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Bakshi, Gurdip


 SSRN Author Rank: 769 by Downloads
 Associate Professor
 

University of Maryland - Robert H. Smith School of Business


 Department of Finance
 College Park, MD 20742-1815
 United States
 301-405-2261 (Phone)
 301-314-9157 (Fax)
 HOME PAGE: http://www.rhsmith.umd.edu/finance/gbakshi
 email address

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. Bakshi, Gurdip's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
18,626
Total
Citations
1,006
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Stock Valuation in Dynamic Economics | Show Abstract | Download |
Yale ICF Working Paper No. 00-36
Working Paper Series
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
12 Jun 01
2,036
(3,336)
22

2.   Incl. Electronic Paper
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Georgetown University - Robert Emmett McDonough School of Business
Skoulakis, Georgios
University of British Columbia (UBC) - Division of Finance
Posted:
25 Jan 11
Last Revised:
29 Feb 12
1,603
(5,054)
7

3.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Zhang, Frank Xiaoling
Morgan Stanley
Posted:
08 Mar 01
1,433
(6,162)
12

4.  
Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates | Show Abstract | Download |
FDIC CFR Working Paper No. 06, EFA 2004 Maastricht Meetings Paper No. 3584, FEDS Working Paper, AFA 20004 Meetings
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Zhang, Frank Xiaoling
Morgan Stanley
Posted:
24 Oct 03
1,216
(8,060)
35

5.  
A Theory of Volatility Spreads | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-028
Working Paper Series
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
02 Feb 06
1,174
(8,566)
31

6.  
Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
10 Oct 00
1,161
(8,738)
179

7.   Incl. Electronic Paper
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
07 Apr 99
Last Revised:
15 Dec 99
1,078
(9,837)
123

8.  
An Alternative Valuation Model for Contingent Claims | Show Abstract | Download |
THE CHARLES A. DICE CENTER FOR RESEARCH IN FINANCIAL ECONOMICS
Working Paper Series
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
29 Feb 96
982
(11,378)
29

9.  
Do Higher-Moment Equity Risks Explain Hedge Fund Returns? | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-153
Working Paper Series
Agarwal, Vikas
Georgia State University
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Huij, Joop
Erasmus University - Rotterdam School of Management
Posted:
21 Mar 08
Last Revised:
30 Jan 11
828
(14,766)
11

10.  
Book Values, Earnings, and Market Valuations | Show Abstract | Download |
AFA 2003 Washington, DC Meetings
Working Paper Series
Ju, Nengjiu
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
15 Nov 02
750
(17,094)
1

11.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
09 May 05
Last Revised:
13 Feb 11
684
(19,533)
34

12.   Incl. Electronic Paper
Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
17 Apr 01
Last Revised:
19 Feb 02
682
(19,610)
159

13.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
20 Apr 99
649
(21,068)
3

14.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Georgetown University - Robert Emmett McDonough School of Business
Posted:
30 Dec 11
503
(29,813)
1

15.  
Ju, Nengjiu
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Ou-Yang, Hui
Cheung Kong Graduate School of Business
Posted:
19 Mar 05
416
(38,080)
25

16.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
20 Sep 01
403
(39,595)
182

17.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Zhang, Frank Xiaoling
Morgan Stanley
Posted:
30 Dec 04
392
(40,945)
37

18.   Incl. Electronic Paper
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
29 Feb 96
Last Revised:
13 Feb 01
290
(58,570)
29

19.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
30 Jul 99
252
(68,409)
1

20.   Incl. Electronic Paper
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Skoulakis, Georgios
University of British Columbia (UBC) - Division of Finance
Posted:
22 Sep 08
Last Revised:
05 Mar 12
218
(79,622)
8

21.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Cao, Charles
Pennsylvania State University
Zhong, Zhaodong
Rutgers University
Posted:
11 Apr 12
212
(82,341)
2

22.  
Average Rate Contingent Claims with Emphasis on Catastrophe Loss Options | Show Abstract | Download |
Journal of Financial and Quantitative Analysis
Accepted Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
07 Aug 01
193
(90,055)
6

23.   Incl. Electronic Paper
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Georgetown University - Robert Emmett McDonough School of Business
Posted:
28 Aug 09
Last Revised:
29 Feb 12
183
(94,648)
17

24.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Georgetown University - Robert Emmett McDonough School of Business
Posted:
07 Jan 09
177
(97,633)
2

25.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Ju, Nengjiu
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Posted:
06 Dec 03
166
(103,539)
3

26.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Georgetown University - Robert Emmett McDonough School of Business
Posted:
15 Mar 11
155
(110,209)
1

27.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Georgetown University - Robert Emmett McDonough School of Business
Skoulakis, Georgios
University of British Columbia (UBC) - Division of Finance
Posted:
08 Jun 10
Last Revised:
29 Feb 12
148
(114,708)
9

28.   Incl. Electronic Paper
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Georgetown University - Robert Emmett McDonough School of Business
Posted:
20 Mar 12
Last Revised:
26 Jul 14
142
(118,833)
 

29.  
Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics | Show Abstract | Download |
Journal of Financial Economics, Forthcoming, Robert H. Smith School Research Paper No. RHS 06-017
Accepted Paper Series
Ou-Yang, Hui
Cheung Kong Graduate School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
27 Jan 06
140
(120,249)
25

30.   Incl. Electronic Paper
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
Posted:
21 Jun 11
Last Revised:
06 Mar 12
135
(124,073)
5

31.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Ju, Nengjiu
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Posted:
30 Dec 04
109
(146,413)
6

32.  
First-Passage Probability, Jump Models and Intra-Horizon Risk | Show Abstract | Download |
Journal of Financial Economics, Vol. 95, No. 1, 2010
Accepted Paper Series
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Georgetown University - Robert Emmett McDonough School of Business
Posted:
14 Feb 10
84
(174,578)
1

33.  
New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models | Show Abstract | Download |
Charles A. Dice Center Working Paper No. 2014-07, Fisher College of Business Working Paper No. 2014-03-007, Robert H. Smith School Research Paper No. RHS 2432966
Working Paper Series
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
Posted:
06 May 14
Last Revised:
20 Jun 14
32
(272,906)
 

34.  
Volatility Risk Premiums Embedded in Individual Equity Options: Some New Insights | Show Abstract |
Journal of Derivatives, Fall 2003, pp. 45-54
Accepted Paper Series
Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
09 Sep 03
 

35.  
Chan, Amy
University of Maryland
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
16 Feb 01
 

36.  
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Cao, Charles
Pennsylvania State University
Posted:
14 Oct 99
 

37.  
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
24 Aug 98
 

38.  
Pricing and Hedging Long-Term Options | Show Abstract |
Journal of Econometrics, 1998
Accepted Paper Series
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Cao, Charles
Pennsylvania State University
Posted:
06 May 98
 

39.   Incl. Electronic Paper
Chen, Zhiwu
Yale University - International Center for Finance
Cao, Charles
Pennsylvania State University
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
06 Mar 97
Last Revised:
29 Nov 00
 


Records 1 - 39 of 39 matches
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