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 3,278 (2,085)

Citation 30

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2.

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 2,058 (4,430)

Citation 49

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3.

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 1,841 (4,880)

Citation 7

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4.

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 754 (19,722)

Citation 5

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5.

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 672 (24,051)

Citation 2

Abstract:

6.

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 University of California, San Diego (UCSD) - Rady School of Management

Downloads 617 (32,181)

Citation 14

Abstract:

7.

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, University of California, San Diego (UCSD) - Rady School of Management and UNSW Australia Business School, School of Banking and Finance

Downloads 578 (41,308)

Citation 1

Abstract:

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 540 (28,350)

Citation 3

Abstract:

9.

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, CUHK Business School, The Chinese University of Hong Kong, University of California, Riverside and Binghamton University

Downloads 522 (40,465)

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10.

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 487 (48,309)

Citation 21

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11.

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 451 (55,312)

Citation 4

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12.

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

Downloads 408 ( 63,832)

Citation 12

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 340 (78,499)

Citation 12

Abstract:

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 68 (308,770)

Citation 12

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13.

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 343 (40,929)

Citation 1

Abstract:

14.

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 University of California, San Diego (UCSD) - Rady School of Management

Downloads 332 (64,834)

Citation 16

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15.

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 245 (82,354)

Citation 3

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16.

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, CUHK Business School, The Chinese University of Hong Kong, University of California, Riverside and Binghamton University

Downloads 235 (101,230)

Citation 1

Abstract:

17.

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 199 (114,242)

Citation 2

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18.

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

27th Australasian Finance and Banking Conference 2014 Paper

Number of pages: 61 Posted: 26 Jan 2012 Last Revised: 05 Nov 2014

Pengjie Gao and Yaxuan Qi

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

Downloads 173 (56,986)

Citation 2

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19.

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 115 (173,629)

Citation 3

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20.

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 106 (232,004)

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21.

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 93 (201,865)

Citation 2

Abstract:

22.

When Does a Mutual Fund&Apos;S Trade Reveal its Skill?

NBER Working Paper No. w13625

Number of pages: 52 Posted: 29 Nov 2007

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 33 (399,043)

Citation 2

Abstract:

23.

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

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24.

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

Number of pages: 47 Posted: 15 May 2018

Pengjie Gao, Chang Lee and Dermot Murphy

University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and University of Illinois at Chicago - Department of Finance

Downloads 0 (19,777)

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25.

Municipal Borrowing Costs and State Policies for Distressed Municipalities

Number of pages: 59 Posted: 30 Sep 2016 Last Revised: 20 May 2017

Pengjie Gao, Chang Lee and Dermot Murphy

University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and University of Illinois at Chicago - Department of Finance

Downloads 0 (141,498)

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26.

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

6th Miami Behavioral Finance Conference

Number of pages: 68 Posted: 05 Feb 2016 Last Revised: 30 Sep 2016

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 University of California, San Diego (UCSD) - Rady School of Management

Downloads 0 (42,420)

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27.

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 0 (138,146)

Pengjie Gao

University of Notre Dame - Mendoza College of Business

Assistant Professor of Finance

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Scholarly Papers (27)

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