Author Page for George Panayotov

The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

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Citation 24

2

The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

Number of pages: 52 Posted: 25 Jan 2011 Last Revised: 29 Feb 2012

Gurdip Bakshi, Gurdip Bakshi, George Panayotov and Georgios Skoulakis

Temple University - Fox School of Business and ManagementFox School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance

Downloads 2,124 (9,721)

Citation 11

Abstract:

The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

AFA 2012 Chicago Meetings Paper

Number of pages: 52 Posted: 22 Mar 2011

Gurdip Bakshi, Gurdip Bakshi, George Panayotov and Georgios Skoulakis

Temple University - Fox School of Business and ManagementFox School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance

Downloads 1,114 (26,348)

Citation 29

Abstract:

2.

Good Carry, Bad Carry

Columbia Business School Research Paper No. 15-53

Number of pages: 88 Posted: 30 Apr 2015 Last Revised: 06 Mar 2018

Geert Bekaert and George Panayotov

Columbia University - Columbia Business School, Finance and Hong Kong University of Science & Technology (HKUST)

Downloads 1,845 (12,228)

Citation 4

Abstract:

Good Carry, Bad Carry

Number of pages: 77 Posted: 04 Jan 2019

Geert Bekaert and George Panayotov

Columbia University - Columbia Business School, Finance and Hong Kong University of Science & Technology (HKUST)

Downloads 123 (308,557)

Citation 2

Abstract:

Good Carry, Bad Carry

NBER Working Paper No. w25420

Number of pages: 78 Posted: 07 Jan 2019 Last Revised: 17 Dec 2021

Geert Bekaert and George Panayotov

Columbia University - Columbia Business School, Finance and Hong Kong University of Science & Technology (HKUST)

Downloads 8 (815,422)

Abstract:

Good Carry, Bad Carry

CEPR Discussion Paper No. DP13463

Number of pages: 80 Posted: 23 Jan 2019

Geert Bekaert and George Panayotov

Columbia University - Columbia Business School, Finance and Hong Kong University of Science & Technology (HKUST)

Downloads 1 (895,457)

Citation 5

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Abstract:

3.

Predictability of Currency Carry Trades and Asset Pricing Implications

Number of pages: 54 Posted: 30 Dec 2011

Gurdip Bakshi, Gurdip Bakshi and George Panayotov

Temple University - Fox School of Business and ManagementFox School of Business and Hong Kong University of Science & Technology (HKUST)

Downloads 842 (39,781)

Citation 19

Abstract:

4.

Eye in the Sky: Private Satellites and Government Macro Data

Journal of Financial Economics (JFE), Forthcoming, HKUST IEMS Working Paper No. 2019-68

Number of pages: 59 Posted: 12 Sep 2019 Last Revised: 24 Feb 2020

Abhiroop Mukherjee, George Panayotov and Janghoon Shon

Hong Kong University of Science & Technology (HKUST) - Department of Finance, Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology (HKUST) - Department of Finance

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Citation 1

Abstract:

5.

Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels

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Citation 25

2

Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels

Robert H. Smith School Research Paper No. RHS 06-107

Number of pages: 56 Posted: 28 Aug 2009 Last Revised: 30 Sep 2018

Gurdip Bakshi, Gurdip Bakshi, Dilip B. Madan and George Panayotov

Temple University - Fox School of Business and ManagementFox School of Business, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)

Downloads 195 (211,160)

Citation 22

Abstract:

Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 55 Posted: 19 Mar 2010

Gurdip Bakshi, Gurdip Bakshi, Dilip B. Madan and George Panayotov

Temple University - Fox School of Business and ManagementFox School of Business, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)

Downloads 101 (354,601)

Citation 2

Abstract:

6.

Heterogeneity in Beliefs and Volatility Tail Behavior

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Citation 3

2

Heterogeneity in Beliefs and Volatility Tail Behavior

Number of pages: 37 Posted: 20 Mar 2012

Gurdip Bakshi, Gurdip Bakshi, Dilip B. Madan and George Panayotov

Temple University - Fox School of Business and ManagementFox School of Business, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)

Downloads 265 (157,198)

Citation 3

Abstract:

Heterogeneity in Beliefs and Volatility Tail Behavior

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Posted: 26 Jul 2014

Gurdip Bakshi, Gurdip Bakshi, Dilip B. Madan and George Panayotov

Temple University - Fox School of Business and ManagementFox School of Business, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)

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Improving the Predictability of Real Economic Activity and Asset Returns with Forward Variances Inferred from Option Portfolios

Robert H. Smith School Research Paper No. RHS 06-137

Number of pages: 47 Posted: 08 Jun 2010 Last Revised: 29 Feb 2012

Gurdip Bakshi, Gurdip Bakshi, George Panayotov and Georgios Skoulakis

Temple University - Fox School of Business and ManagementFox School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance

Downloads 264 (158,477)

Citation 8

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8.

Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes

Number of pages: 37 Posted: 07 Jan 2009

Gurdip Bakshi, Gurdip Bakshi, Dilip B. Madan and George Panayotov

Temple University - Fox School of Business and ManagementFox School of Business, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)

Downloads 205 (201,866)

Citation 2

Abstract:

9.

An Asset Pricing Theory of Volatility Tail Behavior

Number of pages: 37 Posted: 15 Mar 2011

Gurdip Bakshi, Gurdip Bakshi, Dilip B. Madan and George Panayotov

Temple University - Fox School of Business and ManagementFox School of Business, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)

Downloads 203 (203,712)

Citation 1

Abstract:

10.

A Theory of Dissimilarity between Stochastic Discount Factors

Management Science, forthcoming

Number of pages: 57 Posted: 11 Sep 2017 Last Revised: 13 Jul 2020

Gurdip Bakshi, Gurdip Bakshi, Xiaohui Gao and George Panayotov

Temple University - Fox School of Business and ManagementFox School of Business, Fox School of Business, Temple University and Hong Kong University of Science & Technology (HKUST)

Downloads 157 (254,180)

Citation 2

Abstract:

11.

First-Passage Probability, Jump Models and Intra-Horizon Risk

Journal of Financial Economics, Vol. 95, No. 1, 2010

Number of pages: 50 Posted: 14 Feb 2010

Gurdip Bakshi, Gurdip Bakshi and George Panayotov

Temple University - Fox School of Business and ManagementFox School of Business and Hong Kong University of Science & Technology (HKUST)

Downloads 129 (296,550)

Citation 1

Abstract:

12.

Global Risks in the Currency Market

Number of pages: 60 Posted: 19 Oct 2018 Last Revised: 05 Nov 2019

George Panayotov

Hong Kong University of Science & Technology (HKUST)

Downloads 115 (322,270)

Citation 1

Abstract:

13.

Currency Puzzles and the Oil Connection

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Currency Puzzles and the Oil Connection

HKUST Business School Research Paper No. 2020-013

Number of pages: 47 Posted: 12 Jan 2021 Last Revised: 11 Jun 2021

George Panayotov

Hong Kong University of Science & Technology (HKUST)

Downloads 69 (446,249)

Abstract:

Currency Puzzles and the Oil Connection

HKUST Business School Research Paper No. 2020-013

Number of pages: 47 Posted: 12 Jan 2021

George Panayotov

Hong Kong University of Science & Technology (HKUST)

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George Panayotov

Hong Kong University of Science & Technology (HKUST)

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Scholarly Papers (13)

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Good Carry, Bad Carry

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