Xiaohui Gao Bakshi

Fox School of Business, Temple University

Philadelphia, PA 19122

United States

SCHOLARLY PAPERS

16

DOWNLOADS
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Top 9,803

in Total Papers Downloads

5,136

SSRN CITATIONS
Rank 8,466

SSRN RANKINGS

Top 8,466

in Total Papers Citations

99

CROSSREF CITATIONS

36

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 2,147 (7,146)
Citation 59

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 814 (31,925)
Citation 19

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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 707 (38,653)
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 G. Rossi
Fox School of Business, Fox School of Business, Temple University and Georgetown University
Downloads 692 (39,812)
Citation 21

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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 175 (185,905)
Citation 18

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 118 (255,457)
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

Management Science, forthcoming
Number of pages: 57 Posted: 11 Sep 2017 Last Revised: 13 May 2020
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 100 (286,690)
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, Fox School of Business, Temple University and Cox School of Business, Southern Methodist University
Downloads 75 (342,307)
Citation 1

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

9.

A New Formula for the Expected Excess Return of the Market

Fox School of Business Research Paper
Number of pages: 41 Posted: 15 Oct 2019 Last Revised: 13 Apr 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 71 (352,862)

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

10.

Recovery

Fox School of Business Research Paper Forthcoming
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 Cox School of Business, Southern Methodist University
Downloads 68 (361,220)

Abstract:

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recovery

11.

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 59 (388,266)

Abstract:

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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 37 (470,811)
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

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
Fox School of Business, University of Maryland - Robert H. Smith School of Business and Fox School of Business, Temple University
Downloads 32 (494,092)

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 26 (526,061)

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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 11 (622,003)

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

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 (671,346)
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