Personal profile

Biography

Li Ge is a Lecturer in the Department of Banking and Finance. Li completed her Ph.D. in Finance from The University of Hong Kong, and joined Monash University in 2015. She received the BBA (Hons) in Financial Services from The Hong Kong Polytechnic University in 2010. Her research focuses on empirical asset pricing, in particular, informed trading in options market. Her papers have been published in Journal of Financial Economics and Journal of Financial and Quantitative Analysis.

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Keywords

  • Empirical Asset Pricing
  • Options
  • Informed Trading
  • Corporate Events

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Research Output 2015 2016

Why does the option to stock volume ratio predict stock returns?

Ge, L., Lin, T-C. & Pearson, N. D. 2016 In : Journal of Financial Economics. 120, 3, p. 601 - 622 22 p.

Research output: Research - peer-reviewArticle

Informational content of options trading on acquirer announcement return

Chan, K., Ge, L. & Lin, T-C. 2015 In : Journal of Financial and Quantitative Analysis. 50, 5, p. 1057 - 1082 26 p.

Research output: Research - peer-reviewArticle