Chao Gao

Purdue University, Krannert School of Management

PhD Student

1310 Krannert Building

West Lafayette, IN 47907-1310

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 20,721

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Top 20,721

in Total Papers Downloads

2,258

CITATIONS

2

Scholarly Papers (5)

1.

Anticipating Uncertainty: Straddles Around Earnings Announcements

Number of pages: 63 Posted: 21 Jan 2013 Last Revised: 14 Dec 2017
Chao Gao, Yuhang Xing and Xiaoyan Zhang
Purdue University, Krannert School of Management, Rice University and Tsinghua University - PBC School of Finance
Downloads 978 (21,990)
Citation 2

Abstract:

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Uncertainty, Volatility, Straddle, Earnings Announcement

2.

Size, Age, and the Performance Life Cycle of Hedge Funds

Number of pages: 86 Posted: 10 May 2018 Last Revised: 23 Sep 2018
Chao Gao, Tim Haight and Chengdong Yin
Purdue University, Krannert School of Management, Loyola Marymount University and Purdue University - Krannert School of Management
Downloads 946 (23,088)

Abstract:

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Hedge Funds, Performance Life Cycle, Fund Size, Fund Age.

3.

Fund Selection, Style Allocation, and Active Management Abilities: Evidence from Funds of Hedge Funds’ Holdings

Financial Management, Forthcoming
Number of pages: 65 Posted: 18 Jul 2017 Last Revised: 25 Dec 2018
Chao Gao, Tim Haight and Chengdong Yin
Purdue University, Krannert School of Management, Loyola Marymount University and Purdue University - Krannert School of Management
Downloads 331 (89,337)

Abstract:

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Funds of Hedge Funds, Holdings, Fund Selection, Style Allocation, Active Management.

4.

The Performance Life Cycle of Hedge Funds: Can Investors Achieve Lasting Performance?

Number of pages: 86 Posted: 10 May 2018
Chao Gao, Tim Haight and Chengdong Yin
Purdue University, Krannert School of Management, Loyola Marymount University and Purdue University - Krannert School of Management
Downloads 3 (620,272)

Abstract:

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Hedge Funds, Performance Life Cycle, Fund Size, Performance Incentives, Strategy Distinctiveness.

5.

Investment Performance of Credit Risk Transfer Securities (CRTs): The Early Evidence

Posted: 08 Jun 2018
Chao Gao and John J. McConnell
Purdue University, Krannert School of Management and Purdue University

Abstract:

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CRT, Credit Risk Transfer, Fannie Mae, Freddie Mac, Government Sponsored Enterprises, Mortgage Backed Securities