George Gao

T. Rowe Price Group

Vice President

Baltimore, MD 21202

Cornell University - Samuel Curtis Johnson Graduate School of Management

Visiting Scholar

Sage Hall 314

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 8,740

SSRN RANKINGS

Top 8,740

in Total Papers Downloads

9,580

SSRN CITATIONS
Rank 12,282

SSRN RANKINGS

Top 12,282

in Total Papers Citations

97

CROSSREF CITATIONS

24

Scholarly Papers (11)

1.

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

Journal of International Money and Finance, Forthcoming
Number of pages: 44 Posted: 07 Jul 2020 Last Revised: 02 Nov 2021
Warrington College of Business, University of Florida, T. Rowe Price Group, University of Missouri, Columbia and Johns Hopkins University - Carey Business School
Downloads 1,757 (18,067)
Citation 11

Abstract:

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monetary policy, quantitative easing, disaster risk, COVID-19

2.

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 Group and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,744 (18,259)
Citation 8

Abstract:

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

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 Group and University of Notre Dame - Mendoza College of Business
Downloads 1,276 (29,330)
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, Qingzhong Ma, David T. Ng and Ying Wu
T. Rowe Price Group, California State University, Chico, Johnson College of Business and Stevens Institute of Technology - School of Business
Downloads 959 (43,997)
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, Pamela C. Moulton and David T. Ng
T. Rowe Price Group, Cornell University - SC Johnson College of Business and Johnson College of Business
Downloads 603 (80,239)
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, Pamela C. Moulton and David T. Ng
T. Rowe Price Group, Cornell University - SC Johnson College of Business and Johnson College of Business
Downloads 259 (211,073)
Citation 5

Abstract:

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Return predictability, anomalies, institutional ownership, institutional trading

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 Group, Fudan University, Fanhai International School of Finance and Johns Hopkins University - Carey Business School
Downloads 840 (52,872)
Citation 29

Abstract:

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

7.

Do Hedge Funds Exploit Rare Disaster Concerns?

Number of pages: 87 Posted: 02 Jun 2013 Last Revised: 17 Jan 2023
George Gao, Pengjie Gao and Zhaogang Song
T. Rowe Price Group, University of Notre Dame - Mendoza College of Business and Johns Hopkins University - Carey Business School
Downloads 718 (65,173)
Citation 15

Abstract:

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Rare diaster concern, hedge fund, skill

8.

Disagreement Beta

Journal of Monetary Economics, Forthcoming
Number of pages: 42 Posted: 17 Jun 2016 Last Revised: 07 Oct 2018
T. Rowe Price Group, Fudan University, Fanhai International School of Finance, Johns Hopkins University - Carey Business School and DePaul University
Downloads 613 (79,575)
Citation 3

Abstract:

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Disagreement, heterogeneous beliefs, speculation, asset pricing

9.

Tail-Risk Expectations, Tail Events, and Financial Transparency

Number of pages: 51 Posted: 04 Jun 2023 Last Revised: 09 Nov 2023
Cornell University - Samuel Curtis Johnson Graduate School of Management, T. Rowe Price Group, University of Missouri at Columbia - School of Accountancy and University of Missouri, Columbia
Downloads 332 (163,964)

Abstract:

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Tail Risk; Crash Risk; Corporate Disclosure

10.

Characteristic-Based Covariances and Cross-Sectional Expected Returns

Number of pages: 87 Posted: 15 Mar 2011
George Gao
T. Rowe Price Group
Downloads 297 (184,473)

Abstract:

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Characteristics, Covariance, Expected Return

11.

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 Group, California State University, Chico and Johnson College of Business
Downloads 182 (295,464)
Citation 2

Abstract:

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