Xiaohui Gao Bakshi

Fox School of Business, Temple University

Philadelphia, PA 19122

United States

SCHOLARLY PAPERS

18

DOWNLOADS
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Top 10,165

in Total Papers Downloads

5,659

SSRN CITATIONS
Rank 7,270

SSRN RANKINGS

Top 7,270

in Total Papers Citations

144

CROSSREF CITATIONS

34

Scholarly Papers (18)

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 2,217 (7,838)
Citation 67

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 827 (35,209)
Citation 30

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

3.

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 G. Rossi
Temple University - Fox School of Business and Management, Fox School of Business, Temple University and Georgetown University
Downloads 777 (38,349)
Citation 31

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

4.

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 746 (40,515)
Citation 24

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

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
Temple University - Fox School of Business and Management, University of Massachusetts Amherst - Isenberg School of Management and Fox School of Business, Temple University
Downloads 193 (188,434)
Citation 23

Abstract:

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recovery theorem

6.

A New Formula for the Expected Excess Return of the Market

Fox School of Business Research Paper
Number of pages: 54 Posted: 15 Oct 2019 Last Revised: 20 Dec 2020
Gurdip Bakshi, John Crosby, Xiaohui Gao Bakshi and Wei ZHOU
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business, Fox School of Business, Temple University and University of Maryland - Robert H. Smith School of Business
Downloads 153 (230,125)
Citation 1

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

7.

A Theory of Dissimilarity between Stochastic Discount Factors

Management Science, forthcoming
Number of pages: 57 Posted: 11 Sep 2017 Last Revised: 13 Jul 2020
Gurdip Bakshi, Xiaohui Gao Bakshi and George Panayotov
Temple University - Fox School of Business and Management, Fox School of Business, Temple University and Hong Kong University of Science & Technology (HKUST)
Downloads 131 (260,580)
Citation 2

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Dissimilarity between SDFs

8.

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
Temple University - Fox School of Business and Management, University of Massachusetts Amherst - Isenberg School of Management and Fox School of Business, Temple University
Downloads 122 (274,813)
Citation 2

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

9.

Recovery

Fox School of Business Research Paper Forthcoming
Number of pages: 44 Posted: 23 Nov 2019 Last Revised: 22 Sep 2020
Gurdip Bakshi, Xiaohui Gao Bakshi and Jinming Xue
Temple University - Fox School of Business and Management, Fox School of Business, Temple University and Cox School of Business, Southern Methodist University
Downloads 115 (286,686)

Abstract:

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recovery

10.

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
Temple University - Fox School of Business and Management, Fox School of Business, Temple University and Cox School of Business, Southern Methodist University
Downloads 82 (359,691)

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

11.

Dark Matter in (Volatility and) Equity Option Risk Premiums

Fox School of Business Research Paper Forthcoming
Number of pages: 43 Posted: 23 Nov 2019 Last Revised: 09 Mar 2021
Gurdip Bakshi, John Crosby and Xiaohui Gao Bakshi
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business and Fox School of Business, Temple University
Downloads 76 (373,242)
Citation 2

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Unspanned equity volatility and jump risks, unspanned risks in the pricing kernel, semi-martingales, dark matter, option risk premiums

12.

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
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business and Fox School of Business, Temple University
Downloads 65 (406,188)

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13.

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

Number of pages: 59 Posted: 28 Jun 2019 Last Revised: 17 Dec 2020
Gurdip Bakshi, John Crosby and Xiaohui Gao Bakshi
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business and Fox School of Business, Temple University
Downloads 57 (433,475)

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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

14.

Fund Performance Measurement Respecting an Industry Benchmark

Fox School of Business Research Paper Forthcoming
Number of pages: 70 Posted: 23 Nov 2019 Last Revised: 29 May 2020
Gurdip Bakshi, John Crosby and Xiaohui Gao Bakshi
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business and Fox School of Business, Temple University
Downloads 42 (493,135)

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mutual fund, benchmark, ambiguity aversion

15.

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

Fox School of Business Research Paper Forthcoming
Number of pages: 34 Posted: 27 Dec 2019 Last Revised: 17 Dec 2020
Gurdip Bakshi, John Crosby and Xiaohui Gao Bakshi
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business and Fox School of Business, Temple University
Downloads 26 (576,120)
Citation 1

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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 Geography of Exchange Rate Disconnect

Number of pages: 48 Posted: 18 Feb 2021
Gurdip Bakshi, John Crosby and Xiaohui Gao Bakshi
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business and Fox School of Business, Temple University
Downloads 15 (650,347)

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Exchange rate disconnect, geography, international bond, equity, and currency markets

17.

Technical Note on 'Fund Performance Measurement Respecting an Industry Benchmark'

Number of pages: 16 Posted: 08 Mar 2021
Gurdip Bakshi, John Crosby and Xiaohui Gao Bakshi
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business and Fox School of Business, Temple University
Downloads 11 (679,842)

Abstract:

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Fund management, Fund performance

18.

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 (733,490)
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