Lei Gao

George Mason University

Associate Professor of Finance

Fairfax, VA 22030

United States

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

  • George Mason University

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 11,683

in Total Papers Citations

88

CROSSREF CITATIONS

27

Scholarly Papers (12)

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1.

Market Intraday Momentum

Downloads 9,810 ( 906)
Citation 45

Market Intraday Momentum

Number of pages: 48 Posted: 24 May 2014 Last Revised: 29 Jan 2020
Lei Gao, Yufeng Han, Sophia Zhengzi Li and Guofu Zhou
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 8,749 (1,075)
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
Lei Gao, Yufeng Han, Sophia Zhengzi Li and Guofu Zhou
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 1,061 (33,330)
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
Lei Gao, Jianlei Han, Zheyao Pan and Huixuan Zhang
George Mason University, Macquarie University - Faculty of Business and Economics, Macquarie University and Macquarie University
Downloads 913 (41,775)
Citation 1

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Innovation; Culture; Individualism; Frontier History

3.

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 614 (70,884)
Citation 1

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

4.

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 City University of Hong Kong
Downloads 585 (75,250)
Citation 5

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

5.

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

Number of pages: 76 Posted: 29 Dec 2020 Last Revised: 21 Mar 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 552 (80,943)

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

6.

CEO political ideology and voluntary forward-looking disclosure

Scheduled for presentation at the 2022 AFA annual meeting
Number of pages: 96 Posted: 21 Jul 2020 Last Revised: 09 Dec 2021
Ahmed Elnahas, Lei Gao, Md Noman Hossain and Jeong-Bon Kim
The University of Texas Rio Grande Valley, George Mason University, Central Washington University - College of Business and City University of Hong Kong
Downloads 391 (122,160)

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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
Lei Gao, Oliver Zhen Li and P. Eric Yeung
George Mason University, National University of Singapore (NUS) and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 387 (123,575)
Citation 2

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

8.

Corporate Social Responsibility and Short-Selling: Evidence from China

Number of pages: 53 Posted: 07 Jan 2022 Last Revised: 06 Jan 2023
Lei Gao, Jun Lu, Wei Wang and Yao Xiong
George Mason University, Central University of Finance and Economics (CUFE), Cleveland State University and China Life Insurance Company
Downloads 199 (243,366)

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corporate social responsibility, short-selling, instrumental variable, earnings management, investment distortion, China

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
Ahmed Elnahas, Lei Gao and Ghada Ismail
The University of Texas Rio Grande Valley, George Mason University and University of Texas Rio Grande Valley
Downloads 185 (259,807)
Citation 1

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10.

Common Ownership along the Supply Chain and Corporate Earnings Management

Number of pages: 48 Posted: 29 Mar 2022 Last Revised: 31 Mar 2022
Lei Gao, Jianlei Han, Jeong-Bon Kim and Zheyao Pan
George Mason University, Macquarie University - Faculty of Business and Economics, City University of Hong Kong and Macquarie University
Downloads 174 (274,121)
Citation 1

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

11.

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 85 (465,299)

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

12.

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
Zabihollah Rezaee, Jiwoo Ryou and Lei Gao
University of Memphis - School of Accountancy, West Virginia University and George Mason University
Downloads 74 (504,483)

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