Author Page for Pengjie Gao

1.

Earnings Management and Executive Compensation: A Case of Overdose of Option and Underdose of Salary?

EFA 2002 Berlin Meetings Presented Paper

Number of pages: 48 Posted: 22 Mar 2002

Ronald E. Shrieves and Pengjie Gao

University of Tennessee, Knoxville - Department of Finance and University of Notre Dame - Mendoza College of Business

Downloads 3,951 (2,547)

Citation 65

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2.

Financing Dies in Darkness? The Impact of Newspaper Closures on Public Finance

Journal of Financial Economics, (2020) vol. 135, no. 2, 445-467

Number of pages: 71 Posted: 15 May 2018 Last Revised: 02 Feb 2020

Pengjie Gao, Chang Lee and Dermot Murphy

University of Notre Dame - Mendoza College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business and University of Illinois at Chicago - Department of Finance

Downloads 2,779 (4,672)

Citation 7

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3.

In Search of Attention

AFA 2010 Atlanta Meetings Paper

Number of pages: 45 Posted: 22 Mar 2009 Last Revised: 30 Oct 2014

Zhi Da, Joseph Engelberg and Pengjie Gao

University of Notre Dame - Mendoza College of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business

Downloads 2,647 (5,027)

Citation 154

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4.

An Anatomy of Pairs Trading: The Role of Idiosyncratic News, Common Information and Liquidity

Third Singapore International Conference on Finance 2009

Number of pages: 68 Posted: 22 Jan 2009 Last Revised: 20 Mar 2009

Joseph Engelberg, Pengjie Gao and Ravi Jagannathan

University of California, San Diego (UCSD) - Rady School of Management, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management

Downloads 2,569 (5,303)

Citation 8

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5.

The Sum of All FEARS: Investor Sentiment and Asset Prices

Number of pages: 43 Posted: 13 Dec 2009 Last Revised: 07 Mar 2013

Zhi Da, Joseph Engelberg and Pengjie Gao

University of Notre Dame - Mendoza College of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business

Downloads 1,084 (21,152)

Citation 49

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6.

What's in a (School) Name? Racial Discrimination in Higher Education Bond Markets

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 69 Posted: 05 Feb 2016 Last Revised: 27 Jun 2018

Casey Dougal, Pengjie Gao, William J. Mayew and Christopher A. Parsons

Drexel University, University of Notre Dame - Mendoza College of Business, Duke University - Fuqua School of Business and Foster School of Business, University of Washington

Downloads 1,024 (22,987)

Citation 6

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7.

In Search of Fundamentals

AFA 2012 Chicago Meetings Paper

Number of pages: 36 Posted: 22 Apr 2010 Last Revised: 16 Mar 2011

Zhi Da, Joseph Engelberg and Pengjie Gao

University of Notre Dame - Mendoza College of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business

Downloads 975 (24,731)

Citation 15

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8.

Pre-Earnings Announcement Drift

Number of pages: 65 Posted: 15 Mar 2011

Peter D. Easton, George Gao and Pengjie Gao

University of Notre Dame - Department of Accountancy, T. Rowe Price and University of Notre Dame - Mendoza College of Business

Downloads 921 (26,830)

Citation 9

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9.

Political Uncertainty and Public Financing Costs: Evidence from U.S. Gubernatorial Elections and Municipal Bond Markets

Number of pages: 62 Posted: 26 Jan 2012 Last Revised: 11 Feb 2019

Pengjie Gao, Dermot Murphy and Yaxuan Qi

University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and City University of Hong Kong (CityUHK) - Department of Economics & Finance

Downloads 739 (36,440)

Citation 22

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10.

The Price of a CEO's Rolodex

Number of pages: 50 Posted: 21 Mar 2009 Last Revised: 30 May 2012

Joseph Engelberg, Pengjie Gao and Christopher A. Parsons

University of California, San Diego (UCSD) - Rady School of Management, University of Notre Dame - Mendoza College of Business and Foster School of Business, University of Washington

Downloads 734 (36,778)

Citation 26

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11.

The Global Relation between Financial Distress and Equity Returns

The Review of Financial Studies, Forthcoming

Number of pages: 86 Posted: 19 Jun 2012 Last Revised: 03 Jun 2017

Pengjie Gao, Christopher A. Parsons and Jianfeng Shen

University of Notre Dame - Mendoza College of Business, Foster School of Business, University of Washington and UNSW Australia Business School, School of Banking and Finance

Downloads 649 (43,421)

Citation 8

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12.

Do Hedge Funds Exploit Rare Disaster Concerns?

Number of pages: 87 Posted: 02 Jun 2013 Last Revised: 01 May 2017

George Gao, Pengjie Gao and Zhaogang Song

T. Rowe Price, University of Notre Dame - Mendoza College of Business and Johns Hopkins University - Carey Business School

Downloads 633 (44,883)

Citation 9

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13.

Short Sales and the Weekend Effect - Evidence from a Natural Experiment

Journal of Financial Markets, Forthcoming

Number of pages: 35 Posted: 09 Oct 2006 Last Revised: 11 Jul 2012

Pengjie Gao, Jia Hao, Ivalina Kalcheva and Tongshu Ma

University of Notre Dame - Mendoza College of Business, Babson College, University of Texas at San Antonio - Department of Finance and Binghamton University

Downloads 609 (47,220)

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14.

Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks

AFA 2007 Chicago Meetings Paper

Number of pages: 58 Posted: 17 Mar 2006

Zhi Da and Pengjie Gao

University of Notre Dame - Mendoza College of Business and University of Notre Dame - Mendoza College of Business

Downloads 514 (58,577)

Citation 18

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15.

Liquidity Backstop, Corporate Borrowings, and Real Effects

Number of pages: 52 Posted: 18 Jun 2009 Last Revised: 30 Jun 2012

Pengjie Gao and Hayong Yun

University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance

Downloads 464 (66,527)

Citation 3

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16.

Friends with Money

Number of pages: 61 Posted: 17 Mar 2010

Joseph Engelberg, Pengjie Gao and Christopher A. Parsons

University of California, San Diego (UCSD) - Rady School of Management, University of Notre Dame - Mendoza College of Business and Foster School of Business, University of Washington

Downloads 427 (73,570)

Citation 23

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17.

Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

Downloads 420 ( 75,044)

Citation 5

2

Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

Number of pages: 56 Posted: 15 Nov 2007 Last Revised: 19 Dec 2008

Zhi Da, Pengjie Gao and Ravi Jagannathan

University of Notre Dame - Mendoza College of Business, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management

Downloads 351 (91,775)

Citation 4

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Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

NBER Working Paper No. w14609

Number of pages: 57 Posted: 29 Dec 2008 Last Revised: 28 Jan 2009

Zhi Da, Pengjie Gao and Ravi Jagannathan

University of Notre Dame - Mendoza College of Business, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management

Downloads 69 (362,674)

Abstract:

18.

Cross-Market Timing in Security Issuance

AFA 2012 Chicago Meetings Paper

Number of pages: 50 Posted: 23 Mar 2011 Last Revised: 07 Mar 2013

Pengjie Gao and Dong Lou

University of Notre Dame - Mendoza College of Business and London School of Economics & Political Science (LSE)

Downloads 356 (90,910)

Citation 3

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19.

Municipal Borrowing Costs and State Policies for Distressed Municipalities

Journal of Financial Economics, (2019) vol. 132, no. 2, 404-426

Number of pages: 59 Posted: 30 Sep 2016 Last Revised: 02 Feb 2020

Pengjie Gao, Chang Lee and Dermot Murphy

University of Notre Dame - Mendoza College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business and University of Illinois at Chicago - Department of Finance

Downloads 328 (99,672)

Citation 6

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20.

Short-Selling, Uptick Rule, and Market Quality: Evidence from High-Frequency Data on Hong Kong Stock Exchange

Number of pages: 43 Posted: 20 Nov 2010 Last Revised: 04 Mar 2011

Pengjie Gao, Jia Hao, Ivalina Kalcheva and Tongshu Ma

University of Notre Dame - Mendoza College of Business, Babson College, University of Texas at San Antonio - Department of Finance and Binghamton University

Downloads 291 (113,548)

Citation 1

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21.

Passive Shareholders as a Takeover Defense

Swiss Finance Institute Research Paper No. 10-56

Number of pages: 47 Posted: 02 Feb 2011 Last Revised: 16 Mar 2011

Andriy Bodnaruk, Pengjie Gao, Per Östberg and Hayong Yun

University of Illinois at Chicago, University of Notre Dame - Mendoza College of Business, University of Zurich - Department of Banking and Finance and Michigan State University - Department of Finance

Downloads 261 (127,389)

Citation 4

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22.

Liquidity in a Market for Unique Assets: Specified Pool and TBA Trading in the Mortgage Backed Securities Market

Number of pages: 67 Posted: 13 Dec 2015 Last Revised: 03 Sep 2016

Pengjie Gao, Paul H. Schultz and Zhaogang Song

University of Notre Dame - Mendoza College of Business, University of Notre Dame - Department of Finance and Johns Hopkins University - Carey Business School

Downloads 257 (129,473)

Citation 4

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23.

Clientele Change, Persistent Liquidity Shock, and Bond Return Reversals after Rating Downgrades

Number of pages: 47 Posted: 08 Oct 2008 Last Revised: 17 Mar 2009

Zhi Da and Pengjie Gao

University of Notre Dame - Mendoza College of Business and University of Notre Dame - Mendoza College of Business

Downloads 178 (183,207)

Citation 7

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24.

Liquidity Backstop, Corporate Borrowings, and Real Effects

AFA 2013 San Diego Meetings Paper

Number of pages: 69 Posted: 16 Mar 2012 Last Revised: 14 Aug 2013

Pengjie Gao and Hayong Yun

University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance

Downloads 145 (217,912)

Citation 6

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25.

Property Rights Protection, Information Acquisition, and Asset Prices: Theory and Evidence

Number of pages: 48 Posted: 15 Mar 2012 Last Revised: 27 Aug 2013

Elias Albagli, Pengjie Gao and Yongxiang Wang

University of Southern California - Marshall School of Business, University of Notre Dame - Mendoza College of Business and University of Southern California - Marshall School of Business

Downloads 116 (258,704)

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26.

Exploited by Complexity

Number of pages: 73 Posted: 28 Apr 2020 Last Revised: 08 Jul 2020

Pengjie Gao, Allen Hu, Peter Kelly, Cameron Peng and Ning Zhu

University of Notre Dame - Mendoza College of Business, Yale School of Management, University of Notre Dame, London School of Economics & Political Science (LSE) - Department of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Downloads 74 (344,989)

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27.

Tax Risk and Asset Prices: Evidence from Dual-class Corporate Bonds in the Early 19th Century

Number of pages: 72 Posted: 03 May 2019 Last Revised: 25 May 2019

Matthias Fleckenstein, Priyank Gandhi and Pengjie Gao

University of Delaware, Rutgers Business School, Newark and New Brunswick and University of Notre Dame - Mendoza College of Business

Downloads 61 (382,007)

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28.

Good for your Fiscal Health? The Effect of the Affordable Care Act on Healthcare Borrowing Costs

Number of pages: 50 Posted: 30 Sep 2019 Last Revised: 26 May 2020

Pengjie Gao, Chang Lee and Dermot Murphy

University of Notre Dame - Mendoza College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business and University of Illinois at Chicago - Department of Finance

Downloads 55 (401,623)

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29.

When Does a Mutual Fund's Trade Reveal its Skill?

NBER Working Paper No. w13625

Number of pages: 52 Posted: 29 Nov 2007 Last Revised: 25 Sep 2010

Pengjie Gao, Zhi Da and Ravi Jagannathan

University of Notre Dame - Mendoza College of Business, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management

Downloads 41 (453,837)

Citation 1

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30.

Trading Methods and Trading Costs for Agency Mortgage Backed Securities

Journal of Investment Management, Forthcoming

Posted: 16 Jun 2018

Pengjie Gao, Paul H. Schultz and Zhaogang Song

University of Notre Dame - Mendoza College of Business, University of Notre Dame - Department of Finance and Johns Hopkins University - Carey Business School

Pengjie Gao

University of Notre Dame - Mendoza College of Business

Professor of Finance

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Scholarly Papers (30)

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