Charlie Cai

Charlie Cai

University of Liverpool

H-index: 17

Europe-United Kingdom

About Charlie Cai

Charlie Cai, With an exceptional h-index of 17 and a recent h-index of 10 (since 2020), a distinguished researcher at University of Liverpool, specializes in the field of Finance.

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

Trended Momentum

Salience theory and cryptocurrency returns

Predicting VIX with Adaptive Machine Learning

Market development, information diffusion, and the global anomaly puzzle

Do Funds with More CAPM Investors Perform Better? And, If So, Why?

Economic uncertainty: Mispricing and ambiguity premium

Information content of sustainability index recomposition: A synthetic portfolio approach

The determinants and value-relevance of voluntary disclosure of supply chain information

Charlie Cai Information

University

Position

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Citations(all)

1112

Citations(since 2020)

494

Cited By

913

hIndex(all)

17

hIndex(since 2020)

10

i10Index(all)

23

i10Index(since 2020)

11

Email

University Profile Page

University of Liverpool

Google Scholar

View Google Scholar Profile

Charlie Cai Skills & Research Interests

Finance

Top articles of Charlie Cai

Title

Journal

Author(s)

Publication Date

Trended Momentum

Charlie X Cai

Kevin Keasey

2024/2/27

Salience theory and cryptocurrency returns

Journal of Banking & Finance

Charlie X Cai

Ran Zhao

2024/2/1

Predicting VIX with Adaptive Machine Learning

Available at SSRN 3866415

Yunfei Bai

Charlie X Cai

2023/3/1

Market development, information diffusion, and the global anomaly puzzle

Journal of Financial and Quantitative Analysis

Charlie X Cai

Kevin Keasey

Peng Li

Qi Zhang

2023/2

Do Funds with More CAPM Investors Perform Better? And, If So, Why?

And, If So, Why

You Zhou

Peng Li

Charlie X Cai

Kevin Keasey

2023

Economic uncertainty: Mispricing and ambiguity premium

European Financial Management

Charlie X Cai

Xi Fu

Semih Kerestecioglu

2023/11

Information content of sustainability index recomposition: A synthetic portfolio approach

International Review of Financial Analysis

Wanling Rudkin

Charlie X Cai

2023/7/1

The determinants and value-relevance of voluntary disclosure of supply chain information

Accounting and Business Research

Charlie X Cai

Fei Teng

Xue Xia

Yu Xin

2023/6/7

The Experts and the Evidence: A Practical Guide to Stock Investing

Charlie X Cai

Kevin Keasey

2022/4/11

Informational Friction, Economic Uncertainty and CDS-Bond Basis

Available at SSRN 3746637

Charlie X Cai

Xiaoxia Ye

Ran Zhao

2020/12/10

Opportunistic CSR Assurance

Available at SSRN 3928564

Yusuf Ag

Sardar Ahmad

Charlie X Cai

2022

Tick-Size and Stock Price Crash Risk: Evidence from SEC’s Tick Size Pilot Program 2016

Available at SSRN 4286385

Adnan Ashraf

Baolei Qi

Charlie X Cai

2022/6/29

Nonlinear limits to arbitrage

Journal of Futures Markets

Jingzhi Chen

Charlie X Cai

Robert Faff

Yongcheol Shin

2022/6

Cross-Autocorrelation, Risk Transmission and Contagion in the Global CDS Markets

Available at SSRN 3826385

Charlie X Cai

May Hu

Xiaoxia Ye

2021/12/11

Why do firms manage their stock price levels?

Journal of International Financial Markets, Institutions and Money

Shima Amini

Axel Buchner

Charlie X Cai

Abdulkadir Mohamed

2020/7/1

See List of Professors in Charlie Cai University(University of Liverpool)