Tao Shu

University of Georgia - Department of Finance

Associate Professor of Finance

Department of Finance

Terry College of Business, University of Georgia

Athens, GA 30602

United States

SCHOLARLY PAPERS

20

DOWNLOADS
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SSRN RANKINGS

Top 2,897

in Total Papers Downloads

12,332

CITATIONS
Rank 3,568

SSRN RANKINGS

Top 3,568

in Total Papers Citations

147

Scholarly Papers (20)

1.

Who Drove and Burst the Tech Bubble?

Journal of Finance, Forthcoming
Number of pages: 145 Posted: 24 Oct 2003 Last Revised: 17 Nov 2010
University of Texas at Austin - Department of Finance, American University - Department of Finance and Real Estate, University of Georgia - Department of Finance and Queen's University - Smith School of Business
Downloads 2,726 (4,220)
Citation 33

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Stock Market Bubbles, Institutional Trading, Individual Trading

2.

Price Impact or Trading Volume: Why is the Amihud (2002) Measure Priced?

Number of pages: 73 Posted: 10 Jul 2013 Last Revised: 14 Mar 2017
Xiaoxia Lou and Tao Shu
University of Delaware - Alfred Lerner College of Business and Economics and University of Georgia - Department of Finance
Downloads 1,758 (8,822)
Citation 8

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Amihud illiquidity measure, trading volume, price impact, liquidity premium

3.

Does Positive-Feedback Trading by Institutions Contribute to Stock Return Momentum?

AFA 2007 Chicago Meetings Paper
Number of pages: 46 Posted: 03 Nov 2005 Last Revised: 02 Jan 2012
Tao Shu
University of Georgia - Department of Finance
Downloads 1,179 (16,666)
Citation 10

Abstract:

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institutions, postive-feedback trading, momentum

4.

Is the Chinese Anti-Corruption Campaign Authentic?

29th Annual Conference on Financial Economics & Accounting 2018, Finance Down Under 2019 Building on the Best from the Cellars of Finance, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 20 May 2016 Last Revised: 20 Dec 2018
John M. Griffin, Clark Liu and Tao Shu
University of Texas at Austin - Department of Finance, Tsinghua University - PBC School of Finance and University of Georgia - Department of Finance
Downloads 928 (23,767)
Citation 10

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Anti-Corruption Campaign, China, Corrupt Managers, Corrutpion Measures, Corporate Culture

5.

Can Managers Use Discretionary Accruals to Ease Financial Constraints? Evidence from Discretionary Accruals Prior to Investment

Accounting Review, Forthcoming
Number of pages: 52 Posted: 22 Mar 2010 Last Revised: 20 Oct 2015
Southern Methodist University (SMU) - Finance Department, Department of Finance and University of Georgia - Department of Finance
Downloads 771 (30,884)
Citation 12

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Financial constraints, discretionary accruals, investment, signaling, valuation, external financing

6.

Examining the Dark Side of Financial Markets: Do Institutions Trade on Information from Investment Bank Connections?

Review of Financial Studies, Forthcoming
Number of pages: 50 Posted: 22 Mar 2009 Last Revised: 29 Mar 2012
University of Texas at Austin - Department of Finance, University of Georgia - Department of Finance and Queen's University - Smith School of Business
Downloads 758 (31,640)
Citation 21

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Institution, Informed, Trading, Short-Term, connections, earnings announcement, takeover

7.

The Convergence and Divergence of Investors’ Opinions around Earnings News: Evidence from a Social Network

Asian Finance Association (AsFA) 2013 Conference, Finance Down Under 2014 Building on the Best from the Cellars of Finance
Number of pages: 64 Posted: 08 Mar 2012 Last Revised: 30 Nov 2018
Citadel, Neeley School of Business and University of Georgia - Department of Finance
Downloads 709 (34,614)

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investor disagreement, earnings announcements, Twitter, trading volume, convergence of opinion, divergence of opinion

8.

Local Religious Beliefs and Mutual Fund Risk-Taking Behaviors

Number of pages: 34 Posted: 20 Dec 2009 Last Revised: 22 Nov 2011
University of Georgia - Department of Finance, National University of Singapore (NUS) - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 646 (39,206)
Citation 25

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Mutual funds, Geographic Location, Religion

9.

Nonlocal Disadvantage: An Examination of Social Media Sentiment

Number of pages: 60 Posted: 17 Jun 2011 Last Revised: 27 Apr 2017
Citadel, Neeley School of Business and University of Georgia - Department of Finance
Downloads 443 (63,551)
Citation 2

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Twitter, Social Network, Individual Investors, Nonlocal Disadvantage, Public News, Overpricing

10.

Expectation Management in Mergers and Acquisitions

Number of pages: 49 Posted: 15 Oct 2014 Last Revised: 05 Sep 2018
University of Georgia - Department of Finance, Iowa State University, Department of Finance and University of Georgia - Department of Finance
Downloads 376 (77,206)

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Expectation management, stock-for-stock mergers, acquisition costs, conflicts of interest, earnings surprises

11.

Institutional Investor Participation and Stock Market Anomalies

Number of pages: 38 Posted: 14 Mar 2006 Last Revised: 30 Oct 2012
Tao Shu
University of Georgia - Department of Finance
Downloads 365 (79,944)

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Institutional Trading Volume, Anomalies, Price Efficiency

12.
Downloads 337 ( 87,624)
Citation 61

Default Risk, Shareholder Advantage and Stock Returns

McCombs Research Paper Series No. FIN-05-06
Number of pages: 59 Posted: 21 Mar 2006
Lorenzo Garlappi, Tao Shu and Hong Yan
University of British Columbia (UBC) - Sauder School of Business, University of Georgia - Department of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 337 (87,000)
Citation 61

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Default Risk, Stock Returns, Debt Renegotiation, Bankruptcy, Liquidation

Default Risk, Shareholder Advantage, and Stock Returns

The Review of Financial Studies, Vol. 21, Issue 6, pp. 2743-2778, 2008
Posted: 15 Dec 2008
Lorenzo Garlappi, Tao Shu and Hong Yan
University of British Columbia (UBC) - Sauder School of Business, University of Georgia - Department of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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G12, G14, G33

13.

Life is Too Short? Bereaved Managers and Investment Decisions

27th Annual Conference on Financial Economics and Accounting Paper
Number of pages: 61 Posted: 12 Sep 2015 Last Revised: 10 May 2019
Tsinghua University - PBC School of Finance, University of Georgia - Department of Finance, National University of Singapore (NUS) - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 316 (94,118)
Citation 2

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Life Experience, Bereavement, Investment Decisions, Mutual Fund, Public Firms, Risk Taking

14.

Default Risk, Shareholder Advantage, and Stock Returns*

8th Annual Texas Finance Festival
Number of pages: 56 Posted: 07 Apr 2006
Lorenzo Garlappi, Tao Shu and Hong Yan
University of British Columbia (UBC) - Sauder School of Business, University of Georgia - Department of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 261 (115,507)

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Default Risk, Stock Returns, Debt Renegotiatin, Bankruptcy, Liquidation

15.

The Employee Clientele of Corporate Leverage: Evidence from Employee Family Labor Income Diversification

Number of pages: 55 Posted: 05 Dec 2016 Last Revised: 27 Mar 2019
Jie He, Tao Shu and Huan Yang
University of Georgia - Department of Finance, University of Georgia - Department of Finance and University of Massachusetts Amherst - Department of Finance
Downloads 235 (129,125)

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clientele effect, labor income diversification, employee job risk aversion, leverage, capital structure, Longitudinal Employer-Household Dynamics database

16.

Moderated Confidence and Under- and Overreactions to Related Firm's News

Number of pages: 39 Posted: 16 Mar 2011 Last Revised: 24 Jan 2012
University of Georgia - Terry College of Business, University of Georgia - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 226 (133,584)
Citation 1

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Moderated Confidence, Underreaction, Overreaction, Information Transfers

17.

Patent Examiners Busyness, Patent Quality, and Stock Returns

Number of pages: 49 Posted: 11 Mar 2018 Last Revised: 01 Oct 2018
Tao Shu and Xintong Zhan
University of Georgia - Department of Finance and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 149 (194,270)

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Patent Examiner, Patent Quality, Stock Return, Investor Underreaction, Corporate Innovation

18.

Being Different Together Distinct Relatedness and Synergies in Mergers and Acquisitions

Number of pages: 59 Posted: 01 Oct 2018 Last Revised: 06 Apr 2019
Iowa State University, University of Georgia - Department of Finance, University of Georgia - Department of Finance and Georgia Institute of Technology
Downloads 122 (227,461)

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Distinct Relatedness, Synergies, Mergers and Acquisitions, Asset Complementarity, Conditional Dependence, Stock-Return Correlation

19.

Nonlocal Disadvantage: An Examination of Social Media Sentiment

Number of pages: 66 Posted: 17 Jun 2011
Citadel, Neeley School of Business and University of Georgia - Department of Finance
Downloads 27 (476,530)
Citation 6

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Twitter, Social Network, Individual Investors, Nonlocal Disadvantage, Public News, Overpricing

20.

Institutional Investor Participation and Stock Market Anomalies

Journal of Business Finance & Accounting, Vol. 40, Issue 5-6, pp. 695-718, 2013
Number of pages: 24 Posted: 27 Jul 2013
Tao Shu
University of Georgia - Department of Finance
Downloads 0 (661,936)
Citation 2
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institutional investors, trading volume, anomalies, market efficiency