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

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 7,138

SSRN RANKINGS

Top 7,138

in Total Papers Downloads

7,977

SSRN CITATIONS
Rank 18,275

SSRN RANKINGS

Top 18,275

in Total Papers Citations

36

CROSSREF CITATIONS

23

Scholarly Papers (10)

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

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

Number of pages: 44 Posted: 07 Jul 2020 Last Revised: 21 Aug 2021
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

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, 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

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, 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

Abstract:

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Insider trading, Insider silence, Litigation risk

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

Abstract:

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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

Abstract:

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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

Abstract:

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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

Abstract:

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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

Abstract:

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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)

Abstract:

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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

Abstract:

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