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Bakshi, Gurdip


 SSRN Author Rank: 773 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
20,447
Total
Citations
1,016
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 This Paper | Open PDF in Browser |
Yale ICF Working Paper No. 00-36
Number of Pages in PDF File: 52
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
12 Jun 01
2,093
(3,738)
22

2.   Incl. Electronic Paper
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Hong Kong University of Science & Technology (HKUST)
Skoulakis, Georgios
University of British Columbia (UBC) - Division of Finance
Posted:
25 Jan 11
Last Revised:
29 Feb 12
1,868
(4,562)
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
1,465
(6,964)
12

4.  
Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates | Show Abstract | Download This Paper | Open PDF in Browser |
FDIC CFR Working Paper No. 06, EFA 2004 Maastricht Meetings Paper No. 3584, FEDS Working Paper, AFA 20004 Meetings
Number of Pages in PDF File: 32
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
1,263
(8,905)
36

5.   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
1,261
(8,933)
124

6.  
Kapadia, Nikunj
University of Massachusetts 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
1,259
(8,960)
182

7.  
A Theory of Volatility Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper No. RHS 06-028
Number of Pages in PDF File: 29
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
1,231
(9,330)
32

8.  
An Alternative Valuation Model for Contingent Claims | Show Abstract | Download This Paper | Open PDF in Browser |
THE CHARLES A. DICE CENTER FOR RESEARCH IN FINANCIAL ECONOMICS
Number of Pages in PDF File: 36
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
29 Feb 96
1,016
(12,669)
29

9.  
Do Higher-Moment Equity Risks Explain Hedge Fund Returns? | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper No. RHS 06-153
Number of Pages in PDF File: 54
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
903
(15,130)
11

10.  
Book Values, Earnings, and Market Valuations | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2003 Washington, DC Meetings
Number of Pages in PDF File: 50
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
758
(19,631)
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
713
(21,441)
34

12.   Incl. Electronic Paper
Kapadia, Nikunj
University of Massachusetts 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
694
(22,288)
158

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
667
(23,547)
3

14.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Hong Kong University of Science & Technology (HKUST)
Posted:
30 Dec 11
601
(27,283)
1

15.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Kapadia, Nikunj
University of Massachusetts Amherst - Department of Finance & Operations Management
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
20 Sep 01
447
(40,226)
185

16.  
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
428
(42,490)
25

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
416
(44,000)
37

18.  
Risk Sharing in International Economies and Market Incompleteness | Show Abstract | Download This Paper | Open PDF in Browser |
American Finance Association Meeting 2016 , 27th Australasian Finance and Banking Conference 2014 Paper
Number of Pages in PDF File: 40
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Cerrato, Mario
London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
Crosby, John
University of Glasgow
Posted:
16 Aug 14
Last Revised:
21 Aug 15
292
(66,918)
 

19.   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
291
(67,206)
29

20.  
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
253
(78,161)
1

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
249
(79,575)
2

22.   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
224
(88,871)
7

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
Hong Kong University of Science & Technology (HKUST)
Posted:
20 Mar 12
Last Revised:
17 Oct 14
195
(101,851)
 

24.  
Average Rate Contingent Claims with Emphasis on Catastrophe Loss Options | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis
Number of Pages in PDF File: 31
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
195
(101,851)
7

25.   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
Hong Kong University of Science & Technology (HKUST)
Posted:
28 Aug 09
Last Revised:
29 Feb 12
192
(103,421)
16

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
Hong Kong University of Science & Technology (HKUST)
Posted:
07 Jan 09
183
(108,224)
2

27.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Hong Kong University of Science & Technology (HKUST)
Skoulakis, Georgios
University of British Columbia (UBC) - Division of Finance
Posted:
08 Jun 10
Last Revised:
29 Feb 12
174
(113,265)
9

28.  
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
Hong Kong University of Science & Technology (HKUST)
Posted:
15 Mar 11
167
(117,553)
1

29.  
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
167
(117,553)
3

30.  
Understanding the Sources of Risk Underlying the Cross-Section of Commodity Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper No. RHS 2589057
Number of Pages in PDF File: 85
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Gao Bakshi, Xiaohui
University of Maryland - Department of Finance
Rossi, Alberto G.
University of Maryland - Department of Finance
Posted:
04 Apr 15
Last Revised:
21 Apr 15
158
(123,496)
 

31.   Incl. Electronic Paper
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
21 Jun 11
Last Revised:
06 Mar 12
154
(126,236)
8

32.  
Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics, Forthcoming, Robert H. Smith School Research Paper No. RHS 06-017
Number of Pages in PDF File: 29
Ou-Yang, Hui
Cheung Kong Graduate School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
27 Jan 06
149
(129,904)
25

33.  
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
114
(160,828)
6

34.  
First-Passage Probability, Jump Models and Intra-Horizon Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics, Vol. 95, No. 1, 2010
Number of Pages in PDF File: 50
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Hong Kong University of Science & Technology (HKUST)
Posted:
14 Feb 10
97
(180,353)
1

35.  
New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models | Show Abstract | Download This Paper | Open PDF in Browser |
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
Number of Pages in PDF File: 66
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
80
(204,037)
 

36.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
Gao Bakshi, Xiaohui
University of Maryland - Department of Finance
Posted:
29 Apr 15
30
(316,073)
 

37.  
Kapadia, Nikunj
University of Massachusetts Amherst - Department of Finance & Operations Management
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
09 Sep 03
 

38.  
Chan, Amy
University of Maryland
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
16 Feb 01
 

39.  
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
 

40.  
Chen, Zhiwu
Yale University - International Center for Finance
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
24 Aug 98
 

41.  
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
 

42.   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 - 42 of 42 matches
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