George Gao

T. Rowe Price

Quantitative Analyst

Baltimore, MD 21297-1215

United States

Cornell University - Samuel Curtis Johnson Graduate School of Management

Visiting Scholar

Sage Hall 314

Ithaca, NY 14853

United States

  • T. Rowe Price

  • Cornell University - Samuel Curtis Johnson Graduate School of Management

SCHOLARLY PAPERS

10

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7,977

SSRN CITATIONS
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SSRN RANKINGS

Top 18,275

in Total Papers Citations

36

CROSSREF CITATIONS

23

Scholarly Papers (10)

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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, George Gao and Vishal Gaur
Vanderbilt University - Operations Management, Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,597 (14,087)
Citation 8

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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

Number of pages: 44 Posted: 07 Jul 2020 Last Revised: 21 Aug 2021
Gustavo Cortes, George Gao, George Gao, Felipe Bastos G. Silva, Felipe Bastos G. Silva and Zhaogang Song
Warrington College of Business, University of Florida, Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price, University of Missouri, ColumbiaCornell University, Samuel Curtis Johnson Graduate School of Management and Johns Hopkins University - Carey Business School
Downloads 1,558 (14,615)
Citation 3

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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, George Gao and Pengjie Gao
University of Notre Dame - Department of Accountancy, Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price and University of Notre Dame - Mendoza College of Business
Downloads 1,084 (25,336)
Citation 11

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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, George Gao, Qingzhong Ma, David T. Ng and Ying Wu
Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price, California State University, Chico, Johnson College of Business and Stevens Institute of Technology - School of Business
Downloads 797 (39,102)
Citation 3

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Insider trading, Insider silence, Litigation risk

5.

Institutional Ownership and Return Predictability Across Economically Unrelated Stocks

Downloads 752 ( 42,209)
Citation 4

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, George Gao, Pamela C. Moulton and David T. Ng
Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price, Cornell University - SC Johnson College of Business and Johnson College of Business
Downloads 559 (61,466)
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, George Gao, Pamela C. Moulton and David T. Ng
Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price, Cornell University - SC Johnson College of Business and Johnson College of Business
Downloads 193 (196,991)
Citation 3

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Return predictability, anomalies, institutional ownership, institutional trading

6.

Do Hedge Funds Exploit Rare Disaster Concerns?

Number of pages: 87 Posted: 02 Jun 2013 Last Revised: 01 May 2017
George Gao, George Gao, Pengjie Gao and Zhaogang Song
Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price, University of Notre Dame - Mendoza College of Business and Johns Hopkins University - Carey Business School
Downloads 648 (51,514)
Citation 15

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Rare diaster concern, hedge fund, skill

7.

Tail Risk Concerns Everywhere

Number of pages: 41 Posted: 17 May 2015 Last Revised: 08 Jun 2017
George Gao, George Gao, Xiaomeng Lu, Xiaomeng Lu and Zhaogang Song
Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price, Fudan University, Fanhai International School of FinanceShanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Johns Hopkins University - Carey Business School
Downloads 596 (57,328)
Citation 16

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

8.

Disagreement Beta

Journal of Monetary Economics, Forthcoming
Number of pages: 42 Posted: 17 Jun 2016 Last Revised: 07 Oct 2018
George Gao, George Gao, Xiaomeng Lu, Xiaomeng Lu, Zhaogang Song and Hongjun Yan
Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price, Fudan University, Fanhai International School of FinanceShanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Johns Hopkins University - Carey Business School and DePaul University
Downloads 530 (66,415)
Citation 3

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Disagreement, heterogeneous beliefs, speculation, asset pricing

9.

Characteristic-Based Covariances and Cross-Sectional Expected Returns

Number of pages: 87 Posted: 15 Mar 2011
George Gao and George Gao
Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price
Downloads 261 (147,966)

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Characteristics, Covariance, Expected Return

10.

The Informativeness of Short Sellers: An Insider's Perspective

Number of pages: 55 Posted: 23 Sep 2015
George Gao, George Gao, Qingzhong Ma and David T. Ng
Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price, California State University, Chico and Johnson College of Business
Downloads 154 (239,324)
Citation 2

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