Xiaohui Gao Bakshi

Fox School of Business, Temple University

Philadelphia, PA 19122

United States

SCHOLARLY PAPERS

16

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Top 9,731

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4,939

SSRN CITATIONS
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SSRN RANKINGS

Top 9,445

in Total Papers Citations

74

CROSSREF CITATIONS

34

Scholarly Papers (16)

1.

Where Have All the IPOs Gone?

Number of pages: 56 Posted: 05 Nov 2011 Last Revised: 26 Sep 2013
Jay R. Ritter, Xiaohui Gao Bakshi and Zhongyan Zhu
University of Florida - Department of Finance, Insurance and Real Estate, Fox School of Business, Temple University and Monash University
Downloads 2,113 (6,890)
Citation 50

Abstract:

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IPO volume, trade sales, economies of scope, effects of Sarbanes-Oxley, VC exits

2.

The Marketing of Seasoned Equity Offerings

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 48 Posted: 20 Mar 2007 Last Revised: 15 Mar 2010
Xiaohui Gao Bakshi and Jay R. Ritter
Fox School of Business, Temple University and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 805 (30,790)
Citation 10

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Marketing of securities, Follow-on offerings, Seasoned equity offerings, Bookbuilding

3.

Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments

Forthcoming, Review of Financial Studies
Number of pages: 59 Posted: 09 Jun 2010 Last Revised: 23 Sep 2014
Xiaohui Gao Bakshi and Tse-Chun Lin
Fox School of Business, Temple University and The University of Hong Kong - Faculty of Business and Economics
Downloads 694 (37,676)
Citation 17

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Natural experiments, lottery, stock trading, substitution effect, fun and excitement

4.

Understanding the Sources of Risk Underlying the Cross-Section of Commodity Returns

Forthcoming, Management Science
Number of pages: 63 Posted: 04 Apr 2015 Last Revised: 13 Sep 2017
Gurdip Bakshi, Xiaohui Gao Bakshi and Alberto Rossi
Fox School of Business, Fox School of Business, Temple University and Georgetown University
Downloads 653 (40,898)
Citation 16

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Commodity asset pricing models, carry, momentum, innovations in equity volatility, speculative activity

5.

A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem

Forthcoming, Review of Financial Studies
Number of pages: 47 Posted: 20 Nov 2016 Last Revised: 13 Sep 2017
Gurdip Bakshi, Fousseni Chabi-Yo and Xiaohui Gao Bakshi
Fox School of Business, University of Massachusetts Amherst - Isenberg School of Management and Fox School of Business, Temple University
Downloads 170 (182,527)
Citation 16

Abstract:

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recovery theorem

6.

An Inquiry into the Nature and Sources of Variation in the Expected Excess Return of a Long-Term Bond

Number of pages: 51 Posted: 29 Apr 2015
Gurdip Bakshi, Fousseni Chabi-Yo and Xiaohui Gao Bakshi
Fox School of Business, University of Massachusetts Amherst - Isenberg School of Management and Fox School of Business, Temple University
Downloads 115 (249,589)
Citation 2

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Long-term Treasury bond, expected excess return, lower bound, options on bond futures

7.

A Theory of Dissimilarity between Stochastic Discount Factors

Number of pages: 64 Posted: 11 Sep 2017 Last Revised: 20 Sep 2017
Gurdip Bakshi, Xiaohui Gao Bakshi and George Panayotov
Fox School of Business, Fox School of Business, Temple University and Hong Kong University of Science & Technology (HKUST)
Downloads 87 (300,742)
Citation 1

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Dissimilarity between SDFs

8.

An Approach to Measure the Expectation of Generic Functions of the Market Return

Number of pages: 59 Posted: 11 Sep 2017
Gurdip Bakshi, Xiaohui Gao Bakshi and Jinming Xue
Fox School of Business, Fox School of Business, Temple University and University of Maryland - Department of Finance
Downloads 72 (336,233)
Citation 1

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Expected market return; Disaster probabilities; Girsanov theorem; Equity index options

9.

Crossing a Rubicon into Active Money Management Realities: Performance Measurement When Funds Follow Opaque Strategies

Number of pages: 78 Posted: 03 Nov 2017 Last Revised: 22 Feb 2018
Gurdip Bakshi, John Crosby and Xiaohui Gao Bakshi
Fox School of Business, University of Maryland - Robert H. Smith School of Business and Fox School of Business, Temple University
Downloads 57 (379,386)

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10.

A New Formula for the Expected Excess Return of the Market

Fox School of Business Research Paper
Number of pages: 37 Posted: 15 Oct 2019 Last Revised: 06 Feb 2020
Gurdip Bakshi, John Crosby, Xiaohui Gao Bakshi and Wei Zhou
Fox School of Business, University of Maryland - Robert H. Smith School of Business, Fox School of Business, Temple University and affiliation not provided to SSRN
Downloads 45 (420,634)

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expected excess return of the market, negative correlation condition, lower bound, market risk premium

11.

Recovery

Number of pages: 45 Posted: 23 Nov 2019
Gurdip Bakshi, Xiaohui Gao Bakshi and Jinming Xue
Fox School of Business, Fox School of Business, Temple University and University of Maryland - Department of Finance
Downloads 43 (428,275)

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recovery

12.

Unspanned Risks, Negative Local Time Risk Premiums, and Empirical Consistency of Models of Interest-Rate Claims

Number of pages: 42 Posted: 28 Jun 2019 Last Revised: 31 Jan 2020
Gurdip Bakshi, John Crosby and Xiaohui Gao Bakshi
Fox School of Business, University of Maryland - Robert H. Smith School of Business and Fox School of Business, Temple University
Downloads 30 (484,816)
Citation 2

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Expected Return of Options on Treasury Bond Futures, Unspanned Components of Pricing Kernel, Interest-Rate Models, Tanaka’s Formula, Local Time Risk Premiums

13.

Fund Performance Measurement Respecting an Industry Benchmark

Number of pages: 70 Posted: 23 Nov 2019 Last Revised: 22 Jan 2020
Gurdip Bakshi, John Crosby and Xiaohui Gao Bakshi
Fox School of Business, University of Maryland - Robert H. Smith School of Business and Fox School of Business, Temple University
Downloads 23 (523,223)

Abstract:

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mutual fund, benchmark, ambiguity aversion

14.

The Dark Matter in Equity Index Volatility Dynamics: Assessing the Economic Rationales for Unspanned Risks

Number of pages: 34 Posted: 23 Nov 2019
Gurdip Bakshi, John Crosby and Xiaohui Gao Bakshi
Fox School of Business, University of Maryland - Robert H. Smith School of Business and Fox School of Business, Temple University
Downloads 20 (541,215)

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Unspanned equity volatility risks, unspanned risks in the pricing kernel, expected excess return of options on equity index futures.

15.

Technical Note on Local Time Risk Premiums in Parameterized Models of Interest-Rate Claims

Number of pages: 33 Posted: 27 Dec 2019
Gurdip Bakshi, John Crosby and Xiaohui Gao Bakshi
Fox School of Business, University of Maryland - Robert H. Smith School of Business and Fox School of Business, Temple University
Downloads 8 (617,896)

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Expected return of options on Treasury bond futures, unspanned components of pricing kernel, interest-rate models, Tanaka’s formula, local time risk premiums

16.

The Components of Mutual Fund Fees

Financial Markets, Institutions & Instruments, Vol. 17, Issue 3, pp. 197-223, August 2008
Number of pages: 27 Posted: 18 Jul 2008
Xiaohui Gao Bakshi and Miles Livingston
Fox School of Business, Temple University and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 4 (645,402)
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