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Investor attention and stock market volatility
Andrei, Daniel; Hasler, Michael; Gao, Pengjie - In: The review of financial studies 28 (2015) 1, pp. 33-72
Persistent link: https://www.econbiz.de/10011289300
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The sum of all FEARS investor sentiment and asset prices
Da, Zhi; Engelberg, Joseph; Gao, Pengjie - In: The review of financial studies 28 (2015) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011289301
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The price of a CEO's Rolodex
Engelberg, Joseph; Gao, Pengjie; Parsons, Christopher A. - In: The review of financial studies 26 (2013) 1, pp. 79-114
Persistent link: https://www.econbiz.de/10009717758
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Impatient trading, liquidity provision, and stock selection by mutual funds
Da, Zhi; Gao, Pengjie; Jagannathan, Ravi - In: The review of financial studies 24 (2011) 3, pp. 675-720
Persistent link: https://www.econbiz.de/10008934108
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Do hedge funds exploit rare disaster concerns?
Gao, George P.; Gao, Pengjie; Song, Zhaogang - In: The review of financial studies 31 (2018) 7, pp. 2650-2692
Persistent link: https://www.econbiz.de/10011927183