Jun Gao

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)

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

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

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

Research Domains

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

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
2022	, CHEN, L., GAO, J., ZHU, S. (2022). Is volatility a friend or enemy of your stock and fund investments? Journal of Investment Strategies, 11 (3). doi:10.21314/jois.2022.011. Details
2023	ZHU, S., KAVANAGH, E., GAO, J. (2023). The natural real rate of interest and monetary policy: New evidence for the US. International Journal of Finance Economics. doi:10.1002/ijfe.2819. 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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Dr Jun Gao

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