Hitesh Doshi

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

Houston, TX 77204-6021

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 13,077

SSRN RANKINGS

Top 13,077

in Total Papers Downloads

3,964

SSRN CITATIONS
Rank 8,466

SSRN RANKINGS

Top 8,466

in Total Papers Citations

52

CROSSREF CITATIONS

83

Scholarly Papers (15)

1.

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 914 (27,115)
Citation 8

Abstract:

Loading...

Mutual fund performance, Portfolio management, closet indexing

2.
Downloads 825 ( 31,358)
Citation 51

Precarious Politics and Return Volatility

Number of pages: 49 Posted: 18 Dec 2008 Last Revised: 28 Jul 2011
University of Edinburgh, University of Houston - C.T. Bauer College of Business, University of Iowa - Henry B. Tippie College of Business and Massey University
Downloads 699 (38,709)
Citation 9

Abstract:

Loading...

Politics, Volatility

Precarious Politics and Return Volatility

Review of Financial Studies, Forthcoming
Number of pages: 49 Posted: 27 Jul 2011
University of Edinburgh, University of Iowa - Henry B. Tippie College of Business, University of Houston - C.T. Bauer College of Business and Massey University
Downloads 126 (244,130)
Citation 11

Abstract:

Loading...

3.

Leverage and the Cross-Section of Equity Returns

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 10 Sep 2014 Last Revised: 16 Sep 2018
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 554 (53,247)
Citation 4

Abstract:

Loading...

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

4.

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 292 (113,145)
Citation 17

Abstract:

Loading...

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

5.

Uncertainty, Capital Investment, and Risk Management

Forthcoming, Management Science
Number of pages: 43 Posted: 25 Aug 2013 Last Revised: 03 Apr 2017
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 255 (130,470)
Citation 3

Abstract:

Loading...

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

6.

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

Journal of Empirical Finance, Vol. 48, 2018
Number of pages: 50 Posted: 07 Feb 2015 Last Revised: 07 Jul 2020
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 Duquesne University - Palumbo Donahue School of Business
Downloads 205 (161,066)

Abstract:

Loading...

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

7.

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 187 (175,291)
Citation 5

Abstract:

Loading...

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

8.

Pricing Structured Products with Economic Covariates

Number of pages: 52 Posted: 20 Dec 2015 Last Revised: 21 Feb 2019
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 168 (192,593)
Citation 1

Abstract:

Loading...

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

9.

Never a Dull Moment: Entropy Risk in Commodity Markets

Number of pages: 59 Posted: 14 Dec 2018 Last Revised: 06 Mar 2020
University of Massachusetts Amherst - Isenberg School of Management, University of Houston - C.T. Bauer College of Business and Baylor University
Downloads 148 (214,300)

Abstract:

Loading...

commodity returns; entropy; options; risk premium

10.

Information in the Term Structure: A Forecasting Perspective

Number of pages: 54 Posted: 23 May 2015 Last Revised: 07 Jul 2020
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 Duquesne University - Palumbo Donahue School of Business
Downloads 112 (265,168)

Abstract:

Loading...

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

11.

Ex Ante Risk in the Corporate Bond Market: Evidence from Synthetic Options

Number of pages: 61 Posted: 25 Mar 2019 Last Revised: 17 Aug 2019
University of Houston, University of Houston - C.T. Bauer College of Business and University of Wisconsin - Madison
Downloads 109 (270,357)

Abstract:

Loading...

12.

Are Credit Markets Tone Deaf? Evidence from Credit Default Swaps

2019 Canadian Academic Accounting Association (CAAA) Annual Conference
Number of pages: 40 Posted: 08 Jan 2019 Last Revised: 16 May 2019
University of Houston - C.T. Bauer College of Business, Ivey Business School, Western University, University of New Brunswick - Saint John and Richard Ivey School of Business - University of Western Ontario
Downloads 90 (306,692)
Citation 1

Abstract:

Loading...

Textual Analysis, Default Risk, Uncertainty, Tone, Accounting Disclosure

13.

The Term Structure of Expected Recovery Rates

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 62 Posted: 14 Aug 2018
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 53 (408,350)
Citation 1

Abstract:

Loading...

Credit Default Swaps (CDS); Stochastic Recovery; Term Structure Seniority; No-Arbitrage

14.

What Interbank Rates Tell Us About Time-Varying Disaster Risk

Number of pages: 57 Posted: 23 Oct 2019
Hitesh Doshi, Hyung Joo Kim and Sang Byung Seo
University of Houston - C.T. Bauer College of Business, University of Houston - C.T. Bauer College of Business and University of Wisconsin - Madison
Downloads 33 (489,417)

Abstract:

Loading...

15.

Oligopolistic Investment, Markups and Asset Pricing

Number of pages: 61 Posted: 13 Apr 2020 Last Revised: 12 May 2020
Hitesh Doshi and Praveen Kumar
University of Houston - C.T. Bauer College of Business and University of Houston - Department of Finance
Downloads 19 (569,318)

Abstract:

Loading...

Oligopoly; capital investment; markups; equity risk premium; Sharpe ratio