Lei Gao

Iowa State University

613 Wallace Road

Ames, IA 50011-2063

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 6,168

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6,936

CITATIONS
Rank 35,484

SSRN RANKINGS

Top 35,484

in Total Papers Citations

10

Scholarly Papers (8)

1.
Downloads 5,547 ( 1,223)
Citation 10

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, 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 5,099 (1,398)
Citation 8

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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
Iowa State 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 448 (62,071)
Citation 6

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Predictability, Intraday, Momentum, Economic Value

2.

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 City University of Hong Kong
Downloads 385 (75,169)
Citation 1

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

3.

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 300 (99,537)

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

4.

Standing Out from the Crowd via Corporate Social Responsibility: Evidence from Non-Fundamental-Driven Price Pressure

Number of pages: 51 Posted: 29 Aug 2016 Last Revised: 15 Jan 2019
Lei Gao, Jie He and Julie Wu
Iowa State University, University of Georgia - Department of Finance and University of Nebraska - Lincoln
Downloads 292 (102,513)

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

5.

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 188 (158,769)
Citation 2

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

6.

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
University of Texas - Pan American - College of Business Administration - Department of Economics & Finance, Iowa State University and University of Memphis - Finance
Downloads 115 (237,693)

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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 51 (386,675)

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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 27 (489,999)

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

8.

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, University of Texas Rio Grande Valley (UTRGV) (Formerly University of Texas-Pan American) and Iowa State University
Downloads 31 (457,014)

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