基本情況
曹泉偉曹泉偉
職務：特聘教授
單位：清華大學
出生年月：
國籍：中國
電話: 814-865-7891
傳真: 814-865-3362
電子郵件: [email protected]
清華大學特聘教授，美國賓夕法尼亞州立大學副教授。
個人簡介
教育背景：
美國芝加哥大學經濟學博士(金融學專業)，1993年
美國肯塔基大學理學碩士(統計學專業)，1988年
北京大學理學學士(套用數學專業)，1984年
研究興趣：
金融衍生產品市場、風險管理、市場微觀結構、共同基金等
講授課程：
金融衍生證券、風險管理與投資
主要學術成果
1. Charles Cao, Haitiao Li and Fan Yu , "Is Investor Misreaction economically Significant? Evidence from Short- and Long-term Index Options" , Journal of Futures Markets , 1 January 2005 , pp 717-752
2. Charles Cao, Zhiwu Chen and John Griffin , "Informational Content of Option Volume Prior to Takeovers" , Journal of Business , 1 January 2005 , pp 1073-1109
3. Charles Cao, Laura Field and Gordon Hanka , "Does insider Trading Impair Market Liquidity: Evidence From IPO lockup Expirations" , Journal of Financial and Quantitative Analysis , 1 January 2004 , pp 25-46
4. Heejoon Ahn, Charles Cao and Hyuk Choe , "Share Repurchase Tender Offers and Bid-Ask Spreads" , Journal of Banking and Finance , 1 January 2001 , pp 445-478
5. Gurdip Bakshi, Charles Cao and Zhiwu Chen , "Pricing and Hedging Long-Term Options" , Journal of Econometrics , 1 January 2000 , pp 277-318
6. Gurdip Bakshi, Charles Cao and Zhiwu Chen , "Do Call Prices and the Underlying Stock Always Move in the Same Direction?" , Review of Financial Studies , 1 January 2000 , pp 549-584
7. Charles Cao, Eric Ghysels and Frank Hatheway , "Price Discovery without Trading: Evidence from Nasdaq Pre-opening" , Journal of Finance , 1 January 2000 , pp 1339-1365
8. Heejoon Ahn, Charles Cao and Hyuk Choe , "Decimalization and Competition Among Exchanges: Evidence from the Toronto Stock Exchange Cross-listed Securities" , Journal of Financial Markets , 1 January 1998 , pp 51-87
9. Charles Cao, Hyuk Choe and Frank Hatheway , "`Does the Specialist Matter? Differential Execution Costs and Inter-Security Subsidization on the NYSE" , Journal of Finance , 1 January 1997 , pp 1615-1640
10. Gurdip Bakshi, Charles Cao and Zhiwu Chen , "Empirical Performance of Alternative Option Pricing Models" , Journal of Finance , 1 January 1997 , 2003-2049
11. Heejoon Ahn, Charles Cao and Hyuk Choe , "Tick Size, Spread and Volume," , Journal of Financial Intermediation , 1 January 1996 , pp 2-22
12. Charles Cao and Daniel Nelson , "Inequality Constraints in the Univariate GARCH Model" , Journal of Business & Economic Statistics , 1 January 1992 , pp 229-235
13. Charles Cao and Ruey Tsay , "`Nonlinear Time Series Analysis of Stock Return Volatility" , Journal of Applied Econometrics , 1 January 1992 , pp 165-185
