Li Ge

Monash Business School

Senior Lecturer

Menzies Building, 21 Chancellors Walk

Clayton , Victoria 3168

Australia

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 25,874

SSRN RANKINGS

Top 25,874

in Total Papers Downloads

3,763

SSRN CITATIONS
Rank 15,568

SSRN RANKINGS

Top 15,568

in Total Papers Citations

89

CROSSREF CITATIONS

6

Scholarly Papers (7)

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
Monash Business School, The University of Hong Kong - Faculty of Business and Economics and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,968 (15,812)
Citation 64

Abstract:

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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
National Chengchi Unversity (NCCU) - Finance, Monash Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 628 (80,807)
Citation 28

Abstract:

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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
Monash Business School, Singapore Management University - Lee Kong Chian School of Business, University of New South Wales (UNSW)UNSW Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 470 (115,585)
Citation 3

Abstract:

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

4.

CEO Overconfidence and the Choice of Debt Issuance

Journal of Banking and Finance, Vol. 161, No. 107099, 2024
Number of pages: 69 Posted: 28 May 2020 Last Revised: 26 Feb 2024
Li Ge, Taher Jamil and Jin Yu
Monash Business School, Monash University - Monash Business School and Monash University - Department of Banking and Finance
Downloads 339 (167,381)

Abstract:

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Debt issuance, Debt structure, Private debt, Bank loans, Bonds, CEO overconfidence

5.

Organization Capital and Debt Structure

Number of pages: 48 Posted: 20 Aug 2021 Last Revised: 26 Feb 2024
Li Ge, Taher Jamil and Jin Yu
Monash Business School, Monash University - Monash Business School and Monash University - Department of Banking and Finance
Downloads 168 (330,389)

Abstract:

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Organization capital, Debt structure, Secured debt, Unsecured debt

6.

The Effect of Stock Market Indexing on Option Price Efficiency

Number of pages: 40 Posted: 14 May 2023 Last Revised: 26 Feb 2024
University of Hong Kong - School of Business, Monash Business School, The University of Hong Kong - Faculty of Business and Economics and University of Macau, Faculty of Business Administration
Downloads 103 (483,279)

Abstract:

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Stock indexing effect, Option price efficiency, Options market liquidity, Russell index reconstitution, Local linear regressions

7.

Takeover Premium and Target Stock Price Crash Risk of Ongoing M&As

Number of pages: 61 Posted: 26 Jun 2023 Last Revised: 20 Mar 2024
Monash Business School, Monash University and Monash University
Downloads 87 (538,929)

Abstract:

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Mergers and Acquisitions; Stock Price Crashes; Takeover Premium; Risk arbitrage