Lei Gao

George Mason University

Associate Professor of Finance

Fairfax, VA 22030

United States

http://sites.google.com/view/lei-gao/home

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 4,621

in Total Papers Downloads

16,337

SSRN CITATIONS
Rank 9,862

SSRN RANKINGS

Top 9,862

in Total Papers Citations

146

CROSSREF CITATIONS

27

Scholarly Papers (12)

1.
Downloads 11,346 ( 873)
Citation 61

Market Intraday Momentum

Number of pages: 48 Posted: 24 May 2014 Last Revised: 29 Jan 2020
George Mason University, University of North Carolina (UNC) at Charlotte - Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Washington University in St. Louis - John M. Olin Business School
Downloads 10,036 (1,062)
Citation 14

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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: 16 Dec 2017
George Mason University, University of North Carolina (UNC) at Charlotte - Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Washington University in St. Louis - John M. Olin Business School
Downloads 1,310 (29,298)
Citation 10

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Predictability, Intraday, Momentum, Economic Value

2.

Individualistic CEO and Corporate Innovation: Evidence from U.S. Frontier Culture

Number of pages: 64 Posted: 27 Oct 2021 Last Revised: 13 Jan 2022
George Mason University, Macquarie University - Faculty of Business and Economics, Macquarie University and Macquarie University
Downloads 1,046 (41,178)
Citation 5

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Innovation; Culture; Individualism; Frontier History

3.

Seeing is Believing: Annual Report "Graphicity" and Stock Returns

Number of pages: 76 Posted: 29 Dec 2020 Last Revised: 29 Sep 2023
Wesley Deng, Lei Gao, Bo Hu and Guofu Zhou
University of New South Wales - UNSW Business School, George Mason University, George Mason University and Washington University in St. Louis - John M. Olin Business School
Downloads 798 (59,929)

Abstract:

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Graphic Annual Reports, Images, Graph, Visual, Attention, Fundamental Strategy, Anomaly, Big Data

4.

Standing out from the crowd via CSR engagement: Evidence from non-fundamental-driven price pressure

Journal of Financial and Quantitative Analysis
Number of pages: 68 Posted: 29 Aug 2016 Last Revised: 19 Dec 2022
Lei Gao, Jie He and J. (Julie) Wu
George Mason University, University of Georgia - Department of Finance and University of Nebraska - Lincoln
Downloads 712 (69,598)
Citation 6

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Corporate Social Responsibility (CSR), ESG, Real Effects of Stock Markets, Regulation SHO, Signaling, Mutual Fund

5.

Short-sale Constraints and Stock Price Crash Risk: Causal Evidence from a Natural Experiment

Journal of Corporate Finance, Forthcoming
Number of pages: 50 Posted: 23 May 2016 Last Revised: 16 Aug 2019
Wesley Deng, Lei Gao and Jeong-Bon Kim
University of New South Wales - UNSW Business School, George Mason University and Simon Fraser University
Downloads 645 (78,922)
Citation 5

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

6.

CEO political ideology and voluntary forward-looking disclosure

Forthcoming, Journal of Financial and Quantitative Analysis
Number of pages: 96 Posted: 21 Jul 2020 Last Revised: 04 Mar 2024
The University of Texas Rio Grande Valley, George Mason University, Central Washington University - College of Business and Simon Fraser University
Downloads 594 (87,543)

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CEO Political Ideology; Management Earnings Forecasts; Conservatism; Information disclosure; Republican versus Democrat.

7.

Online Information Acquisition and Investor Trading

Number of pages: 43 Posted: 18 Sep 2011 Last Revised: 09 Dec 2012
George Mason University, National University of Singapore (NUS) and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 411 (136,565)
Citation 2

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

8.

Common Ownership along the Supply Chain and Corporate Earnings Management

Number of pages: 48 Posted: 29 Mar 2022 Last Revised: 31 Mar 2022
George Mason University, Macquarie University - Faculty of Business and Economics, Simon Fraser University and Macquarie University
Downloads 278 (208,291)
Citation 2

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Supply Chain; Common Institutional Ownership; Earnings Management; Institutional Investors.

9.

Return Predictability: The Dual Signaling Hypothesis of Stock Splits

Forthcoming, The Financial Review
Number of pages: 57 Posted: 28 Jun 2016 Last Revised: 24 Dec 2018
The University of Texas Rio Grande Valley, George Mason University and University of Texas Rio Grande Valley
Downloads 211 (272,478)
Citation 1

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10.

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

Journal of Corporate Finance, Vol. 47, 2017, 1-22
Number of pages: 56 Posted: 01 Nov 2017 Last Revised: 07 Jul 2021
Lei Gao, Ying Wang and Jing Zhao
George Mason University, State University of New York at Albany - School of Business and Portland State University - The School of Business
Downloads 103 (489,257)

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

11.

Capital Market Reactions to Congressional Events Leading to the Passage of the American Taxpayer Relief Act of 2012

Number of pages: 39 Posted: 02 Mar 2018
University of Memphis - School of Accountancy, West Virginia University and George Mason University
Downloads 101 (495,950)
Citation 1

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2013 Fiscal cliff, Market Reactions, American Taxpayer Relief Act of 2012, Government Shutdown, Corporate Governance

12.

Count on subordinate executives: Internal governance and innovation

Journal of Banking and Finance, 2023
Number of pages: 56 Posted: 30 Oct 2023 Last Revised: 01 Nov 2023
George Mason University, Fudan University and St. John Fisher University
Downloads 92 (527,094)
Citation 1

Abstract:

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Innovation, Executives’ Horizons, Internal Governance, Management of Long-term Goals