Chao Gao

Australian National University, RSFAS

Senior Lecturer (Assistant Professor)

CBE Building

26C Kingsley Street

Acton, 2601

Australia

SCHOLARLY PAPERS

5

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Top 20,755

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2,483

SSRN CITATIONS

1

CROSSREF 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
Australian National University, RSFAS, Rice University and Tsinghua University - PBC School of Finance
Downloads 1,066 (21,335)
Citation 3

Abstract:

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Uncertainty, Volatility, Straddle, Earnings Announcement

2.

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

Number of pages: 86 Posted: 10 May 2018 Last Revised: 26 Oct 2019
Australian National University, RSFAS, Loyola Marymount University, Purdue University - Krannert School of Management and Renmin University of China - School of Finance
Downloads 1,060 (21,494)

Abstract:

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

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
Australian National University, RSFAS, Loyola Marymount University and Purdue University - Krannert School of Management
Downloads 356 (89,710)
Citation 1

Abstract:

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

4.

Uncertainty Resolution Before Earnings Announcements

Number of pages: 58
Australian National University, RSFAS, PBC School of Finance, Tsinghua University and Tsinghua University - PBC School of Finance
Downloads 1

Abstract:

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Pre-Announcement Return, Earnings Announcements, Uncertainty Resolution

5.

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

Posted: 08 Jun 2018
Chao Gao and John J. McConnell
Australian National University, RSFAS and Purdue University

Abstract:

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