Cao, Jay J.
Associate Professor
Department of Buisness Studies
Aviation Policy and Research Centre
Hong Kong
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.
Research Interest
Empirical Asset Pricing; Derivatives; Behavioral Finance
