Cork University Business School
Jun Gao (PhD) is a Lecturer in Economics at University College Cork, Ireland. She is also the Programme Director of MSc. Finance at Cork University Business School. 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.
The authors investigate the role of past volatility in the cross section of returns on US stocks, equity mutual funds and corporate bond funds.