Charlie Cai
University of Liverpool
H-index: 17
Europe-United Kingdom
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 |