Chao Gao is a Senior Lecturer in Finance. His research interests span empirical corporate finance, institutional investors, and derivatives, with particular emphasis on the role institutional investors play in capital markets. Chao’s current projects include: understanding the governance role, and investment implications, of hedge fund activists; the fee structure in the hedge fund industry and its performance implications; and how uncertainty influences security prices and investor behaviors. Chao’s work has been published in internationally renowned outlets including Financial Management, Journal of Financial and Quantitative Analysis and The Journal of Fixed Income.
“Fund Selection and Style Allocation Abilities: Evidence from Funds of Hedge Funds’ Holdings” (with Tim Haight and Chengdong Yin), Forthcoming, Financial Management
“Anticipating Uncertainty: Straddles Around Earnings Announcements” (with Yuhang Xing and Xiaoyan Zhang), Vol 53, Issue 6, 2018, Journal of Financial and Quantitative Analysis
“Investment Performance of Credit Risk Transfer Securities (CRTs): The Early Evidence” (with John J. McConnell), Vol 28, Issue 2, Fall 2018, Journal of Fixed Income
FINM 3005 – Corporate Valuation