Get started
Author

Gurdip Bakshi

Observed names: Bakshi, G, Bakshi, Gurdip, Bakshi, Gurdip S., G. Bakshi, GURDIP S. BAKSHI, Gurdip S. Bakshi
Institution: Temple University
ORCID: 0000-0003-0838-4128
Observed ORCID: 0000-0003-0838-4128
OpenAlex ID: A5067378317
Empirical Performance of Alternative Option Pricing Models
1997 · Gurdip Bakshi, Charles Cao, et al. · The Journal of Finance · 2,708
PDF
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
2003 · Gurdip Bakshi, Nikunj Kapadia, et al. · Review of Financial Studies · 1,354
Delta-Hedged Gains and the Negative Market Volatility Risk Premium
2003 · Gurdip Bakshi, Nikunj Kapadia · Review of Financial Studies · 933
Spanning and derivative-security valuation
2000 · Gurdip Bakshi, Dilip Madan · Journal of Financial Economics · 746
Baby Boom, Population Aging, and Capital Markets
1994 · Gurdip S. Bakshi, Zhiwu Chen · The Journal of Business · 423
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
2001 · Gurdip S. Bakshi, Nikunj Kapadia, et al. · SSRN Electronic Journal · 419
The Spirit of Capitalism and Stock-Market Prices
1996 · Gurdip Bakshi, Zhiwu Chen · RePEc: Research Papers in Economics · 379
A Theory of Volatility Spreads
2006 · Gurdip Bakshi, Dilip Madan · Management Science · 292
Pricing and hedging long-term options
2000 · Gurdip Bakshi, Charles Cao, et al. · Journal of Econometrics · 243
Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns
2017 · Gurdip Bakshi, Xiaohui Gao, et al. · Management Science · 198
Returns of claims on the upside and the viability of U-shaped pricing kernels☆
2010 · Gurdip Bakshi, Dilip Madan, et al. · Journal of Financial Economics · 192
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
2007 · Gurdip Bakshi, Peter Carr, et al. · Journal of Financial Economics · 191
Do Call Prices and the Underlying Stock Always Move in the Same Direction?
2000 · Gurdip Bakshi, Charles Cao, et al. · Review of Financial Studies · 191
Delta-Hedged Gains and the Negative Market Volatility Risk Premium
2001 · Nikunj Kapadia, Gurdip S. Bakshi · SSRN Electronic Journal · 185
Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economics
1996 · Gurdip S. Bakshi, Zhiwu Chen · Review of Financial Studies · 169
Predictability of Currency Carry Trades and Asset Pricing Implications
2011 · Gurdip Bakshi, George Panayotov · Journal of Financial Economics · 160
Spanning and Derivative-Security Valuation
1999 · Dilip B. Madan, Gurdip S. Bakshi · SSRN Electronic Journal · 154
Volatility Risk Premiums Embedded in Individual Equity Options
2003 · Gurdip Bakshi, Nikunj Kapadia · The Journal of Derivatives · 136
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
2002 · G. Bakshi · Review of Financial Studies · 133
Estimation of continuous-time models with an application to equity volatility dynamics
2006 · Gurdip Bakshi, Nengjiu Ju, et al. · Journal of Financial Economics · 132
An alternative valuation model for contingent claims
1997 · Gurdip S. Bakshi, Zhiwu Chen · Journal of Financial Economics · 129
Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates
2003 · Dilip B. Madan, Gurdip S. Bakshi, et al. · SSRN Electronic Journal · 123
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
2011 · Gurdip Bakshi, George Panayotov, et al. · Journal of Financial Economics · 111
Investigating the Role of Systematic and Firm‐Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models*
2006 · Gurdip Bakshi, Dilip Madan, et al. · The Journal of Business · 106
Equilibrium Valuation of Foreign Exchange Claims
1997 · GURDIP S. BAKSHI, ZHIWU CHEN · The Journal of Finance · 106
Works count: 161
Citation count: 11,320
H-index: 36
I10-index: 68
Year
Topic
Type