Title/Affiliation:Professor of Finance atCheung kong Graduate School of Business

Research Interests：Market Microstructure，Options Pricing，International Finance，Capital Markets，and Information Economics

Email: hncao@ckgsb.edu.cn

Journal Articles

2006

1、H. Henry Cao, Martin D. Evans, Richard K. Lyons.Inventory Information. The Journal of Business, 2006,79(1): 325-363. （來源數據庫：Ebsco BSP）

2005

2、H. Henry Cao, Tan Wang, Harold H. Zhang.Model Uncertainty, Limited Market Participation, and Asset Prices. The Review of Financial Studies, 2005,18(4): 1219-1251.（來源數據庫：Proquest）

3、Michael J. Brennan,H.Henry Cao, Norman Strong, Xinzhong Xu.The dynamics of international equity market expectations.Journal of Financial Economics, 2005,77(2): 257-288.（來源數據庫：Elsevier）

2004

4、Baohong Sun, Jinhong Xie, H. Henry Cao.Product Strategy for Innovators in Markets with Network Effects. Marketing Science, 2004,23(2): 243-254.（來源數據庫：Proquest）

2002

5、H. Henry Cao, Joshua D. Coval, David Hirshleifer.Sidelined Investors, Trading-Generated News, and Security Returns. The Review of Financial Studies, 2002,15(2): 615-648.（來源數據庫：Proquest）

2000

6、Kerry Back, C. Henry Cao, Gregory A. Willard.Imperfect Competition Among Informed Traders. Journal of Finance, 2000,55(5): 2117-2155. Nominated for Smith-Breeden Prize.（來源數據庫：Ebsco BSP）

1999

7、H. Henry Cao.The effect of derivative assets on information acquisition and price behavior in a rational expectations equilibrium.Review of Financial Studies, 1999, 12(1): 131-163.（來源數據庫：Proquest）

1997

8、Michael J. Brennan, H. Henry Cao.International portfolio investment flows. The Journal of Finance, 1997,52(5): 1851-1880.（來源數據庫：EconLit with Full Text）

1996

9、Michael J. Brennan, H. Henry Cao.Information, Trade, and Derivative Securities.The Review of Financial Studies, 1996,9(1): 163-208.（來源數據庫：Proquest）