Concepedia

Jun Cai

JC

29

Publications

2.5K

Citations

21

H-Index

1994

Active since

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

29

Publications

29

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

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