Lei Gao

Iowa State University

Ames, IA 50011-2063

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 6,618

SSRN RANKINGS

Top 6,618

in Total Papers Downloads

6,274

CITATIONS

0

Scholarly Papers (8)

1.
Downloads 4,990 ( 1,373)

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 4,660 (1,526)

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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 330 (84,815)

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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 344 (81,455)

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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 291 (98,182)

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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: 52 Posted: 29 Aug 2016 Last Revised: 04 Sep 2018
Lei Gao, Jie He and Julie Wu
Iowa State University, University of Georgia - Department of Finance and University of Nebraska - Lincoln
Downloads 267 (107,510)

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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 178 (159,273)

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

6.

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

Number of pages: 51 Posted: 28 Jun 2016
University of Texas - Rio Grande Valley, Iowa State University and the University of Memphis
Downloads 104 (243,939)

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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 49 (376,804)

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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 25 (480,513)

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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 26 (461,494)

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