Li Ge

Monash University - Monash Business School

Lecturer

Building H Level 3, 900 Dandenong Road

Caulfield East

Melbourne, Victoria 3145

Australia

  • Monash University - Monash Business School

    • Email
    • Tel: +61 399032123
SCHOLARLY PAPERS

3

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CITATIONS
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Top 19,473

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24

Scholarly Papers (3)

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1.

Why Does the Option to Stock Volume Ratio Predict Stock Returns?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 59 Posted: 22 Jul 2014 Last Revised: 17 Aug 2015
Li Ge, Tse-Chun Lin and Neil D. Pearson
Monash University - Monash Business School, The University of Hong Kong - Faculty of Business and Economics and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,254 (15,117)
Citation 15

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Option trading volume, stock return predictability, information, leverage

2.

Informational Content of Options Trading on Acquirer Announcement Return

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 64 Posted: 15 Jul 2013 Last Revised: 02 Sep 2013
Konan Chan, Li Ge and Tse-Chun Lin
National Chengchi Unversity (NCCU) - Finance, Monash University - Monash Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 522 (51,713)
Citation 9

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Merger and Acquisition, Acquirer, Informed Trading, Implied Volatility Spread, Implied Volatility Skew

3.

Informed Options Trading Prior to Bankruptcy Filings

28th Australasian Finance and Banking Conference, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 47 Posted: 01 Aug 2013 Last Revised: 11 May 2019
Li Ge, Jianfeng Hu, Mark Humphery-Jenner and Tse-Chun Lin
Monash University - Monash Business School, Singapore Management University - Lee Kong Chian School of Business, UNSW Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 327 (90,835)
Citation 1

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Bankruptcy, O/S, Informed Options Trading, Insider Trading