| Why Does the Option to Stock Volume Ratio Predict Stock Returns? L Ge, TC Lin, N Pearson Journal of Financial Economics 120 (3), 601-622, 2016 | 223 | 2016 |
| Informational content of options trading on acquirer announcement return K Chan, L Ge, TC Lin Journal of Financial and Quantitative Analysis 50 (5), 1057-1082, 2015 | 157 | 2015 |
| Informed Options Trading Prior to Bankruptcy Filings L Ge, J Hu, M Humphery-Jenner, TC Lin Working paper, 0 | 19* | |
| Ceo overconfidence and the choice of debt issuance L Ge, T Jamil, J Yu Journal of Banking & Finance, 107099, 2024 | 4 | 2024 |
| Organization Capital and Debt Structure L Ge, T Jamil, J Yu Available at SSRN 3907710, 2021 | 2 | 2021 |
| The Effect of Stock Market Indexing on Option Price Efficiency EC Chang, L Ge, TC Lin, X Ma Available at SSRN 4438852, 2024 | | 2024 |
| Regretful Merger Arbitrageurs Rush to Leave: Target Stock Price Crashes of Ongoing M&As L Ge, C Veld, X Zhang Available at SSRN 4488758, 2023 | | 2023 |
| The Effect of Stock Market Indexing on Option Market Quality EC Chang, L Ge, TC Lin, X Ma | | 2018 |
| Internet Appendix to “Why does the Option to Stock Volume Ratio Predict Stock Returns?” L Ge, TC Lin, ND Pearson | | 2015 |
| Informational content of options trading on equity returns and corporate events L Ge HKU Theses Online (HKUTO), 2015 | | 2015 |
