Hitesh Doshi

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

Houston, TX 77204-6021

United States

SCHOLARLY PAPERS

13

DOWNLOADS
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in Total Papers Downloads

3,500

CITATIONS
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SSRN RANKINGS

Top 13,610

in Total Papers Citations

38

Scholarly Papers (13)

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 826 (28,090)
Citation 10

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Mutual fund performance, Portfolio management, closet indexing

2.
Downloads 787 ( 30,003)
Citation 21

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 663 (37,312)
Citation 7

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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 124 (225,456)
Citation 39

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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 482 (57,232)
Citation 2

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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 286 (104,821)
Citation 26

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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 246 (122,647)
Citation 2

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

6.

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

Number of pages: 64 Posted: 07 Feb 2015 Last Revised: 17 Feb 2019
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
Downloads 195 (153,532)
Citation 1

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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 178 (166,693)
Citation 5

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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 131 (215,370)

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

9.

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 Duquesne University
Downloads 105 (253,313)

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

10.

Never a Dull Moment: Entropy Risk in Commodity Markets

Number of pages: 50 Posted: 14 Dec 2018 Last Revised: 06 Feb 2019
University of Massachusetts Amherst - Isenberg School of Management, University of Houston - C.T. Bauer College of Business and Baylor University
Downloads 104 (254,939)

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commodity returns; entropy; options; risk premium

11.

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, University of Western Ontario - Finance-Economics Area Group, University of New Brunswick - Saint John and Richard Ivey School of Business - University of Western Ontario
Downloads 63 (343,708)

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

12.

Corporate Bond VIX

Number of pages: 59 Posted: 25 Mar 2019 Last Revised: 01 Apr 2019
University of Houston, University of Houston - C.T. Bauer College of Business and University of Houston - C.T. Bauer College of Business
Downloads 60 (352,145)

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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 37 (431,013)

Abstract:

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