题目：Option Return Predictability
报告人：曹杰， 香港中文大学 金融系
时间：2015年11月11日下午12：00 -14：00
地点：博萃楼阳光房
论文：
Dr. Jie Cao is an Assistant Professor of Finance at the Chinese University of Hong Kong. He holds a doctorate in Finance from McCombs School of Business at the University of Texas at Austin. His research interest includes empirical asset pricing, derivatives and corporate finance.
Publication
1.Cross-Section of Option Returns and Idiosyncratic Stock Volatility (with Bing Han), 2013, Journal of Financial Economics 108, 231-249.
2.Alliances and Return Predictability (with Tarun Chordia and Chen Lin), forthcoming, Journal of Financial and Quantitative Analysis
3.Institutional Investment Constraints and Stock Prices (with Bing Han and Qinghai Wang), forthcoming, Journal of Financial and Quantitative Analysis
