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Jie Cao

Personal Details

First Name:Jie
Middle Name:
Last Name:Cao
Suffix:
RePEc Short-ID:pca1805
[This author has chosen not to make the email address public]
https://sites.google.com/site/jiejaycao/
Terminal Degree:2009 McCombs School of Business; University of Texas-Austin (from RePEc Genealogy)

Affiliation

Faculty of Business
Hong Kong Polytechnic University

Kowloon, Hong Kong
http://www.polyu.edu.hk/fb
RePEc:edi:fbpolhk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  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 24-74, Swiss Finance Institute.
  2. Jie Cao & Amit Goyal & Xintong Zhan & Weiming Elaine Zhang, 2021. "Unlocking ESG Premium from Options," Swiss Finance Institute Research Paper Series 21-39, Swiss Finance Institute.
  3. Jie Cao & Sheridan Titman & Xintong Zhan & Weiming Zhang, 2020. "ESG Preference, Institutional Trading, and Stock Return Patterns," NBER Working Papers 28156, National Bureau of Economic Research, Inc.
  4. Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2019. "Implied Volatility Changes and Corporate Bond Returns," Swiss Finance Institute Research Paper Series 19-75, Swiss Finance Institute.
  5. Jie Cao & Amit Goyal & Sai Ke & Xintong Zhan, 2019. "Option Trading and Stock Price Informativeness," Swiss Finance Institute Research Paper Series 19-74, Swiss Finance Institute.

Articles

  1. 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., vol. 26(2), June.
  2. 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, vol. 21(1), pages 72-82, January.
  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, vol. 72(3), pages 1959-1986, March.
  4. Cao, Jie & Hsu, Jason C. & Song, Linjia & Xiao, Zhanbing & Zhan, Xintong, 2025. "Smart beta, “smarter” flows," Journal of Empirical Finance, Elsevier, vol. 81(C).
  5. Cao, Jie & Goyal, Amit & Ke, Sai & Zhan, Xintong, 2024. "Options Trading and Stock Price Informativeness," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(4), pages 1516-1540, June.
  6. Cao, Jie & Han, Bing & Song, Linjia & Zhan, Xintong, 2023. "Option price implied information and REIT returns," Journal of Empirical Finance, Elsevier, vol. 71(C), pages 13-28.
  7. Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2023. "Implied Volatility Changes and Corporate Bond Returns," Management Science, INFORMS, vol. 69(3), pages 1375-1397, March.
  8. 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, vol. 58(5), pages 1843-1877, August.
  9. 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, vol. 82(C).
  10. 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., vol. 13(01), pages 1-35, March.
  11. Xintong (Eunice) Zhan & Bing Han & Jie Cao & Qing Tong, 2022. "Option Return Predictability," The Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1394-1442.
  12. Jie Cao & Tarun Chordia & Xintong Zhan, 2021. "The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?," Management Science, INFORMS, vol. 67(12), pages 7866-7887, December.
  13. Jie Cao & Hao Liang & Xintong Zhan, 2019. "Peer Effects of Corporate Social Responsibility," Management Science, INFORMS, vol. 65(12), pages 5487-5503, December.
  14. Cao, Jie & Han, Bing & Wang, Qinghai, 2017. "Institutional Investment Constraints and Stock Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(2), pages 465-489, April.
  15. Cao, Jie & Chordia, Tarun & Lin, Chen, 2016. "Alliances and Return Predictability," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(5), pages 1689-1717, October.
  16. Cao, Jie & Han, Bing, 2016. "Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, vol. 73(C), pages 1-15.
  17. Cao, Jie & Han, Bing, 2013. "Cross section of option returns and idiosyncratic stock volatility," Journal of Financial Economics, Elsevier, vol. 108(1), pages 231-249.
  18. Xiaolong Zhong & Jie Cao & Yong Jin & Wei Zheng, . "On empirical likelihood option pricing," Journal of Risk, Journal of Risk.
  19. Jie Cao & Rao Fu & Yong Jin, . "International diversification through iShares and their rivals," Journal of Risk, Journal of Risk.

More information

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (3) 2020-02-10 2021-07-26 2025-01-13
  2. NEP-CFN: Corporate Finance (2) 2020-02-10 2020-02-10
  3. NEP-FMK: Financial Markets (1) 2021-01-04
  4. NEP-MST: Market Microstructure (1) 2020-02-10

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