George Panayotov

Hong Kong University of Science & Technology (HKUST)

Clearwater Bay

Kowloon, 999999

Hong Kong

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 7,820

in Total Papers Citations

57

CROSSREF CITATIONS

77

Scholarly Papers (12)

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, George Panayotov and Georgios Skoulakis
Fox School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance
Downloads 1,796 (8,912)
Citation 9

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Baltic Dry Index, global stock markets, commodity returns, global real economic activity

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, George Panayotov and Georgios Skoulakis
Fox School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance
Downloads 1,012 (21,763)
Citation 28

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Baltic Dry Index, global stock markets, commodity returns, global real economic activity, predictive regressions, out-of-sample statistic, economic significance

2.
Downloads 1,737 ( 9,589)
Citation 8

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 Business School - Finance and Economics and Hong Kong University of Science & Technology (HKUST)
Downloads 1,638 (10,401)
Citation 3

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currency carry trade, currency risk factors

Good Carry, Bad Carry

Number of pages: 77 Posted: 04 Jan 2019
Geert Bekaert and George Panayotov
Columbia Business School - Finance and Economics and Hong Kong University of Science & Technology (HKUST)
Downloads 93 (290,253)
Citation 2

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currency carry trade, predictability, currency risk factors

Good Carry, Bad Carry

NBER Working Paper No. w25420
Number of pages: 78 Posted: 07 Jan 2019 Last Revised: 12 Jan 2019
Geert Bekaert and George Panayotov
Columbia Business School - Finance and Economics and Hong Kong University of Science & Technology (HKUST)
Downloads 5 (666,060)
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Good Carry, Bad Carry

CEPR Discussion Paper No. DP13463
Number of pages: 80 Posted: 23 Jan 2019
Geert Bekaert and George Panayotov
Columbia Business School - Finance and Economics and Hong Kong University of Science & Technology (HKUST)
Downloads 1 (707,290)
Citation 2
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currency carry trade, currency risk factors, predictability

3.

Predictability of Currency Carry Trades and Asset Pricing Implications

Number of pages: 54 Posted: 30 Dec 2011
Gurdip Bakshi and George Panayotov
Fox School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads 787 (31,709)
Citation 13

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currency carry trades, predictability

Heterogeneity in Beliefs and Volatility Tail Behavior

Number of pages: 37 Posted: 20 Mar 2012
Gurdip Bakshi, Dilip B. Madan and George Panayotov
Fox School of Business, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads 251 (125,872)
Citation 2

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traded volatility, VIX option returns, tails of pricing and physical distributions

Heterogeneity in Beliefs and Volatility Tail Behavior

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 26 Jul 2014
Gurdip Bakshi, Dilip B. Madan and George Panayotov
Fox School of Business, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)

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traded volatility, VIX option returns, tails of pricing and physical distributions, heterogeneiry

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, Dilip B. Madan and George Panayotov
Fox School of Business, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads 166 (186,231)
Citation 13

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U-shaped pricing kernels, claims on the upside, negative call returns, short-selling, heterogeneity in beliefs

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, Dilip B. Madan and George Panayotov
Fox School of Business, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads 83 (312,101)
Citation 3

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U-shaped pricing kernels, claims on the upside, monotonically declining pricing kernels,

6.

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, George Panayotov and Georgios Skoulakis
Fox School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance
Downloads 229 (138,559)
Citation 5

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Predictability, traded market variance, real economic activity, Treasury returns, stock market

7.

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, Dilip B. Madan and George Panayotov
Fox School of Business, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads 197 (159,823)
Citation 2

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jump structure, pure-jump price, crashes, arrival rate, extremes

8.

An Asset Pricing Theory of Volatility Tail Behavior

Number of pages: 37 Posted: 15 Mar 2011
Gurdip Bakshi, Dilip B. Madan and George Panayotov
Fox School of Business, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads 196 (160,576)
Citation 1

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Traded Volatility, VIX Option Returns, Tails of Pricing and Physical Distributions, Heterogeneity

Eye in the Sky: Private Satellites and Government Macro Data

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 76 Posted: 12 Sep 2019 Last Revised: 11 Jan 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
Downloads 124 (236,770)

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Alternative data, Satellite imagery, Asset price impact, Macroeconomic estimates

Eye in the Sky: Private Satellites and Government Macro Data

HKUST IEMS Working Paper No. 2019-68
Number of pages: 48 Posted: 05 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
Downloads 6 (658,444)

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Alternative data, Satellite Imagery, Asset price impact, Macroeconomic Estimates

10.

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 and George Panayotov
Fox School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads 115 (249,319)
Citation 1

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Intra-Period Risk, First-Passage Probability, Value-At-Risk, Jump Models

11.

A Theory of Dissimilarity between Stochastic Discount Factors

Number of pages: 64 Posted: 11 Sep 2017 Last Revised: 20 Sep 2017
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 86 (302,647)
Citation 1

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Dissimilarity between SDFs

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 54 (388,748)

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global risk, carry trades, currency returns