Concepedia

Charles Cao

CC

Statistics

Publications

55

Citations

9K

H-Index

33

Active since

1992

Affiliations

Pennsylvania State University(Current)

Chinese University of Hong Kong

University of Massachusetts Amherst

Texas A&M University

Rutgers, The State University of New Jersey

Charles Cao is an author at Pennsylvania State University specializing in financial economics, finance, and business.

Publications per year

1992–2021

55

Publications

55

Empirical Performance of Alternative Option Pricing Models

Gurdip Bakshi, Charles Cao, Zhiwu Chen · The Journal of Finance · 1997 · 2.7K citations · Full text

Business, Finance, Financial Economics +16

Empirical Performance of Alternative Option Pricing Models

Gurdip Bakshi, Charles Cao, Zhiwu Chen · The Journal of Finance · 1997 · 1.1K citations

Business, Finance, Financial Economics +16

Inequality Constraints in the Univariate GARCH Model

Daniel B. Nelson, Charles Cao · Journal of Business and Economic Statistics · 1992 · 506 citations

Business, Finance, Mathematics +10

Informational content of option volume prior to takeovers

Zhiwu Chen, Charles Cao, John M. Griffin · The HKU Scholars Hub (University of Hong Kong) · 2005 · 431 citations

Business, Business Economics, Finance +17

Can Growth Options Explain the Trend in Idiosyncratic Risk?

Charles Cao, Timothy T. Simin, Jing Zhao · Review of Financial Studies · 2006 · 369 citations

Business, Economics, Finance +16

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