Lei Gao

Iowa State University

613 Wallace Road

Ames, IA 50011-2063

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 5,945

SSRN RANKINGS

Top 5,945

in Total Papers Downloads

7,498

SSRN CITATIONS
Rank 21,490

SSRN RANKINGS

Top 21,490

in Total Papers Citations

10

CROSSREF CITATIONS

27

Scholarly Papers (8)

1.
Downloads 6,008 ( 1,147)
Citation 17

Market Intraday Momentum

Number of pages: 48 Posted: 24 May 2014 Last Revised: 29 Jan 2020
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 5,481 (1,326)
Citation 4

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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 527 (53,557)
Citation 10

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Predictability, Intraday, Momentum, Economic Value

2.

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
Xiaohu Deng, Lei Gao and Jeong-Bon Kim
University of Tasmania, Iowa State University and City University of Hong Kong
Downloads 435 (68,618)
Citation 2

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

3.

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 J. (Julie) Wu
Iowa State University, University of Georgia - Department of Finance and University of Nebraska - Lincoln
Downloads 310 (101,380)

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

4.

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 310 (101,380)
Citation 2

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

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 194 (162,496)
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 124 (236,446)

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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 52 (402,850)
Citation 1

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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 31 (493,058)

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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 34 (466,497)

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