Pengjie Gao is an Assistant Professor of Finance at the University of Notre Dame. Currently, he also serves as a visiting economist at the Shanghai Stock Exchange in China. His research focuses on market frictions and prices. In recent papers, he studied institutional investment policy constraints induced liquidity events and asset prices; financial distress and default risk; risk and return profiles of the convergence trades; information processing capability of individual and institutional investors and their performance; short-sale constraints and asset prices; investor attention and asset prices; and information network and prices. His articles have appeared in the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies, among others. He is first prize winners of Chicago Quantitative Alliance (CQA) Academic Competition, and Crowell Memorial Prize; and second prize winner of JFE Fama-DFA Award. He received competitive research grants from EMI on security transaction tax (2012), Moody’s KMV on credit risk (2006), and Morgan Stanley on short-sale constraints (2005). He earned his doctoral degree in Financial Economics from Northwestern University. Prior to joining academics, he worked for Pequot Capital Management and Zacks IFE.
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