TOPIC: Does the Introduction of One Derivative Affect Another Derivative? The Effect of Credit Default Swaps Trading on Equity Options

SPEAKER: Prof. Jie Cao

Biography: Dr. Jie Cao is an assistant professor of finance at department of finance at The Chinese University of Hong Kong. He obtained his Ph.D. degree in Finance at The University of Texas at Austin in U.S.. His research interests include empirical asset pricing, derivatives and corporate finance. His research works have been published on many prestigious academic journals in finance, including Journal of Financial Economics, Journal of Financial and Quantitative Analysis. He also has been invited to present his research works at many prestigious international conferences, universities and financial institutions.

Time: March 25, 2016, Friday, 10:00-11:30 am

Place: Academic Hall 706 (学术会堂 706)

Organizer: Chinese Academy of Finance and Development