Dr. CAI Jun (柴俊)

Research Output

  1. 2021
  2. Published

    Bank stocks, risk factors, and tail behavior

    Yang, H., Cai, J., Huang, L. & Marcus, A. J., Sep 2021, In: Journal of Empirical Finance. 63, p. 203-229

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  3. Online published

    Earnings management when firms face mandatory contributions

    Qin, Y., Cai, J. & Wei, S., 28 Jun 2021, (Online published) In: China Finance Review International.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  4. 2020
  5. Published

    Financial health and the valuation of corporate pension plans

    Cai, J., Luo, M. & Marcus, A. J., Oct 2020, In: Journal of Pension Economics and Finance. 19, 4, p. 459-490 32 p.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  6. Published

    Oil stocks, risk factors, and tail behavior

    Lian, Z., Cai, J. & Webb, R. I., Sep 2020, In: Energy Economics. 91, 104932.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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  7. Online published

    Do Japanese firms systematically inflate expected rate of returns from defined benefit pension plans?

    Qin, Y., Cai, J. & Rhee, S. G., 20 Mar 2020, (Online published) In: Pacific Basin Finance Journal. 101321.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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  8. Published

    Execution costs, investability, and actual foreign investment in emerging markets

    Ahn, H., Cai, J. & Cheung, Y., 2020, In: China Finance Review International. 10, 2, p. 143-167

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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  9. 2019
  10. Published

    Stock return predictability when growth and accrual measures are negatively correlated

    Luo, M., Chen, T. & Cai, J., 2019, In: China Finance Review International. 9, 3, p. 401-422

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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  11. 2018
  12. Published

    Earnings Mergers and Acquisitions Under Pension Disclosure Standards

    Cai, J., Qin, Y. & Wang, A., Dec 2018, In: Advances in Decision Sciences. 22(A), p. 1-42 42 p.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  13. Published

    Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?

    Ahn, H., Cai, J. & Yang, C., Dec 2018, In: Economies. 6, 4, 67.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 9
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  14. 2016
  15. Published

    Investment Financing of Organizational Capital

    Jiang, D. X., Luo, M. & Cai, J., Jun 2016, In: Asia-Pacific Journal of Financial Studies. 45, 3, p. 343-379

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  16. 2014
  17. Published

    Investor Sentiment, Product Features, and Advertising Investment Sensitivities

    Luo, M., Jiang, D. X. & Cai, J., Dec 2014, In: Asia-Pacific Journal of Financial Studies. 43, 6, p. 798 - 837

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 4
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  18. Published

    Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation

    Ahn, H., Cai, J., Hamao, Y. & Melvin, M., Sep 2014, In: Pacific Basin Finance Journal. 29, p. 163-181

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 12
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  19. 2010
  20. Published

    Do informed traders trade more when the market is thick? Evidence from the nikkei 225 index redefinition of April 2000

    Ahn, H., Cai, J. & Chung, J. M., Aug 2010, In: Asia-Pacific Journal of Financial Studies. 39, 4, p. 495-523

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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  21. Published

    Adverse selection costs: A study on the Chinese stock market

    He, C., Lu, Z., He, X. & Chai, J., 2010, In: Frontiers of Business Research in China. 4, 2, p. 209-230

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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  22. 2009
  23. Published

    Intraday information efficiency on the Chinese equity market

    Chen, T., Cai, J. & Ho, R. Y. K., Sep 2009, In: China Economic Review. 20, 3, p. 527-541

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 4
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  24. Published

    Explaining country and cross-border liquidity commonality in international equity markets

    Zhang, Z., Cai, J. & Cheung, Y. L., Jul 2009, In: Journal of Futures Markets. 29, 7, p. 630-652

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 15
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  25. Published

    Stock returns, order imbalances, and commonality: Evidence on individual, institutional, and proprietary investors in China

    Bailey, W., Cai, J., Cheung, Y. L. & Wang, F., Jan 2009, In: Journal of Banking and Finance. 33, 1, p. 9-19

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 49
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  26. 2008
  27. Published

    Information content of inter-trade time on the Chinese market

    Chen, T., Li, J. & Cai, J., Sep 2008, In: Emerging Markets Review. 9, 3, p. 174-193

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 7
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  28. Published

    Tick size change and liquidity provision for Japanese stock trading near Y1000

    Cai, J., Hamao, Y. & Ho, R. Y. K., Jan 2008, In: Japan and the World Economy. 20, 1, p. 19-39 21 p.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  29. Published

    Tick Size Chang and Liquidity Provision for Japanese Stock Trading near ¥1,000

    CAI, J., HAMAO, Y. & HO, Y. K., 2008, In: Japan and the World Economy. 20, 1, p. 19 - 39

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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