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

8

DOWNLOADS
Rank 9,368

SSRN RANKINGS

Top 9,368

in Total Papers Downloads

5,084

SSRN CITATIONS
Rank 24,050

SSRN RANKINGS

Top 24,050

in Total Papers Citations

10

CROSSREF CITATIONS

21

Scholarly Papers (8)

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

Abstract:

Loading...

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

Abstract:

Loading...

return predictability, earnings\, transaction costs

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

Abstract:

Loading...

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)

Abstract:

Loading...

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

Abstract:

Loading...

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

Abstract:

Loading...

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
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

Abstract:

Loading...

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)

Abstract:

Loading...

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

Abstract:

Loading...

Other Papers (1)

Total Downloads: 699
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

Abstract:

Loading...

Insider trading, Insider silence, Litigation risk