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Xiaohui Gao
Xiaohui Gao
其他姓名Xiaohui Gao Bakshi
Associate Professor of Finance (Research), Temple University
在 temple.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Where have all the IPOs gone?
X Gao, JR Ritter, Z Zhu
Journal of Financial and Quantitative Analysis 48 (6), 1663-1692, 2013
6992013
The marketing of seasoned equity offerings
X Gao, JR Ritter
Journal of Financial Economics 97 (1), 33-52, 2010
4852010
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
2532015
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
602018
Investor sentiment and idiosyncratic risk puzzle
X Gao, J Yu, Y Yuan
Unpublished Working Paper, Hong Kong University, 2010
382010
The components of mutual fund fees
X Gao, M Livingston
Financial Markets, Institutions & Instruments 17 (3), 197-223, 2008
242008
Dark matter in (volatility and) equity option risk premiums
G Bakshi, J Crosby, X Gao
Operations Research 70 (6), 3108-3124, 2022
172022
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
142022
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
122019
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
82023
Riskier times and asset returns
G Bakshi, F Chabi-Yo, X Gao
Unpublished working paper. University of Maryland, Ohio State University …, 2011
82011
A theory of dissimilarity between stochastic discount factors
G Bakshi, X Gao, G Panayotov
Management Science 67 (7), 4602-4622, 2021
72021
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
52015
The geography of exchange rate disconnect
G Bakshi, J Crosby, X Gao
Available at SSRN 3763550, 2020
32020
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
22021
Measuring and understanding uncertainty of uncertainty
X Gao, J Xue
Technical report, 2017
22017
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
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