Author Page for George Gao

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, T. Rowe Price and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 1,545 (13,194)

Citation 7

Abstract:

2.

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

Number of pages: 40 Posted: 07 Jul 2020 Last Revised: 17 Aug 2020

Gustavo Cortes, George Gao, Felipe Bastos G. Silva and Zhaogang Song

Warrington College of Business, University of Florida, T. Rowe Price, University of Missouri, Columbia and Johns Hopkins University - Carey Business School

Downloads 1,420 (15,069)

Citation 1

Abstract:

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, T. Rowe Price and University of Notre Dame - Mendoza College of Business

Downloads 1,007 (25,243)

Citation 10

Abstract:

4.

Institutional Ownership and Return Predictability Across Economically Unrelated Stocks

Downloads 737 ( 39,039)

Citation 3

2

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

T. Rowe Price, Cornell University - SC Johnson College of Business and Johnson College of Business

Downloads 550 (56,707)

Citation 2

Abstract:

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

T. Rowe Price, Cornell University - SC Johnson College of Business and Johnson College of Business

Downloads 187 (185,527)

Citation 2

Abstract:

5.

Do Hedge Funds Exploit Rare Disaster Concerns?

Number of pages: 87 Posted: 02 Jun 2013 Last Revised: 01 May 2017

George Gao, Pengjie Gao and Zhaogang Song

T. Rowe Price, University of Notre Dame - Mendoza College of Business and Johns Hopkins University - Carey Business School

Downloads 639 (47,364)

Citation 13

Abstract:

6.

Tail Risk Concerns Everywhere

Number of pages: 41 Posted: 17 May 2015 Last Revised: 08 Jun 2017

George Gao, Xiaomeng Lu and Zhaogang Song

T. Rowe Price, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Johns Hopkins University - Carey Business School

Downloads 572 (54,705)

Citation 14

Abstract:

7.

Disagreement Beta

Journal of Monetary Economics, Forthcoming

Number of pages: 42 Posted: 17 Jun 2016 Last Revised: 07 Oct 2018

George Gao, Xiaomeng Lu, Zhaogang Song and Hongjun Yan

T. Rowe Price, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Johns Hopkins University - Carey Business School and DePaul University

Downloads 492 (65,868)

Citation 3

Abstract:

8.

Characteristic-Based Covariances and Cross-Sectional Expected Returns

Number of pages: 87 Posted: 15 Mar 2011

George Gao

T. Rowe Price

Downloads 252 (140,046)

Abstract:

9.

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

T. Rowe Price, California State University, Chico - Department of Finance and Marketing and Johnson College of Business

Downloads 148 (226,516)

Citation 2

George Gao

T. Rowe Price

Quantitative Analyst

Cornell University - Samuel Curtis Johnson Graduate School of Management

Visiting Scholar

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Scholarly Papers (9)

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

Abstract:

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

Abstract:

Pre-Earnings Announcement Drift

Abstract:

Institutional Ownership and Return Predictability Across Economically Unrelated Stocks

Institutional Ownership and Return Predictability Across Economically Unrelated Stocks

Abstract:

Institutional Ownership and Return Predictability Across Economically Unrelated Stocks

Abstract:

Do Hedge Funds Exploit Rare Disaster Concerns?

Abstract:

Tail Risk Concerns Everywhere

Abstract:

Disagreement Beta

Abstract:

Characteristic-Based Covariances and Cross-Sectional Expected Returns

Abstract:

The Informativeness of Short Sellers: An Insider's Perspective

Abstract:

Other Papers (1)

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

Abstract: