【Speaker】Charles Cao,Smeal Chair Professor of Finance,Pennsylvania State University
【Topic】Can Hedge Funds Time Market Liquidity?
【Time】13:30-15:30, 2010-07-01
【Venue】Room 409, Weilun Building, Tsinghua SEM
【Language】English
【Organizer】Department of Finance, Department of Economics, Department of Accounting
Background Information
Charles Cao is The Smeal Chair Professor of Finance at the Department of Finance, the Smeal College of Business at the Pennsylvania State University. He received his Ph.D. in Finance from the University of Chicago's Graduate School of Business in 1993, M.S. from the University of Kentucky in 1988, and B.S. from Peking University in 1984. Professor Cao's research interests include derivative securities markets, market microstructure, credit risk, mutual funds and hedge funds. His research has been published in a wide range of academic journals, includingJournal of Finance, Review of Financial Studies, Journal of Business, Journal of Financial and Quantitative Analysis, Journal of Financial Markets, Journal of EconometricsandJournal of Financial Intermediation.