Concepedia
Statistics
Publications
29
Citations
2.5K
H-Index
21
Active since
1994
Affiliations
City University of Hong Kong(Current)
Hong Kong University of Science and Technology
University of Southern California
Sungkyunkwan University
University of Hong Kong
Jun Cai is an author at City University of Hong Kong specializing in business, finance, and financial economics.
Top concepts
FinanceBusinessFinancial EconomicsAsset PricingEconomicsGlobal FinanceMarket MicrostructureEmpirical FinanceVolatility ModelingLiquidity
Publications per year
1994–2021
A Markov Model of Switching-Regime ARCH
Jun Cai · Journal of Business and Economic Statistics · 1994 · 561 citations
Volatility Modeling, Term Structure Model, Engineering +17
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Tim Bollerslev, Jun Cai, Frank M. Song · Journal of Empirical Finance · 2000 · 260 citations
Empirical Finance, Volatility Modeling, Economics +12
What moves the gold market?
Jun Cai, Yan‐Leung Cheung, Michael C. S. Wong · Journal of Futures Markets · 2001 · 193 citations
Volatility Modeling, Gold Futures Contracts, Trade +19
Intraday and interday volatility in the Japanese stock market
Torben G. Andersen, Tim Bollerslev, Jun Cai · Journal of International Financial Markets Institutions and Money · 2000 · 185 citations
Volatility Modeling, Financial Economics, Asset Pricing +4
The investment and operating performance of Japanese initial public offerings
Jun Cai, K.C. John Wei · Pacific-Basin Finance Journal · 1997 · 168 citations
Financial Management, Business, Economic Analysis +4
1–5 of 29