CAN GAO /tsæn/ /gaʊ高璨

Assistant Professor, School of Finance at University of St.Gallen; Swiss Institute of Banking and Finance.

Faculty member of Swiss Finance Institute



Volatility, Valuation Ratios and Bubbles: An Empirical Measure of Market Sentiment, with Ian Martin, Journal of Finance (2021), 76:6:3211‒3254. 

Working Papers

Debt and Deficits: Fiscal Analysis with Stationary Ratios, with John Campbell and Ian Martin.

Survey Expectations Meet Option Prices: New Insights from the FX Markets, with Pasquale Della Corte and Alexandre Jeanneret.

Betting Against Correlations: A Measure of Global Market Risk, with Paul Schneider.

Heterogeneous Beliefs on N Tree, with Brandon Yueyang Han.

Currency Risk in the Long Run, with Pasquale Della Corte, Deniel P.A. Preve and Giorgio Valente.