- Qin, Yiyi; Cai, Jun; Wang, James J.D.; Webb, Robert I. / Gold-mining stocks, risk factors, and tail patterns. October 2023; In: Journal of International Financial Markets, Institutions and Money. Vol. 88
- Cai, Jun; Ho, Richard Y.K.; Zhang, Zheng / Foreign investors, private information, and price discovery. July 2022; In: International Review of Economics and Finance. Vol. 80, pp. 506-525
- Yang, Huan; Cai, Jun / Corporate bond spreads and understated pension liabilities. February 2022; In: China Finance Review International. Vol. 12, No. 1, pp. 121-160
- Qin, Yiyi; Cai, Jun; Wei, Steven / Earnings management when firms face mandatory contributions. October 2021; In: China Finance Review International. Vol. 11, No. 4, pp. 522-551
- Yang, Huan; Cai, Jun; Huang, Lin; Marcus, Alan J. / Bank stocks, risk factors, and tail behavior. September 2021; In: Journal of Empirical Finance. Vol. 63, pp. 203-229
- Qin, Yiyi; Cai, Jun; Rhee, S. Ghon / Do Japanese firms systematically inflate expected rate of returns from defined benefit pension plans?. September 2021; In: Pacific Basin Finance Journal. Vol. 68
- Cai, Jun; Luo, Miao; Marcus, Alan J. / Financial health and the valuation of corporate pension plans. October 2020; In: Journal of Pension Economics and Finance. Vol. 19, No. 4, pp. 459-490
- Lian, Ziying; Cai, Jun; Webb, Robert I. / Oil stocks, risk factors, and tail behavior. September 2020; In: Energy Economics. Vol. 91
- Ahn, Hee-Joon; Cai, Jun; Cheung, Yan-Leung / Execution costs, investability, and actual foreign investment in emerging markets. 2020; In: China Finance Review International. Vol. 10, No. 2, pp. 143-167
- Luo, Miao; Chen, Tao; Cai, Jun / Stock return predictability when growth and accrual measures are negatively correlated. August 2019; In: China Finance Review International. Vol. 9, No. 3, pp. 401-422
- Ahn, Hee-Joon; Cai, Jun; Yang, Cheol-Won / Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?. December 2018; In: Economies. Vol. 6, No. 4
- Cai, Jun; Qin, Yiyi; Wang, Anxing / Earnings Mergers and Acquisitions Under Pension Disclosure Standards. December 2018; In: Advances in Decision Sciences. Vol. 22(A), pp. 1-42
- Jiang, Daniel X.; Luo, Miao; Cai, Jun / Investment Financing of Organizational Capital. June 2016; In: Asia-Pacific Journal of Financial Studies. Vol. 45, No. 3, pp. 343-379
- Luo, Miao; Jiang, Daniel X.; Cai, Jun / Investor Sentiment, Product Features, and Advertising Investment Sensitivities. December 2014; In: Asia-Pacific Journal of Financial Studies. Vol. 43, No. 6, pp. 798 - 837
- Ahn, Hee-Joon; Cai, Jun; Hamao, Yasushi; Melvin, Michael / Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation. September 2014; In: Pacific Basin Finance Journal. Vol. 29, pp. 163-181
- Ahn, Hee-Joon; Cai, Jun; Chung, Jay M. / Do informed traders trade more when the market is thick? Evidence from the nikkei 225 index redefinition of April 2000. August 2010; In: Asia-Pacific Journal of Financial Studies. Vol. 39, No. 4, pp. 495-523
- He, Chengying; Lu, Zonghui; He, Xingqiang; Chai, Jun / Adverse selection costs: A study on the Chinese stock market. 2010; In: Frontiers of Business Research in China. Vol. 4, No. 2, pp. 209-230
- Chen, Tao; Cai, Jun; Ho, Richard Y.K. / Intraday information efficiency on the Chinese equity market. September 2009; In: China Economic Review. Vol. 20, No. 3, pp. 527-541
- Zhang, Zheng; Cai, Jun; Cheung, Yan Leung / Explaining country and cross-border liquidity commonality in international equity markets. July 2009; In: Journal of Futures Markets. Vol. 29, No. 7, pp. 630-652
- Bailey, Warren; Cai, Jun; Cheung, Yan Leung; Wang, Fenghua / Stock returns, order imbalances, and commonality: Evidence on individual, institutional, and proprietary investors in China. January 2009; In: Journal of Banking and Finance. Vol. 33, No. 1, pp. 9-19
- Chen, Tao; Li, Jie; Cai, Jun / Information content of inter-trade time on the Chinese market. September 2008; In: Emerging Markets Review. Vol. 9, No. 3, pp. 174-193
- Cai, Jun; Hamao, Yasushi; Ho, Richard Y. K. / Tick size change and liquidity provision for Japanese stock trading near Y1000. January 2008; In: Japan and the World Economy. Vol. 20, No. 1, pp. 19-39
- CAI, Jun; HAMAO, Yasushi; HO, Yan Ki / Tick Size Chang and Liquidity Provision for Japanese Stock Trading near ￥1,000. 2008; In: Japan and the World Economy. Vol. 20, No. 1, pp. 19 - 39
- Ahn, Hee-Joon; Cai, Jun; Chan, Kalok; Hamao, Yasushi / Tick size change and liquidity provision on the Tokyo Stock Exchange. June 2007; In: Journal of the Japanese and International Economies. Vol. 21, No. 2, pp. 173-194
- Ahn, Hee-Joon; Cai, Jun; Cheung, Yan Leung / Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong. November 2005; In: Journal of Financial Markets. Vol. 8, No. 4, pp. 421-451
- Ahn, Hee-Joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Y.K. / Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange. June 2005; In: Journal of Banking and Finance. Vol. 29, No. 6, pp. 1483-1508
- Yan, Daying; Cai, Jun / Long-run operating performance of initial public offerings in Japanese over-the-counter market (1991-2001): Evidence and implications. September 2003; In: Asia-Pacific Financial Markets. Vol. 10, No. 2-3, pp. 239-274
- Ahn, Hee-Joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Y.K / The components of the bid-ask spread in a limit-order market: Evidence from the Tokyo Stock Exchange. November 2002; In: Journal of Empirical Finance. Vol. 9, No. 4, pp. 399-430
- Huang, Roger D.; Cai, Jun; Wang, Xiaozu / Information-based trading in the treasury note interdealer broker market. July 2002; In: Journal of Financial Intermediation. Vol. 11, No. 3, pp. 269-296
- Ahn, Hee-Joon; Cai, Jun; Cheung, Yan-Leung / What Moves German Bund Futures Contracts on the Eurex?. July 2002; In: Journal of Futures Markets. Vol. 22, No. 7, pp. 679-696
- Cai, Jun; Cheung, Yan-Leung; Lee, Raymond S.K.; Melvin, Michael / 'Once-in-a-generation' yen volatility in 1998: Fundamentals, intervention, and order flow. June 2001; In: Journal of International Money and Finance. Vol. 20, No. 3, pp. 327-347
- Cai, Jun; Cheung, Yan-Leung; Wong, Michael C. S. / What moves the gold market?. March 2001; In: Journal of Futures Markets. Vol. 21, No. 3, pp. 257-278
- Andersen, Torben G.; Bollerslev, Tim; Cai, Jun / Intraday and interday volatility in the Japanese stock market. June 2000; In: Journal of International Financial Markets, Institutions and Money. Vol. 10, No. 2, pp. 107-130
- Bollerslev, Tim; Cai, Jun; Song, Frank M. / Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market. May 2000; In: Journal of Empirical Finance. Vol. 7, No. 1, pp. 37-55
- Cai, Jun; Cheung, Yan-Leung; Goyal, Vidhan K. / Bank monitoring and the maturity structure of Japanese corporate debt issues. August 1999; In: Pacific Basin Finance Journal. Vol. 7, No. 3-4, pp. 229-250
- Cai, Jun; Loughran, Tim / The performance of Japanese seasoned equity offerings, 1971-1992. November 1998; In: Pacific Basin Finance Journal. Vol. 6, No. 5, pp. 395-425
- Cai, Jun / The long-run performance following Japanese rights issues. 1998; In: Applied Financial Economics. Vol. 8, No. 4, pp. 419-434
- Gai, Jun / Glamour and value strategies on the Tokyo stock exchange. October 1997; In: Journal of Business Finance and Accounting. Vol. 24, No. 9-10, pp. 1291-1310
- Cai, Jun; Wei, K.C. John / The investment and operating performance of Japanese initial public offerings. September 1997; In: Pacific Basin Finance Journal. Vol. 5, No. 4, pp. 389-417
- Jun, Cai; Chan, K. C.; Yamada, Takeshi / The performance of Japanese mutual funds. June 1997; In: Review of Financial Studies. Vol. 10, No. 2, pp. 237-273
- Cai, Jun / A markov model of switching-regime arch. July 1994; In: Journal of Business and Economic Statistics. Vol. 12, No. 3, pp. 309-316
|
