Lei Gao

Finance · Nature · 2018–2019

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Lei Gao trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Y. Amihud
  2. S. Henkel
  3. Darrell Duffie
  4. J. Martin
  5. David E. Rapach
  6. John Y. Campbell

Papers from Lei Gao's perspective

Ordered by how strongly the researchers Lei Gao trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
  2. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
  3. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
  4. Investor Sentiment and the Cross-Section of Stock Returns
  5. Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
  6. A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices
  7. Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
  8. Stock returns and trading at the close
  9. Time-varying short-horizon predictability ☆
  10. The Behavior of Stock-Market Prices

Their papers