Financing Dies in Darkness? The Impact of Newspaper Closures on Public FinancePengjie GaoChang LeeDermot MurphyJournal of Financial Economics13522020
What's in a (school) name? Racial discrimination in higher education bond marketsCasey DougalPengjie GaoBill MayhewChristopher ParsonsJournal of Financial Economics13432019
Municipal borrowing costs and state policies for distressed municipalitiesPengjie GaoChang LeeDermot MurphyJournal of Financial Economics2019
Do Hedge Funds Exploit Rare Disaster Concerns?George GaoPengjie GaoZhaogang SongReview of Financial Studies3172018
Global Relation between Financial Distress and Equity ReturnsPengjie GaoChristopher ParsonsJianfen ShenReview of Financial Studies2018
Liquidity in a Market for Unique Assets: Specified Pool and To-Be-Announced Trading in the Mortgage-Backed Securities MarketPengjie GaoPaul SchultzZhaogang SongJournal of Finance2017
Short Sales and the Weekend Effect – Evidence from a Natural ExperimentPengjie GaoJia HaoIvalina KalchevaTongshu MaJournal of Financial Markets2015
The Sum of All FEARS: Investor Sentiment and Asset PricesZhi DaJoey EngelbergPengjie GaoReview of Financial Studies282015
Sum of All FEARS: investor sentiment and asset pricesZhi DaJoseph EngelbergPengjie GaoReview of Financial Studies2014