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    Article

    Credit scores and the performance of newly-listed stocks: an exploration of the Chinese A-share market

    This study assesses the power of S&P Global Market Intelligence’s CreditModel (CM) scores in explaining the short- and long-run performance of newly-listed Chinese firms. A unique feature of the data arises fr...

    Charlie X. Cai, Paul B. McGuinness, Qi Zhang in Review of Quantitative Finance and Account… (2018)

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    Article

    How firms manage their cash flows: an examination of diversification’s effect

    We extend recently documented evidence that diversified firms hold significantly less cash than specialized firms to consider differences in how diversified and specialized firms adjust their cash flows to ach...

    Thang Nguyen, Charlie X. Cai… in Review of Quantitative Finance and Account… (2017)

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    Article

    The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy

    This paper re-examines the profitability of the post-earnings-announcement-drift (PEAD) trading strategy using a practical simulation approach that aligns with a fund manager’s investment perspective. It allow...

    Qi Zhang, Charlie X. Cai, Kevin Keasey in Review of Quantitative Finance and Accounting (2014)

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    Article

    Modelling return and conditional volatility exposures in global stock markets

    This article empirically investigates the exposure of country-level conditional stock return volatilities to conditional global stock return volatility. It provides evidence that conditional stock market retur...

    Charlie X. Cai, Robert W. Faff… in Review of Quantitative Finance and Account… (2006)