George Gao

Cornell University - Samuel Curtis Johnson Graduate School of Management

Visiting Professor

Sage Hall 314

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 9,711

SSRN RANKINGS

Top 9,711

in Total Papers Downloads

9,951

TOTAL CITATIONS
Rank 12,136

SSRN RANKINGS

Top 12,136

in Total Papers Citations

94

Scholarly Papers (11)

1.

Does Inventory Productivity Predict Future Stock Returns? A Retailing Industry Perspective

Vanderbilt Owen Graduate School of Management Research Paper No. 1971774, Johnson School Research Paper Series No. 3-2012
Number of pages: 49 Posted: 14 Dec 2011 Last Revised: 13 Dec 2013
Yasin Alan, George Gao and Vishal Gaur
Vanderbilt University - Operations Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,778 (19,764)
Citation 8

Abstract:

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Operations-finance interface, retail operations, inventory productivity, empirical asset pricing

2.

Unconventional Monetary Policy and Disaster Risk: Evidence from the Subprime and COVID-19 Crises

Journal of International Money and Finance, Forthcoming
Number of pages: 44 Posted: 07 Jul 2020 Last Revised: 02 Nov 2021
Warrington College of Business, University of Florida, Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Missouri, Columbia and Johns Hopkins University - Carey Business School
Downloads 1,761 (20,057)
Citation 13

Abstract:

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monetary policy, quantitative easing, disaster risk, COVID-19

3.

Pre-Earnings Announcement Drift

Number of pages: 65 Posted: 15 Mar 2011
Peter D. Easton, George Gao and Pengjie Gao
University of Notre Dame - Department of Accountancy, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Notre Dame - Mendoza College of Business
Downloads 1,357 (29,692)
Citation 11

Abstract:

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return predictability, earnings\, transaction costs

4.

The Sound of Silence: What Do We Know When Insiders Do Not Trade?

Johnson School Research Paper Series No. 3-2013
Number of pages: 58 Posted: 29 Oct 2012 Last Revised: 02 Mar 2021
George Gao, Qingzhong Ma, David T. Ng and Ying Wu
Cornell University - Samuel Curtis Johnson Graduate School of Management, California State University, Chico, Johnson College of Business and Stevens Institute of Technology - School of Business
Downloads 1,026 (44,534)
Citation 3

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Insider trading, Insider silence, Litigation risk

5.

Tail Risk Concerns Everywhere

Number of pages: 41 Posted: 17 May 2015 Last Revised: 08 Jun 2017
George Gao, Xiaomeng Lu and Zhaogang Song
Cornell University - Samuel Curtis Johnson Graduate School of Management, Fudan University, Fanhai International School of Finance and Johns Hopkins University - Carey Business School
Downloads 895 (53,766)
Citation 31

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Asset Class; Bond; Currency; Equity; Option; Tail Risk Concerns

Institutional Ownership and Return Predictability Across Economically Unrelated Stocks

Johnson School Research Paper Series No. 15-2013
Number of pages: 58 Posted: 12 Feb 2013 Last Revised: 04 May 2016
George Gao, Pamela C. Moulton and David T. Ng
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - SC Johnson College of Business and Johnson College of Business
Downloads 611 (87,450)
Citation 2

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Return predictability, anomalies, institutional ownership, institutional trading

Institutional Ownership and Return Predictability Across Economically Unrelated Stocks

Journal of Financial Intermediation, Forthcoming
Number of pages: 55 Posted: 03 Aug 2016
George Gao, Pamela C. Moulton and David T. Ng
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - SC Johnson College of Business and Johnson College of Business
Downloads 272 (222,359)
Citation 6

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Return predictability, anomalies, institutional ownership, institutional trading

7.

Do Hedge Funds Exploit Rare Disaster Concerns?

Number of pages: 87 Posted: 02 Jun 2013 Last Revised: 17 Jan 2023
George Gao, Pengjie Gao and Zhaogang Song
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Notre Dame - Mendoza College of Business and Johns Hopkins University - Carey Business School
Downloads 739 (69,521)
Citation 15

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Rare diaster concern, hedge fund, skill

8.

Disagreement Beta

Journal of Monetary Economics, Forthcoming
Number of pages: 42 Posted: 17 Jun 2016 Last Revised: 07 Oct 2018
Cornell University - Samuel Curtis Johnson Graduate School of Management, Fudan University, Fanhai International School of Finance, Johns Hopkins University - Carey Business School and DePaul University
Downloads 628 (85,547)
Citation 3

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Disagreement, heterogeneous beliefs, speculation, asset pricing

9.

The Nature of Stock Price Crash Risk: Hoarding of Bad News or Non-Agency Uncertainty? 

Number of pages: 47 Last Revised: 16 Nov 2024
Cornell University - Samuel Curtis Johnson Graduate School of Management, California State University, Northridge, Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Missouri at Columbia - School of Accountancy and University of Missouri, Columbia
Downloads 383

Abstract:

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crash risk, financial reporting, bad news hoarding, uncertainty

10.

Characteristic-Based Covariances and Cross-Sectional Expected Returns

Number of pages: 87 Posted: 15 Mar 2011
George Gao
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 311 (194,626)

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Characteristics, Covariance, Expected Return

11.

The Informativeness of Short Sellers: An Insider's Perspective

Number of pages: 55 Posted: 23 Sep 2015
George Gao, Qingzhong Ma and David T. Ng
Cornell University - Samuel Curtis Johnson Graduate School of Management, California State University, Chico and Johnson College of Business
Downloads 190 (315,563)
Citation 2

Abstract:

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