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

7

DOWNLOADS
Rank 10,315

SSRN RANKINGS

Top 10,315

in Total Papers Downloads

3,794

CITATIONS
Rank 36,292

SSRN RANKINGS

Top 36,292

in Total Papers Citations

5

Scholarly Papers (7)

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, T. Rowe Price and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 835 (13,187)

Abstract:

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

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 and Cornell University
Downloads 498 (45,650)

Abstract:

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
T. Rowe Price, Cornell University and Cornell University
Downloads 119 (200,514)

Abstract:

Return predictability, anomalies, institutional ownership, institutional trading

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 540 (28,549)
Citation 3

Abstract:

return predictability, earnings\, transaction costs

4.

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 343 (44,286)
Citation 1

Abstract:

Rare diaster concern, hedge fund, skill

5.

Characteristic-Based Covariances and Cross-Sectional Expected Returns

Number of pages: 87 Posted: 15 Mar 2011
George Gao
T. Rowe Price
Downloads 197 (108,861)
Citation 1

Abstract:

Characteristics, Covariance, Expected Return

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 156 (64,612)

Abstract:

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

7.

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 Cornell University
Downloads 9 (197,212)

Abstract:

Other Papers (1)

Total Downloads: 574    Citations: 1
1.

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

Johnson School Research Paper Series No. 3-2013
Number of pages: 47 Posted: 29 Oct 2012 Last Revised: 22 May 2015
George Gao, Qingzhong Ma and David T. Ng
T. Rowe Price, California State University, Chico - Department of Finance and Marketing and Cornell University
Downloads 344 (61,829)
Citation 1

Abstract:

Insider trading, Insider silence, Litigation risk