Li Ge

Monash University - Monash Business School

Lecturer

Building H Level 3, 900 Dandenong Road

Caulfield East

Melbourne, Victoria 3145

Australia

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 21,673

in Total Papers Downloads

1,837

CITATIONS
Rank 40,249

SSRN RANKINGS

Top 40,249

in Total Papers Citations

4

Scholarly Papers (3)

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 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 417 (16,207)

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 University (NCCU), Monash University - Monash Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 329 (48,785)
Citation 4

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: 28 Jul 2016
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 130 (92,582)

Abstract:

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