Hitesh Doshi

University of Houston - C.T. Bauer College of Business

Houston, TX 77204-6021

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 16,341

SSRN RANKINGS

Top 16,341

in Total Papers Downloads

2,251

CITATIONS
Rank 17,421

SSRN RANKINGS

Top 17,421

in Total Papers Citations

19

Scholarly Papers (9)

1.
Downloads 653 ( 30,077)
Citation 16

Precarious Politics and Return Volatility

Number of pages: 49 Posted: 18 Dec 2008 Last Revised: 28 Jul 2011
University of Leicester, University of Houston - C.T. Bauer College of Business, University of Iowa - Henry B. Tippie College of Business and Massey University
Downloads 543 (37,922)
Citation 16

Abstract:

Politics, Volatility

Precarious Politics and Return Volatility

Review of Financial Studies, Forthcoming
Number of pages: 49 Posted: 27 Jul 2011
University of Leicester, University of Iowa - Henry B. Tippie College of Business, University of Houston - C.T. Bauer College of Business and Massey University
Downloads 110 (198,899)
Citation 16

Abstract:

2.

On Pricing Credit Default Swaps with Observable Covariates

Number of pages: 49 Posted: 02 Jul 2011 Last Revised: 16 Mar 2012
University of Houston - C.T. Bauer College of Business, McGill University, University of Houston - C.T. Bauer College of Business and University of Houston - C.T. Bauer College of Business
Downloads 239 (91,645)
Citation 3

Abstract:

credit default swap, no-arbitrage, observable covariates, volatility, leverage, distance-to-default

3.

Managerial Activeness and Mutual Fund Performance

Review of Asset Pricing Studies, Forthcoming
Number of pages: 44 Posted: 20 Apr 2014 Last Revised: 09 May 2015
Hitesh Doshi, Redouane Elkamhi and Mikhail Simutin
University of Houston - C.T. Bauer College of Business, University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 230 (44,055)

Abstract:

Mutual fund performance, Portfolio management, closet indexing

4.

Uncertainty, Capital Investment, and Risk Management

Number of pages: 69 Posted: 25 Aug 2013 Last Revised: 12 Aug 2015
Hitesh Doshi, Praveen Kumar and Vijay Yerramilli
University of Houston - C.T. Bauer College of Business, University of Houston - Department of Finance and University of Houston, C. T. Bauer College of Business
Downloads 133 (124,008)

Abstract:

Uncertainty; capital investment; hedging; real options; financial frictions

5.

Leverage and the Cross-Section of Equity Returns

Number of pages: 62 Posted: 10 Sep 2014 Last Revised: 24 Jun 2016
University of Houston - C.T. Bauer College of Business, University of Houston - C.T. Bauer College of Business, University of Houston - Department of Finance and University of Houston - Department of Finance
Downloads 128 (105,964)

Abstract:

Leverage; unlevered equity returns; asset beta; value premium; size discount; volatility puzzle; heteroskedasticity

6.

Economic and Financial Determinants of Credit Risk Premiums in the Sovereign CDS Market

Number of pages: 43 Posted: 14 Mar 2014 Last Revised: 30 Oct 2014
Hitesh Doshi, Kris Jacobs and Carlos Zurita
University of Houston - C.T. Bauer College of Business, University of Houston - C.T. Bauer College of Business and University of Houston - Bauer College of Business
Downloads 95 (171,329)

Abstract:

credit default swap; sovereign risk; risk premiums; economic determinants; financial crisis

7.

Macroeconomic Determinants of the Term Structure: Long-Run and Short-Run Dynamics

Number of pages: 64 Posted: 07 Feb 2015 Last Revised: 22 Sep 2016
Hitesh Doshi, Kris Jacobs and Rui Liu
University of Houston - C.T. Bauer College of Business, University of Houston - C.T. Bauer College of Business and University of Houston - C.T. Bauer College of Business
Downloads 67 (160,850)

Abstract:

term structure; inflation; real activity growth; long-run component; filtering

8.

Information in the Term Structure: A Forecasting Perspective

Number of pages: 58 Posted: 23 May 2015 Last Revised: 23 Nov 2016
Hitesh Doshi, Kris Jacobs and Rui Liu
University of Houston - C.T. Bauer College of Business, University of Houston - C.T. Bauer College of Business and University of Houston - C.T. Bauer College of Business
Downloads 31 (257,873)

Abstract:

term structure; forecasting; loss function; state variables; hidden factor

9.

Pricing Structured Products with Economic Covariates

Number of pages: 48 Posted: 20 Dec 2015 Last Revised: 12 May 2016
University of Houston - C.T. Bauer College of Business, University of Houston - C.T. Bauer College of Business, University of Houston - C.T. Bauer College of Business and University of Houston - C.T. Bauer College of Business
Downloads 0 (253,895)

Abstract:

structured product, collateralized debt obligation, tranche pricing, economic determinants, risk premiums