Lei Gao

Iowa State University

Ames, IA 50011-2063

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 8,645

SSRN RANKINGS

Top 8,645

in Total Papers Downloads

4,407

CITATIONS

0

Scholarly Papers (7)

1.
Downloads 3,508 ( 2,101)

Market Intraday Momentum

Number of pages: 48 Posted: 24 May 2014 Last Revised: 20 Jun 2017
Iowa State University, University of North Carolina (UNC) at Charlotte - Finance, Michigan State University and Washington University in St. Louis - Olin School of Business
Downloads 3,396 (2,180)

Abstract:

Predictability, Intraday, Momentum, Economic Value

Intraday Momentum: The First Half-Hour Return Predicts the Last Half-Hour Return

Number of pages: 49 Posted: 12 Mar 2015 Last Revised: 04 Aug 2015
Iowa State University, University of North Carolina (UNC) at Charlotte - Finance, Michigan State University and Washington University in St. Louis - Olin School of Business
Downloads 112 (208,146)

Abstract:

Predictability, Intraday, Momentum, Economic Value

2.

Online Information Acquisition and Investor Trading

Number of pages: 43 Posted: 18 Sep 2011 Last Revised: 09 Dec 2012
Iowa State University, National University of Singapore (NUS) and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 232 (90,775)

Abstract:

Information Acquisition, Trading Volume, Buy-Sell Imbalance, Disagreement, Ticker Search

3.

Local Religious Beliefs and Hedge Fund Risk-Taking Behaviors

Number of pages: 51 Posted: 05 Sep 2015 Last Revised: 06 Jul 2016
Lei Gao, Ying Wang and Jing Zhao
Iowa State University, State University of New York at Albany - School of Business and Portland State University - School of Business Administration
Downloads 32 (177,384)

Abstract:

Hedge fund, Risk-taking behaviors, Religion, Idiosyncratic risk, Hedge fund holdings

4.

Does Local Religiosity Affect Organizational Risk-Taking? Evidence from the Hedge Fund Industry

Number of pages: 52 Posted: 14 Nov 2016
Lei Gao, Ying Wang and Jing Zhao
Iowa State University, State University of New York at Albany - School of Business and Portland State University - School of Business Administration
Downloads 0 (409,225)

Abstract:

local religiosity, organizational risk-taking, hedge fund, idiosyncratic risk, local preference

5.

Standing out from the Crowd via Corporate Goodness: Evidence from a Natural Experiment

Number of pages: 55 Posted: 29 Aug 2016 Last Revised: 09 Dec 2016
Lei Gao, Jie He and J. (Julie) Wu
Iowa State University, University of Georgia - Department of Finance and University of Nebraska at Lincoln
Downloads 0 (150,170)

Abstract:

Corporate Social Responsibility (CSR), Social Capital, Corporate Goodness, Regulation SHO, Signaling, Short Sale Constraints

6.

Long-Term Returns Predictability Following Stock Splits: The Blind Side

Number of pages: 51 Posted: 28 Jun 2016
Eastern Kentucky University, Iowa State University and the University of Memphis
Downloads 0 (249,631)

Abstract:

7.

The Pathogen, Scapegoat, or a Miracle Drug? Short Selling and Stock Price Crash Risk

Number of pages: 57 Posted: 23 May 2016 Last Revised: 02 Jun 2016
Xiaohu Deng, Lei Gao and Jeong-Bon Kim
University of Tasmania, Iowa State University and University of Waterloo
Downloads 0 (125,610)

Abstract:

Regulation SHO; short selling; stock price crash risk