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

19

DOWNLOADS
Rank 3,001

SSRN RANKINGS

Top 3,001

in Total Papers Downloads

10,192

CITATIONS
Rank 3,168

SSRN RANKINGS

Top 3,168

in Total Papers Citations

174

Scholarly Papers (19)

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, University of Georgia - Department of Finance and Queen's University - Smith School of Business
Downloads 2,407 (3,720)
Citation 34

Abstract:

Stock Market Bubbles, Institutional Trading, Individual Trading

2.

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 1,055 (14,468)
Citation 7

Abstract:

institutions, postive-feedback trading, momentum

3.

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 931 (9,833)

Abstract:

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

4.

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, University of Georgia - Department of Banking and Finance and University of Georgia - Department of Finance
Downloads 709 (28,729)

Abstract:

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

5.

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 647 (29,806)
Citation 8

Abstract:

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

6.

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 496 (36,228)
Citation 7

Abstract:

Mutual funds, Geographic Location, Religion

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: 62 Posted: 08 Mar 2012 Last Revised: 18 Sep 2015
Citadel, Neeley School of Business and University of Georgia - Department of Finance
Downloads 367 (37,217)

Abstract:

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

8.

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 356 (68,886)
Citation 5

Abstract:

Institutional Trading Volume, Anomalies, Price Efficiency

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 320 (61,560)

Abstract:

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

10.
Downloads 318 ( 78,383)
Citation 57

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 318 (77,859)
Citation 57

Abstract:

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)

Abstract:

G12, G14, G33

11.

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 246 (99,130)
Citation 55

Abstract:

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

12.

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 165 (121,692)

Abstract:

Moderated Confidence, Underreaction, Overreaction, Information Transfers

Analyst Forecast Adjustment, Conflicts of Interest, and Acquisition Costs

Number of pages: 62 Posted: 04 Nov 2013 Last Revised: 02 Jun 2016
University of Georgia - Department of Finance, Creighton University - College of Business Administration, University of Georgia - Department of Banking and Finance and University of Georgia - Department of Finance
Downloads 71 (280,707)

Abstract:

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

Expectation Management in Mergers and Acquisitions

Number of pages: 55 Posted: 01 Jul 2016 Last Revised: 23 Mar 2017
University of Georgia - Department of Finance, Creighton University - College of Business Administration, University of Georgia - Department of Banking and Finance and University of Georgia - Department of Finance
Downloads 55 (321,320)

Abstract:

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

14.

Expectation Management in Mergers and Acquisitions

Number of pages: 55 Posted: 15 Oct 2014 Last Revised: 16 Sep 2016
University of Georgia - Department of Finance, Creighton University - College of Business Administration, University of Georgia - Department of Banking and Finance and University of Georgia - Department of Finance
Downloads 48 (170,495)

Abstract:

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

15.

Cost of Bereavement: How Does Parental Loss Affect Mutual Fund Managers?

27th Annual Conference on Financial Economics and Accounting Paper
Number of pages: 44 Posted: 12 Sep 2015 Last Revised: 14 Mar 2017
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 47 (116,146)

Abstract:

Life Experience, Bereavement, Emotions, Mutual Fund, Fund Performance, Risk Taking

16.

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

Number of pages: 49 Posted: 05 Dec 2016 Last Revised: 04 Sep 2017
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 0 (221,624)

Abstract:

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

17.

Is the Chinese Anti-Corruption Campaign Effective?

Number of pages: 84 Posted: 20 May 2016 Last Revised: 01 Oct 2016
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 0 (66,906)

Abstract:

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

18.

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 (565,802)
  • Add to Cart

Abstract:

institutional investors, trading volume, anomalies, market efficiency

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 0 (511,098)

Abstract:

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