Lei Gao

Iowa State University

Ames, IA 50011-2063

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 7,947

SSRN RANKINGS

Top 7,947

in Total Papers Downloads

4,823

CITATIONS

0

Scholarly Papers (7)

1.
Downloads 3,846 ( 1,841)

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 3,717 (1,912)

Abstract:

Loading...

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 129 (191,155)

Abstract:

Loading...

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 (91,125)

Abstract:

Loading...

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

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 - The School of Business
Downloads 36 (391,040)

Abstract:

Loading...

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

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

Journal of Corporate Finance, Forthcoming
Number of pages: 56 Posted: 01 Nov 2017
Lei Gao, Ying Wang and Jing Zhao
Iowa State University, State University of New York at Albany - School of Business and Portland State University - The School of Business
Downloads 14 (506,262)

Abstract:

Loading...

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

4.

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 - The School of Business
Downloads 32 (171,322)

Abstract:

Loading...

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

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 (137,312)

Abstract:

Loading...

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 (246,543)

Abstract:

Loading...

7.

Short Selling and Stock Price Crash Risk: Causal Evidence from a Natural Experiment

Number of pages: 46 Posted: 23 May 2016 Last Revised: 06 Oct 2017
Xiaohu Deng, Lei Gao and Jeong-Bon Kim
University of Tasmania, Iowa State University and University of Waterloo
Downloads 0 (117,703)

Abstract:

Loading...

Regulation SHO; short selling; stock price crash risk; managerial bad news hoarding; corporate investment efficiency