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Pengjie Gao
Assistant
Professor of Finance
Department of Finance
Mendoza College of Business
University of Notre Dame
Ph.D. in Finance, 2007
Kellogg School of Management, Northwestern University
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Curriculum
Vitae
Research
Interests
Asset Pricing, Market Microstructure; Investment; Financial News Media;
Network Economics.
Select
Published Papers
Friends with Money, 2011, with Joey Engelberg and Chris Parsons,
Forthcoming, The
Journal of Financial Economics. (First Draft: 2010)
In Search of Attention, 2011,
with Zhi Da and Joey Engelberg, Forthcoming, The Journal of Finance. (First Draft: 2009)
Impatient Trading,
Liquidity Provision and Mutual Funds Stock Selection, 2011, with Zhi Da
and Ravi Jagannathan, The
Review of Financial Studies. (Internet Appendix)
(First Draft: 2007)
Clientele Change, Liquidity shock, and
the Return on Financially Distressed Stocks, 2010, with Zhi Da,
The Journal of Financial
and Quantitative Analysis. (First Draft: 2004)
Papers
Under Review
The Value of a Rolodex: CEO
Pay and Personal Network, 2011, with Joey Engelberg and Chris Parsons,
under review for the six round review, The
Review of Financial Studies. (First Draft: 2009)
Liquidity Backstop, Corporate Borrowings, and Real Effect, 2011, with Hayong Yun., under the second round review, The
Review of Financial Studies.
Working
Papers
Cross-Market Timing in Security Issuance, 2011, with Dong Lou. (First Draft: 2011)
In Search of Fundamentals, 2011, with Zhi Da
and Joey Engelberg. (First Draft: 2009)
The Pre-Earnings
Announcement Drift, 2010, with Peter D. Easton and George Gao. (First Draft: 2008)
Internet Search and Momentum, 2011, with Zhi Da
and Joey Engelberg. (First Draft: 2009)
The Sum of All FEARS: Investor Sentiment and Asset Prices, 2009, with Zhi Da
and Joey Engelberg.
Working in Progress
Political Uncertainty and Public Financing Costs, with Yaxuan Qi. (First Draft: November, 2011)
Default Risk and Equity Returns: from East to West, with Chris Parsons and Jianfeng Sheng (First Draft: November, 2011)
Property Rights Protection, Information Acquisition, and Asset Prices: Theory and Evidence, 2011, with Elias Albagli and Yongxiang Wang. (First Draft: May, 2011)
Conference
Discussions
Slides can be downloaded here.
Teaching (at Concourse)
Finance 40670: Advanced Investment Strategies
Finance 70940: Quantitative Portfolio Strategies
Case
Development
Extraordinary Value Partners LLP ( 2007)
Notre Dame Endowment Office ( 2008)
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