Li Gu

Columbia University

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

2

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845

SSRN CITATIONS
Rank 36,576

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Top 36,576

in Total Papers Citations

1

CROSSREF CITATIONS

16

Scholarly Papers (2)

1.
Downloads 623 ( 44,203)
Citation 7

Is IPO Underperformance a Peso Problem?

Number of pages: 42 Posted: 12 Apr 2004
BlackRock, Inc, Columbia University and National Bureau of Economic Research (NBER)
Downloads 559 (50,185)
Citation 1

Abstract:

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IPO, long-run performance, small sample inference, peso problem

Is IPO Underperformance a Peso Problem?

NBER Working Paper No. w12203
Number of pages: 49 Posted: 25 May 2006 Last Revised: 06 Feb 2016
BlackRock, Inc, Columbia University and National Bureau of Economic Research (NBER)
Downloads 64 (366,565)

Abstract:

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2.

Asymmetric Risk Loadings in the Cross Section of Stock Returns

Number of pages: 43 Posted: 07 Mar 2005
Li Gu
Columbia University
Downloads 222 (144,577)
Citation 8

Abstract:

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Asymmetric risk loadings, regime switching