Geetesh Bhardwaj

Walleye Capital

315 Park Ave

New York, NY 10010

SCHOLARLY PAPERS

14

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12,459

SSRN CITATIONS
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SSRN RANKINGS

Top 4,385

in Total Papers Citations

297

CROSSREF CITATIONS

105

Scholarly Papers (14)

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1.

Facts and Fantasies About Commodity Futures Ten Years Later

Downloads 4,682 ( 3,811)
Citation 160

Facts and Fantasies About Commodity Futures Ten Years Later

Number of pages: 31 Posted: 27 May 2015
Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst
Walleye Capital, Yale School of Management and Yale School of Management - International Center for Finance
Downloads 4,562 (3,913)
Citation 26

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Futures Trading, Contango, Backwardation, Basis, Speculators, Hedgers, Risk Premium, Financialization, Time-varying Correlations

Facts and Fantasies About Commodity Futures Ten Years Later

NBER Working Paper No. w21243
Number of pages: 31 Posted: 08 Jun 2015 Last Revised: 19 Jul 2023
Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst
Walleye Capital, Yale School of Management and Yale School of Management - International Center for Finance
Downloads 120 (424,620)
Citation 90

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2.

Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors

Downloads 4,114 ( 4,728)
Citation 28

Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors

Yale ICF Working Paper No. 08-21
Number of pages: 42 Posted: 08 Oct 2008 Last Revised: 17 Aug 2013
Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst
Walleye Capital, Yale School of Management and Yale School of Management - International Center for Finance
Downloads 3,978 (4,884)
Citation 5

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Commodity Trading Advisors, CTA, Hedge Funds, Performance Measurement

Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors

NBER Working Paper No. w14424
Number of pages: 37 Posted: 23 Oct 2008 Last Revised: 01 Dec 2022
Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst
Walleye Capital, Yale School of Management and Yale School of Management - International Center for Finance
Downloads 136 (385,110)
Citation 14

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3.

The Commodity Futures Risk Premium: 1871–2018

Number of pages: 47 Posted: 20 Sep 2019 Last Revised: 01 Oct 2019
Geetesh Bhardwaj, Rajkumar Janardanan and K. Geert Rouwenhorst
Walleye Capital, SummerHaven Investment Management and Yale School of Management - International Center for Finance
Downloads 1,651 (20,298)
Citation 4

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Commodity Futures, Commodity Risk Premium, Survival, Contract Failure, Momentum, Backwardation, Commodity Factors, Long-term data

4.

The Business Cycle and the Correlation Between Stocks and Commodities

Downloads 659 (74,218)
Citation 5

The Business Cycle and the Correlation Between Stocks and Commodities

Number of pages: 25 Posted: 16 Feb 2012 Last Revised: 10 May 2013
Geetesh Bhardwaj and Adam Dunsby
Walleye Capital and affiliation not provided to SSRN
Downloads 351 (156,515)
Citation 4

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Stock-Commodities correlation, Business cycle

The Business Cycle and the Correlation between Stocks and Commodities

Journal of Investment Consulting, Vol. 14, No. 2, 14-25, 2013
Number of pages: 14 Posted: 23 Dec 2013
Geetesh Bhardwaj and Adam Dunsby
Walleye Capital and affiliation not provided to SSRN
Downloads 308 (179,994)

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business cycle, stock-commodity correlation

5.

Investment Case for Commodities? Myths and Reality

Vanguard Research, March 2010
Number of pages: 24 Posted: 08 Feb 2012
Geetesh Bhardwaj
Walleye Capital
Downloads 631 (78,373)

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6.

The First Commodity Futures Index of 1933

Number of pages: 23 Posted: 20 Sep 2019 Last Revised: 25 Jun 2021
Geetesh Bhardwaj, Rajkumar Janardanan and K. Geert Rouwenhorst
Walleye Capital, SummerHaven Investment Management and Yale School of Management - International Center for Finance
Downloads 229 (244,125)
Citation 1

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Commodity Futures, Risk Premium, Indexation, Index Investing, Survivorship, Backtesting

7.

Investor Interest and the Returns to Commodity Investing

Forthcoming, Journal of Portfolio Management
Number of pages: 20 Posted: 14 Oct 2019
Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst
Walleye Capital, Yale School of Management and Yale School of Management - International Center for Finance
Downloads 185 (296,997)
Citation 6

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Commidity Futures, Index investing, Hedgers, Speculators

8.

A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects

Nonlinear Time Series Analysis of Business Cycles, Forthcoming
Number of pages: 29 Posted: 28 Feb 2007 Last Revised: 11 Sep 2008
Geetesh Bhardwaj, Norman R. Swanson and Norman R. Swanson
Walleye Capital and Rutgers, The State University of New Jersey - Department of EconomicsRutgers University - Department of Economics
Downloads 161 (335,358)

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fractional integration, long memory, parameter estimation error, stock returns, long

9.

A Simulation Based Specification Test for Diffusion Processes

Journal of Business and Economic Statistics, Vol. 26, No. 2, pp. 176-193
Number of pages: 32 Posted: 04 Oct 2005 Last Revised: 11 Sep 2008
Geetesh Bhardwaj, Valentina Corradi, Norman R. Swanson and Norman R. Swanson
Walleye Capital, Queen Mary, University of London and Rutgers, The State University of New Jersey - Department of EconomicsRutgers University - Department of Economics
Downloads 147 (361,495)

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Block bootstrap, diffusion processes, parameter estimation error, simulated GMM, stochastic volatility

10.

How Many Commodity Sectors Are There, and How Do They Behave?

https://doi.org/10.3905/joi.2014.23.1.107
Posted: 21 May 2019
Geetesh Bhardwaj and Adam Dunsby
Walleye Capital and affiliation not provided to SSRN
Downloads 0 (1,118,881)
Citation 1

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Commodity futures, Factor analysis, Business cycle, Tail events

11.

Subprime Mortgage Design

Journal of Banking and Finance, Vol. 36, No. 5, 2012
Posted: 29 Oct 2008 Last Revised: 30 Jul 2013
Geetesh Bhardwaj and Rajdeep Sengupta
Walleye Capital and Federal Reserve Bank of Kansas City

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mortgages, subprime, refinance, prepayment, crisis

12.

Consumption Pattern, Trade and Greenhouse Gas Leakage in India

Environment and development Economics Vol. 9, No. 3
Posted: 26 Aug 2008
Ramprasad Sengupta and Geetesh Bhardwaj
Jawaharlal Nehru University - Centre for Economic Studies and Planning (CESP) and Walleye Capital

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Greenhouse effect, Trade, Input-output, ecofriendly consumption pattern

13.

Comparing the Cost Effectiveness of Market-Based Policy Instruments versus Regulation: The Case of Emission Trading in an Integrated Steel Plant in India

Environment and Development Economics Environment and Development Economics, Vol. 9, Iss. 1
Posted: 26 Aug 2008
Rita Pandey and Geetesh Bhardwaj
National Institute of Public Finance and Policy and Walleye Capital

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emission trading, market-based instruments, Cost-effective policies

14.

An Empirical Investigation of the Usefulness of Arfima Models for Predicting Macroeconomic and Financial Time Series

Journal of Econometrics, Vol. 131, No. 1-2, pp. 539-578
Posted: 17 Sep 2004 Last Revised: 11 Sep 2008
Geetesh Bhardwaj, Norman R. Swanson and Norman R. Swanson
Walleye Capital and Rutgers, The State University of New Jersey - Department of EconomicsRutgers University - Department of Economics

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fractional integration, long memory, parameter estimation error, stock returns, long horizon prediction