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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
The Value of a Rolodex: CEO
Pay and Personal Network, 2013, with Joey Engelberg and Chris Parsons,
The
Review of Financial Studies. (First Draft: 2009)
Friends with Money, 2012, with Joey Engelberg and Chris Parsons, The
Journal of Financial Economics. (First Draft: 2010)
In Search of Attention, 2011,
with Zhi Da and Joey Engelberg, 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)
Short Sales and the Weekend Effect - Evidence from a Natural Experiment, 2012, with Jia Hao, Ivalina Kalcheva, and Tongshu Ma, Forthcoming, The Journal of Financial Markets, (First Draft: 2005; This Draft: 2012)
Papers
Under Review
The Sum of All FEARS: Investor Sentiment and Asset Prices,with Zhi Da
and Joey Engelberg (First Draft: September, 2009; This Draft: March, 2013)
The Global Relation Between Financial Distress and Equity Returns, with Chris Parsons and Jianfeng Shen (First Draft: November, 2011; This Draft: March, 2013)
Cross-Market Timing in Security Issuance, 2011, with Dong Lou. (First Draft: 2011; This draft: May, 2013)
Liquidity Backstop, Corporate Borrowings, and Real Effect, 2011, with Hayong Yun. (First Draft: June, 2011; This Draft: December, 2012)
Working
Papers
Political Uncertainty and Public Financing Costs, with Yaxuan Qi. (First Draft: November, 2011; This Draft: May, 2013)
Property Rights Protection, Information Acquisition, and Asset Prices: Theory and Evidence, with Elias Albagli and Yongxiang Wang. (First Draft: May, 2011; This Draft: June, 2012)
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)
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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