Search Results - "Gao, George P."

Tail Risk Concerns Everywhere by Gao, George P., Lu, Xiaomeng, Song, Zhaogang

“…We show that the beta with respect to an index of global ex ante tail risk concerns ( ℝ ), which we construct using out-of-the-money options on multiple global…”
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Do Hedge Funds Exploit Rare Disaster Concerns? by Gao, George P., Gao, Pengjie, Song, Zhaogang

“…We find hedge funds that have higher return covariation with a disaster concern index, which we develop through out-of-the-money puts on various economic…”
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Does Inventory Productivity Predict Future Stock Returns? A Retailing Industry Perspective by Alan, Yasin, Gao, George P., Gaur, Vishal

“…We find that inventory productivity strongly predicts future stock returns among a sample of publicly listed U.S. retailers during the period from 1985 to…”
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Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises by Cortes, Gustavo S., Gao, George P., Silva, Felipe B.G., Song, Zhaogang

“…•We compare the Federal Reserve's responses to the subprime and COVID–19 crises.•Interventions in response to both crises reduced tail risks in US equity…”
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The Sound of Silence: What Do We Know When Insiders Do Not Trade? by Gao, George P., Ma, Qingzhong, Ng, David T., Wu, Ying

“…This paper examines the information content of insider silence, periods of no insider trading. We hypothesize that, to avoid litigation risk, rational insiders…”
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Disagreement beta by Gao, George P., Lu, Xiaomeng, Song, Zhaogang, Yan, Hongjun

“…•Two investors agreeing to disagree and betting against each other would both expect to profit at the expense of others.•This disagreement-betting effect can…”
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Institutional ownership and return predictability across economically unrelated stocks by Gao, George P., Moulton, Pamela C., Ng, David T.

“…We document strong weekly lead-lag return predictability across stocks from different industries with no customer-supplier linkages (economically unrelated…”
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WT-1 expression in a spectrum of melanocytic lesions: Implication for differential diagnosis by Chung, Luke S, Man, Yan-Gao, Lupton, George P

“…A previous in vitro study revealed that Wilms's tumor 1 (WT-1) transcripts were detectable in 7 of 9 melanoma cell lines, but not in any of 5-normal melanocyte…”
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