| Have financial markets become more informative? J Bai, T Philippon, A Savov Journal of Financial Economics 122 (3), 625-654, 2016 | 493 | 2016 |
| Common risk factors in the cross-section of corporate bond returns J Bai, TG Bali, Q Wen Journal of Financial Economics, Forthcoming, HKUST Finance Symposium, 2016 | 392 | 2016 |
| Measuring liquidity mismatch in the banking sector J Bai, A Krishnamurthy, CH Weymuller The journal of Finance 73 (1), 51-93, 2018 | 235 | 2018 |
| State space models and MIDAS regressions J Bai, E Ghysels, JH Wright Econometric Reviews 32 (7), 779-813, 2013 | 220 | 2013 |
| The CDS‐bond basis J Bai, P Collin‐Dufresne Financial Management 48 (2), 417-439, 2019 | 201 | 2019 |
| Anchoring credit default swap spreads to firm fundamentals J Bai, L Wu Journal of Financial and Quantitative Analysis 51 (5), 1521-1543, 2016 | 104 | 2016 |
| The determinants of the CDS-bond basis during the financial crisis of 2007-2009 J Bai, P Collin-Dufresne SSRN eLibrary 2024531, 2011 | 94 | 2011 |
| Eurozone sovereign bond crisis: Liquidity or fundamental contagion J Bai, C Julliard, K Yuan Federal Reserve Bank of New York Working Paper, 2012 | 74 | 2012 |
| Is the credit spread puzzle a myth? J Bai, RS Goldstein, F Yang Journal of Financial Economics 137 (2), 297-319, 2020 | 64 | 2020 |
| On bounding credit-event risk premia J Bai, P Collin-Dufresne, RS Goldstein, J Helwege The Review of Financial Studies 28 (9), 2608-2642, 2015 | 62 | 2015 |
| The great wall of debt: real estate, political risk, and Chinese local government financing cost A Ang, J Bai, H Zhou Georgetown McDonough School of Business Research Paper, 15-02, 2018 | 59* | 2018 |
| The great wall of debt: Real estate, political risk, and Chinese local government credit spreads A Ang, J Bai, H Zhou Columbia Business School Research Paper, 2016 | 54 | 2016 |
| When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads J Bai, SJ Wei National Bureau of Economic Research, 2012 | 53 | 2012 |
| Do the distributional characteristics of corporate bonds predict their future returns? J Bai, TG Bali, Q Wen Novemeber, 2016 | 49 | 2016 |
| The microstructure of China's government bond market J Bai, MJ Fleming, C Horan FRB of New York Staff Report, 2013 | 45 | 2013 |
| The CDS-bond basis during the financial crisis of 2007-2009 J Bai, P Collin-Dufresne WP SSRN 2024531, 2011 | 44 | 2011 |
| The great wall of debt: The cross section of Chinese local government credit spreads A Ang, J Bai, H Zhou SSRN Electronic Journal, 2015 | 33 | 2015 |
| Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence J Bai, TG Bali, Q Wen Journal of Financial Economics 142 (3), 1017-1037, 2021 | 30 | 2021 |
| Cross-asset information synergy in mutual fund families JK Auh, J Bai National Bureau of Economic Research, 2020 | 24 | 2020 |
| Equity premium predictions with adaptive macro indexes J Bai FRB of New York Staff Report, 2010 | 24 | 2010 |
Turan BaliRobert Parker Chair Professor of Finance, Georgetown University在 georgetown.edu 的电子邮件经过验证
