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

8

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5,084

SSRN CITATIONS
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Top 24,050

in Total Papers Citations

10

CROSSREF CITATIONS

21

Scholarly Papers (8)

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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 and Vishal Gaur
Vanderbilt University - Operations Management, T. Rowe Price and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,472 (12,413)
Citation 5

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

2.

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 888 (26,590)
Citation 7

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return predictability, earnings\, transaction costs

3.

Institutional Ownership and Return Predictability Across Economically Unrelated Stocks

Downloads 716 ( 35,865)
Citation 1

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 539 (51,478)
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
T. Rowe Price, Cornell University - SC Johnson College of Business and Johnson College of Business
Downloads 177 (175,078)

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Return predictability, anomalies, institutional ownership, institutional trading

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 621 (43,420)
Citation 6

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Rare diaster concern, hedge fund, skill

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
T. Rowe Price, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Johns Hopkins University - Carey Business School
Downloads 536 (52,495)
Citation 12

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

6.

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 464 (62,917)
Citation 3

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Disagreement, heterogeneous beliefs, speculation, asset pricing

7.

Characteristic-Based Covariances and Cross-Sectional Expected Returns

Number of pages: 87 Posted: 15 Mar 2011
George Gao
T. Rowe Price
Downloads 243 (129,956)

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Characteristics, Covariance, Expected Return

8.

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 144 (208,559)
Citation 1

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Other Papers (1)

Total Downloads: 699
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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 Johnson College of Business
Downloads 699

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Insider trading, Insider silence, Litigation risk