| Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil MW Brandt, L Gao Journal of Empirical Finance 51, 64-94, 2019 | 126 | 2019 |
| Market Sentiment in Commodity Futures Returns L Gao, S Süss Journal of Empirical Finance 33, 84-103, 2015 | 121 | 2015 |
| Oil Volatility Risk L Gao, S Hitzemann, I Shaliastovich, L Xu | 96* | 2017 |
| The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks L Gao, L Liu Journal of Futures Markets 34 (1), 93-101, 2014 | 33 | 2014 |
| Capturing investor sentiment: Advancing predictability in finance with computer science approaches L Gao, D Kampas, K Rinne 2018 IEEE 20th Conference on Business Informatics (CBI) 2, 97-99, 2018 | 4 | 2018 |
| Commodity option implied volatilities and the expected futures returns L Gao Available at SSRN 2939649, 2017 | 4 | 2017 |
