Lei Gao

George Mason University

Fairfax, VA 22030

United States

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

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 5,357

in Total Papers Downloads

10,035

SSRN CITATIONS
Rank 18,505

SSRN RANKINGS

Top 18,505

in Total Papers Citations

30

CROSSREF CITATIONS

28

Scholarly Papers (10)

1.
Downloads 8,120 ( 899)
Citation 24

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 7,310 (1,078)
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 810 (37,517)
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
Wesley Deng, Lei Gao and Jeong-Bon Kim
University of Tasmania, George Mason University and City University of Hong Kong
Downloads 525 (67,060)
Citation 5

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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 CSR engagement: Evidence from non-fundamental-driven price pressure

Number of pages: 68 Posted: 29 Aug 2016 Last Revised: 30 Apr 2021
Lei Gao, Jie He and J. (Julie) Wu
George Mason University, University of Georgia - Department of Finance and University of Nebraska - Lincoln
Downloads 400 (92,898)

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

4.

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 337 (112,801)
Citation 2

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

5.

Seeing is Believing: Annual Report 'Graphicity' and Stock Returns Predictability

Number of pages: 48 Posted: 29 Dec 2020 Last Revised: 29 Mar 2021
Wesley Deng, Lei Gao, Bo Hu and Guofu Zhou
University of Tasmania, George Mason University, George Mason University and Washington University in St. Louis - John M. Olin Business School
Downloads 244 (157,793)

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Graphic Financial Reports, Reporting Format Change, Soft Information, Anomaly

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, George Mason University and University of Texas Rio Grande Valley
Downloads 160 (231,666)
Citation 1

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Return Predictability: The Dual Signaling Hypothesis of Stock Splits

Financial Review, Vol. 54, Issue 4, pp. 801-831, 2019
Number of pages: 31 Posted: 20 May 2020
University of Texas - Pan American - College of Business Administration - Department of Economics & Finance, George Mason University and University of Texas Rio Grande Valley
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dual‐signaling hypothesis, earnings management, long‐term stock returns, stock splits

7.

CEO Political Ideology and Management Earnings Forecast

Number of pages: 87 Posted: 21 Jul 2020
University of Texas Rio Grande Valley (UTRGV), University of Texas - Pan American - College of Business Administration - Department of Economics & Finance and George Mason University
Downloads 148 (246,718)

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CEO Political Ideology; Earnings Forecasts; Conservatism

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, West Virginia University and George Mason University
Downloads 51 (474,031)

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

9.

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 41 (517,683)

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

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: 05 Sep 2015 Last Revised: 02 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 9 (723,883)
Citation 2

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