Cao Jay J

Biography

Jie (Jay) Cao is an associate professor in the Department of Finance, Chinese University of Hong Kong. He received his Ph.D. in finance from University of Texas at Austin in 2009 and B.A. in economics from Peking University in 2002. His research areas are empirical asset pricing, derivatives, and behavioral finance. His research specifically focuses on the return predictability and quantitative trading strategies using stocks and stock options. His papers are published or forthcoming in Journal of Financial Economics, Journal of Financial and Quantitative Analysis, and Journal of Banking and Finance. His works has been presented in major finance conferences such as American Finance Association annual meeting, European Finance Association annual meeting, and The Financial Intermediation Research Society Conference, and conferences held by institutions such as Federal Deposit Insurance Corporation (FDIC), Deutsche Bank, and Macquarie Group. He has also been invited by industry professionals for presentation such as Morgan Stanley, Two Sigma, Cubist Systematic Strategies, and Yinghua Fund Management. His papers have received several awards such as the Chicago Quantitative Alliance Asian Academic Competition Research Paper Award. He is the Principal Investigator of several Hong Kong competitive RGC grants and many other research grants from both academic and industry sponsors such as Montreal Institute of Structured Finance and Derivatives. He teaches undergraduate Investments and Ph.D. Empirical Asset Pricing, and has received Faculty Outstanding Teaching Award. He has also provided consulting services for several fintech startups and hedge funds.

Research Interest

Empirical Asset Pricing; Derivatives; Behavioral Finance