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Publications

by alumni of

Chinese University of Hong Kong → Faculty of Business Administration → Department of Finance

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2024

  1. Jie Cao & Amit Goyal & Yajing (Stella) Wang & Xintong Zhan & Weiming Elaine Zhang, 2024, "Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-74, Oct.

2021

  1. Jie Cao & Amit Goyal & Xintong Zhan & Weiming Elaine Zhang, 2021, "Unlocking ESG Premium from Options," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-39, Jul.

2020

  1. Jie Cao & Sheridan Titman & Xintong Zhan & Weiming Zhang, 2020, "ESG Preference, Institutional Trading, and Stock Return Patterns," NBER Working Papers, National Bureau of Economic Research, Inc, number 28156, Nov.

2019

  1. Jie Cao & Amit Goyal & Sai Ke & Xintong Zhan, 2019, "Option Trading and Stock Price Informativeness," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-74, Jun.

Journal articles

2026

  1. Xintong Zhan & Junting Liu & Jie Cao & Ruijing Yang & Linyu Zhou, 2026, "Beyond Green: Impacts of Green Bond Issuance on Conventional Bonds in China," Asian Economic Policy Review, Japan Center for Economic Research, volume 21, issue 1, pages 72-82, January, DOI: 10.1111/aepr.70005.
  2. Jie Cao & Shuting Li & Xintong Zhan & Weiming Zhang & Linyu Zhou, 2026, "Greenness in the Eye of Bond Short Sellers," International Review of Finance, International Review of Finance Ltd., volume 26, issue 2, June, DOI: 10.1111/irfi.70077.
  3. Jie Cao & Yi Li & Xintong Zhan & Weiming Zhang & Linyu Zhou, 2026, "Carbon Emissions, Mutual Fund Trading, and the Liquidity of Corporate Bonds," Management Science, INFORMS, volume 72, issue 3, pages 1959-1986, March, DOI: 10.1287/mnsc.2023.01867.

2025

  1. Cao, Jie & Hsu, Jason C. & Song, Linjia & Xiao, Zhanbing & Zhan, Xintong, 2025, "Smart beta, “smarter” flows," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101580.

2024

  1. Cao, Jie & Goyal, Amit & Ke, Sai & Zhan, Xintong, 2024, "Options Trading and Stock Price Informativeness," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 4, pages 1516-1540, June.

2023

  1. Cao, Jie & Titman, Sheridan & Zhan, Xintong & Zhang, Weiming, 2023, "ESG Preference, Institutional Trading, and Stock Return Patterns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 58, issue 5, pages 1843-1877, August.
  2. Cao, Jie & Han, Bing & Song, Linjia & Zhan, Xintong, 2023, "Option price implied information and REIT returns," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 13-28, DOI: 10.1016/j.jempfin.2022.12.013.
  3. Cao, Jie & Zhan, Xintong & Zhang, Weiming & Zhang, Yaojia, 2023, "The return predictability of carbon emissions: Evidence from Hong Kong and Singapore," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102177.
  4. Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2023, "Implied Volatility Changes and Corporate Bond Returns," Management Science, INFORMS, volume 69, issue 3, pages 1375-1397, March, DOI: 10.1287/mnsc.2022.4379.
  5. Jie Jay Cao & Aurelio Vasquez & Xiao Xiao & Xintong Eunice Zhan, 2023, "Why Does Volatility Uncertainty Predict Equity Option Returns?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 1-35, March, DOI: 10.1142/S2010139223500052.

2022

  1. Shu, Tao & Tian, Xuan & Zhan, Xintong, 2022, "Patent quality, firm value, and investor underreaction: Evidence from patent examiner busyness," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1043-1069, DOI: 10.1016/j.jfineco.2021.10.013.

2021

  1. Jie Cao & Tarun Chordia & Xintong Zhan, 2021, "The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?," Management Science, INFORMS, volume 67, issue 12, pages 7866-7887, December, DOI: 10.1287/mnsc.2020.3803.

2019

  1. Jie Cao & Hao Liang & Xintong Zhan, 2019, "Peer Effects of Corporate Social Responsibility," Management Science, INFORMS, volume 65, issue 12, pages 5487-5503, December, DOI: 10.1287/mnsc.2018.3100.
  2. Xu Li & Chen Lin & Xintong Zhan, 2019, "Does Change in the Information Environment Affect Financing Choices?," Management Science, INFORMS, volume 65, issue 12, pages 5676-5696, December, DOI: 10.1287/mnsc.2018.3096.
  3. Si Li & Xintong Zhan, 2019, "Product Market Threats and Stock Crash Risk," Management Science, INFORMS, volume 65, issue 9, pages 4011-4031, September, DOI: 10.1287/mnsc.2017.3016.

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