Charles Cao

Charles Cao

Penn State University

H-index: 30

North America-United States

About Charles Cao

Charles Cao, With an exceptional h-index of 30 and a recent h-index of 22 (since 2020), a distinguished researcher at Penn State University, specializes in the field of Investments, hedge funds and mutual funds, derivative securities, market microstructure, credit risk.

His recent articles reflect a diverse array of research interests and contributions to the field:

An Anatomy of Cryptocurrency Sentiment

Assessing models of individual equity option prices

The economics of hedge fund startups: theory and empirical evidence

Information choice, uncertainty, and expected returns

Predicting the equity premium with the implied volatility spread

Does Working from Home Impair Mutual Fund Performance?

Charles Cao Information

University

Position

___

Citations(all)

9658

Citations(since 2020)

2299

Cited By

8300

hIndex(all)

30

hIndex(since 2020)

22

i10Index(all)

38

i10Index(since 2020)

28

Email

University Profile Page

Penn State University

Google Scholar

View Google Scholar Profile

Charles Cao Skills & Research Interests

Investments

hedge funds and mutual funds

derivative securities

market microstructure

credit risk

Top articles of Charles Cao

Title

Journal

Author(s)

Publication Date

An Anatomy of Cryptocurrency Sentiment

Available at SSRN

Mehmet Canayaz

Charles Cao

Giang Nguyen

Qiang Wang

2023/6/15

Assessing models of individual equity option prices

Review of Quantitative Finance and Accounting

Gurdip Bakshi

Charles Cao

Zhaodong Zhong

2021/7

The economics of hedge fund startups: theory and empirical evidence

The Journal of Finance

Charles Cao

Grant Farnsworth

Hong Zhang

2021/6

Information choice, uncertainty, and expected returns

The Review of Financial Studies

Charles Cao

David Gempesaw

Timothy T Simin

2021/12/1

Predicting the equity premium with the implied volatility spread

Journal of Financial Markets

Charles Cao

Timothy Simin

Han Xiao

2020/11/1

Does Working from Home Impair Mutual Fund Performance?

Charles Cao

Timothy T Simin

Han Xiao

2020/9/4

See List of Professors in Charles Cao University(Penn State University)