Xiaohui Gao Bakshi

University of Maryland - Department of Finance

Visiting Assistant Professor of Finance

Robert H. Smith School of Business

Van Munching Hall

College Park, MD 20742

United States

SCHOLARLY PAPERS

11

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4,687

SSRN CITATIONS
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SSRN RANKINGS

Top 7,449

in Total Papers Citations

95

CROSSREF CITATIONS

35

Scholarly Papers (11)

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, University of Maryland - Department of Finance and Monash University
Downloads 2,082 (6,724)
Citation 41

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
University of Maryland - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 799 (29,797)
Citation 48

Abstract:

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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
University of Maryland - Department of Finance and The University of Hong Kong - Faculty of Business and Economics
Downloads 687 (36,642)
Citation 12

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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, University of Maryland - Department of Finance and University of Maryland - Department of Finance
Downloads 623 (41,933)
Citation 15

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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 University of Maryland - Department of Finance
Downloads 160 (185,181)
Citation 11

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 University of Maryland - Department of Finance
Downloads 113 (243,497)
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, University of Maryland - Department of Finance and Hong Kong University of Science & Technology (HKUST)
Downloads 80 (305,093)
Citation 1

Abstract:

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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, University of Maryland - Department of Finance and University of Maryland - Department of Finance
Downloads 69 (331,891)

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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 University of Maryland - Department of Finance
Downloads 53 (378,460)

Abstract:

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10.

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

Number of pages: 73 Posted: 28 Jun 2019 Last Revised: 08 Aug 2019
Gurdip Bakshi, John Crosby and Xiaohui Gao Bakshi
Fox School of Business, University of Maryland - Robert H. Smith School of Business and University of Maryland - Department of Finance
Downloads 17 (539,783)

Abstract:

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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

11.

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
University of Maryland - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 4 (622,212)
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