's perspective

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

1. Managerial Decisions and Long-Term Stock Price Performance
2. Good Day Sunshine: Stock Returns and the Weather
3. Pseudo Market Timing and the Long-Run Underperformance of IPOs
4. Seasoned public offerings: Resolution of the "new issues puzzle"
5. Commonality in Liquidity
6. Trading Volume and Serial Correlation in Stock Returns
7. Is Information Risk a Determinant of Asset Returns
8. Uniformly least powerful tests of market efficiency
9. Winter Blues: A SAD Stock Market Cycle
10. Common risk factors in the returns on stocks and bonds

Their papers

• Stock market returns: A note on temperature anomaly (2005) — 522 citations
• WEATHER DERIVATIVES VALUATION AND MARKET PRICE OF WEATHER RISK (2004) — 218 citations
• Option Market Liquidity: Commonality and Other Characteristics (2010) — 110 citations
• Liquidity risk, leverage and long-run IPO returns (2005) — 282 citations