Many prior studies have found a gender gap between male and female students' performance on conceptual assessments such as the Force Concept Inventory (FCI) and the Conceptual Survey of Electricity and Magnetism (CSEM) with male students performing better than female students. Prior studies have also found that activation of a negative stereotype about a group or stereotype threat, e.g., asking test-takers to indicate their ethnicity before taking a test, can lead to deteriorated performance of the stereotyped group. Here, we describe two studies in which we investigated the gender gap on the FCI and CSEM. In the first study, we investigated whether asking students to indicate their gender immediately before taking the CSEM increased the gender gap compared to students who were not asked for this information. In the second study, conducted with over 1100 introductory physics students, we investigated the prevalence of the belief that men generally perform better in physics than women and the extent to which this belief is correlated with the performance of both the female and male students on the FCI.