Hang Bai

University of Connecticut - Department of Finance

School of Business

2100 Hillside Road

Storrs, CT 06269

United States

SCHOLARLY PAPERS

3

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Top 47,474

in Total Papers Downloads

877

SSRN CITATIONS
Rank 35,303

SSRN RANKINGS

Top 35,303

in Total Papers Citations

3

CROSSREF CITATIONS

14

Scholarly Papers (3)

The CAPM Strikes Back? An Equilibrium Model with Disasters

Fisher College of Business Working Paper No. 2015-03-03, Charles A. Dice Center Working Paper No. 2015-03
Number of pages: 58 Posted: 23 Feb 2015 Last Revised: 19 Feb 2018
University of Connecticut - Department of Finance, Ohio State University (OSU) - Department of Finance, London Business School, Cheung Kong Graduate School of Business and Ohio State University - Fisher College of Business
Downloads 376 (79,331)

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The CAPM, Rare Disasters, Measurement Errors, The Consumption CAPM, General Equilibrium

The CAPM Strikes Back? An Equilibrium Model with Disasters

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 64 Posted: 07 Mar 2018
University of Connecticut - Department of Finance, Ohio State University (OSU) - Department of Finance, London Business School, Cheung Kong Graduate School of Business and Ohio State University - Fisher College of Business
Downloads 124 (233,442)
Citation 1

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The CAPM, Rare Disasters, Measurement Errors, The Consumption CAPM, General Equilibrium, Approximate Aggregation

The CAPM Strikes Back? An Investment Model with Disasters

NBER Working Paper No. w21016
Number of pages: 41 Posted: 16 Mar 2015
Hang Bai, Kewei Hou, Howard Kung and Lu Zhang
University of Connecticut - Department of Finance, Ohio State University (OSU) - Department of Finance, London Business School and Ohio State University - Fisher College of Business
Downloads 21 (545,314)

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2.

Unemployment and Credit Risk

Number of pages: 52 Posted: 02 Jun 2016 Last Revised: 11 Sep 2017
Hang Bai
University of Connecticut - Department of Finance
Downloads 300 (103,114)
Citation 5

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credit spreads, default, disasters, unemployment, search and matching

3.

Does Costly Reversibility Matter for U.S. Public Firms?

Fisher College of Business Working Paper No. 2019-03-025, Charles A. Dice Working Paper No. 2019-25
Number of pages: 50 Posted: 09 Oct 2019
University of Connecticut - Department of Finance, Cheung Kong Graduate School of Business, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 56 (377,167)

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costly reversibility, the value premium, the standard investment model, simulated method of moments, operating leverage