Where have all the IPOs gone? X Gao, JR Ritter, Z Zhu Journal of Financial and Quantitative Analysis 48 (6), 1663-1692, 2013 | 699 | 2013 |
The marketing of seasoned equity offerings X Gao, JR Ritter Journal of Financial Economics 97 (1), 33-52, 2010 | 485 | 2010 |
Do individual investors treat trading as a fun and exciting gambling activity? Evidence from repeated natural experiments X Gao, TC Lin The Review of Financial Studies 28 (7), 2128-2166, 2015 | 253 | 2015 |
Understanding the sources of risk underlying the cross section of commodity returns G Bakshi, X Gao, AG Rossi Management Science 65 (2), 619-641, 2019 | 211* | 2019 |
A recovery that we can trust? Deducing and testing the restrictions of the recovery theorem G Bakshi, F Chabi-Yo, X Gao The Review of Financial Studies 31 (2), 532-555, 2018 | 60 | 2018 |
Investor sentiment and idiosyncratic risk puzzle X Gao, J Yu, Y Yuan Unpublished Working Paper, Hong Kong University, 2010 | 38 | 2010 |
The components of mutual fund fees X Gao, M Livingston Financial Markets, Institutions & Instruments 17 (3), 197-223, 2008 | 24 | 2008 |
Dark matter in (volatility and) equity option risk premiums G Bakshi, J Crosby, X Gao Operations Research 70 (6), 3108-3124, 2022 | 17 | 2022 |
Decoding default risk: A review of modeling approaches, findings, and estimation methods G Bakshi, X Gao, Z Zhong Annual Review of Financial Economics 14 (1), 391-413, 2022 | 14 | 2022 |
A new formula for the expected excess return of the market G Bakshi, J Crosby, X Gao, W Zhou Fox School of Business Research Paper, 2019 | 12 | 2019 |
Brokerage Commissions and Soft Dollars: The Hidden Costs of Owning Mutual Funds X Gao, M Livingston Working paper, 2011 | 11* | 2011 |
Treasury option returns and models with unspanned risks G Bakshi, J Crosby, X Gao, JW Hansen Journal of Financial Economics 150 (3), 103736, 2023 | 10* | 2023 |
Recovery with applications to forecasting equity disaster probability and testing the spanning hypothesis in the treasury market G Bakshi, X Gao, J Xue Journal of Financial and Quantitative Analysis 58 (4), 1808-1842, 2023 | 8 | 2023 |
Riskier times and asset returns G Bakshi, F Chabi-Yo, X Gao Unpublished working paper. University of Maryland, Ohio State University …, 2011 | 8 | 2011 |
A theory of dissimilarity between stochastic discount factors G Bakshi, X Gao, G Panayotov Management Science 67 (7), 4602-4622, 2021 | 7 | 2021 |
An inquiry into the nature and sources of variation in the expected excess return of a long-term bond G Bakshi, F Chabi-Yo, X Gao Available at SSRN 2600097, 2015 | 5 | 2015 |
The geography of exchange rate disconnect G Bakshi, J Crosby, X Gao Available at SSRN 3763550, 2020 | 3 | 2020 |
Volatility Uncertainty and VIX Futures Contango G Bakshi, J Crosby, X Gao, J Xue Fox School of Business Research Paper Forthcoming, SMU Cox School of …, 2021 | 2 | 2021 |
Measuring and understanding uncertainty of uncertainty X Gao, J Xue Technical report, 2017 | 2 | 2017 |
What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market? G Bakshi, X Gao, Z Zhang Commodities 3 (2), 225-247, 2024 | | 2024 |