Dr Jun Gao

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Jun Gao

Contact

AL 2.21
Department of Economics
University College Cork
Cork University Business School

[email protected] LinkedIn profile ORCID profile https://www.researchgate.net/profile/Jun_Gao71

Biography

Dr Jun Gao holds a PhD in Financial Economics from University College Cork, Ireland. She is an expert in the fields of asset pricing, fund performance, risk management and quantitative finance. She has published in world-leading outlets including International Review of Financial Analysis, Research in International Business and Finance and others. Dr Gao is also the recipient of substantial research funding from multiple sources including Irish Research Council, Irish Economic Association and others. Dr Gao received nomination from the Irish Government and was selected to represent Ireland in the Lindau Nobel Laureates Meetings on Economic Science. His Excellency, Michael D. Higgins, President of Ireland, is patron of this Award. Dr Gao teaches financial economics, mathematical economic analysis, international finance and time series econometrics on the BA, BSc. Finance and MSc. Finance (BRM) programmes.

 

 

Languages

  • English
  • Chinese (mandarin)
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Grants and Honours

  • 01/01/2019 - Research Grant, Irish Economics Association
  • 30/09/2018 - CBL Research Strategic Development Fund, University College Cork
  • 30/09/2018 - CBL Research Strategic Development Fund, University College Cork
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Other Activities

  • 16/08/2021 - Co-director of MSc Finance (BRM), University College Cork
  • 16/08/2021 - Co-director of BABFE, University College Cork
  • 19/04/2021 - Reviewer of Journal of Banking and Finance
  • 11/06/2019 - Reviewer of International Review of Finance
  • 01/04/2019 - Conference Paper: Stock Market Volatility and Political Uncertainty: Firm Level Evidence from the Time of the Scottish
  • 01/04/2019 - Member of the Scottish Economic Society
  • 12/02/2019 - Reviewer of International Review of Financial Analysis
  • 01/11/2018 - Conference paper: Changes in the Natural Rate of Interest in the US
  • 01/06/2018 - Conference Paper: The Role of Expectations in Inflation and Economic Activity: A Re-investigation of the New Keynesian
  • 01/05/2018 - External Advisor
  • 22/08/2017 - Represented Ireland at the annual Lindau Nobel Laureate meetings.
  • 01/05/2017 - Conference paper: Is Macroeconomic Uncertainty or Policy Uncertainty Priced in UK Stock Returns
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Pedagogic Experiences

  • 2021 - International Finance, Cork University Business School
  • 2021 - Portfolio Analysis, Cork University Business School
  • 2020 - Economic Data As Evidence, Cork University Business School
  • 2020 - Quantitative Methods: Econometrics 1, Cork University Business School
  • 2020 - Financial Strategy, Cork University Business School
  • 2019 - Time Series Analysis, University College Cork, BSc (Hons) Finance
  • 2019 - Quantitative Techniques for Economics 1, Cork University Business School
  • 2016 - Capital Markets and Asset Valuation, University College Cork
  • 2016 - Introduction to Mathemathical Economic Analysis, University College Cork
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Research Domains

  • Financial Economics  
  • Quantitative Economics  
  • Asset pricing  
  • Risk management  
  • Fund Performance and Management
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Publications

Journal article

Year Publication
2017 GAO, J., O'SULLIVAN, N., SHERMAN, M. (2017). Performance persistence in Chinese securities investment funds. Research in International Business and Finance. doi:10.1016/j.ribaf.2017.07.085. Details
2019 GAO, J., ZHU, S., O'SULLIVAN, N., SHERMAN, M. (2019). The Role of Economic Uncertainty in UK Stock Returns. Journal of Risk and Financial Management. doi:10.3390/jrfm12010005. Details
2018 SHERMAN, M., O'SULLIVAN, N., GAO, J. (2018). The Market-Timing Ability of Chinese Equity Securities Investment Funds. International Journal of Financial Studies. doi:10.3390/ijfs5040022. Details
2020 GAO, J., O'SULLIVAN, N., SHERMAN, M. (2020). An evaluation of Chinese securities investment fund performance. Quarterly Review of Economics and Finance. doi:10.1016/j.qref.2019.08.007. Details
2020 ZHU, S., GAO, J., SHERMAN, M. (2020). The Role of Future Economic Conditions in the Cross-section of Stock Returns: Evidence from the US and UK. Research in International Business and Finance.
2019 GAO, J., ZHU, S. (2019). A New Structural Analysis of Inflation and Economic Activity. International Journal of Economic Sciences, 8 (1), pp. 35-51. Details
2021 GAO, J., O'SULLIVAN, N., SHERMAN, M. (2021). Chinese securities investment funds: the role of luck in performance. Review of Accounting and Finance, 20 (5), 271-297. doi:10.1108/RAF-07-2020-0182. Details
2022 CLARE, A., SHERMAN, M., O'SULLIVAN, N., GAO, J., ZHU, S. (2022). Manager characteristics: Predicting fund performance. International Review of Financial Analysis, 80. doi:10.1016/j.irfa.2022.102049. Details
2017 SHERMAN, M., O'SULLIVAN, N., GAO, J. (2017). The Market-Timing Ability of Chinese Equity Securities Investment Funds. International Journal of Financial Studies, 5 (4). doi:10.2139/ssrn.3054429. Details
2019 SHERMAN, M., GAO, J., S., Z., O'SULLIVAN, N. (2019). The Role of Economic Uncertainty in UK Stock Returns. Journal of Risk and Financial Management, 12 (1). doi:10.2139/ssrn.3355648. Details
2022 CLARE, A., SHERMAN, M., O'SULLIVAN, N., GAO, J., ZHU, S. (2022). Manager characteristics: Predicting fund performance. International Review of Financial Analysis, 80. doi:10.1016/j.irfa.2022.102049. Details

Dissertation

Year Publication
2017 GAO, J. (2017). The performance of Chinese equity securities investment funds.

Report

Year Publication
2019 DARBY, J., LUCEY, S., GAO, J., ZHU, S. (2019). Is heightened political uncertainty priced in stock returns? Evidence from the 2014 Scottish independence referendum. Retrieved from https://www.strath.ac.uk/media/1newwebsite/departmentsubject/economics/research/researchdiscussionpapers/19-13_-_Julia_Darby_-_combined.pdf
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