| Empirical performance of alternative option pricing models G Bakshi, C Cao, Z Chen The Journal of finance 52 (5), 2003-2049, 1997 | 3362 | 1997 |
| Stock return characteristics, skew laws, and the differential pricing of individual equity options G Bakshi, N Kapadia, D Madan The Review of Financial Studies 16 (1), 101-143, 2003 | 1512 | 2003 |
| Delta-hedged gains and the negative market volatility risk premium G Bakshi, N Kapadia The Review of Financial Studies 16 (2), 527-566, 2003 | 1041 | 2003 |
| Spanning and derivative-security valuation G Bakshi, D Madan Journal of financial economics 55 (2), 205-238, 2000 | 911 | 2000 |
| Baby boom, population aging, and capital markets GS Bakshi, Z Chen Journal of business, 165-202, 1994 | 623 | 1994 |
| The spirit of capitalism and stock-market prices GS Bakshi, Z Chen The American Economic Review, 133-157, 1996 | 551 | 1996 |
| Pricing and hedging long-term options G Bakshi, C Cao, Z Chen Journal of Econometrics 94 (1-2), 277-318, 2000 | 341 | 2000 |
| A theory of volatility spreads G Bakshi, D Madan Management Science 52 (12), 1945-1956, 2006 | 297 | 2006 |
| Inflation, asset prices, and the term structure of interest rates in monetary economics GS Bakshi, Z Chen The Review of Financial Studies 9 (1), 241-275, 1996 | 275 | 1996 |
| Do call prices and the underlying stock always move in the same direction? G Bakshi, C Cao, Z Chen The Review of Financial Studies 13 (3), 549-584, 2000 | 255 | 2000 |
| Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies G Bakshi, P Carr, L Wu Journal of Financial Economics 87 (1), 132-156, 2008 | 210 | 2008 |
| Understanding the role of recovery in default risk models: Empirical comparisons and implied recovery rates DB Madan, G Bakshi, FX Zhang FDIC CFR working paper, 2006 | 209 | 2006 |
| An alternative valuation model for contingent claims GS Bakshi, Z Chen Journal of Financial Economics 44 (1), 123-165, 1997 | 205 | 1997 |
| Volatility risk premiums embedded in individual equity options: Some new insights G Bakshi, N Kapadia The Journal of Derivatives 11 (1), 45-54, 2003 | 189 | 2003 |
| Returns of claims on the upside and the viability of U-shaped pricing kernels G Bakshi, D Madan, G Panayotov Journal of Financial Economics 97 (1), 130-154, 2010 | 188 | 2010 |
| Stock valuation in dynamic economies G Bakshi, Z Chen Journal of Financial Markets 8 (2), 111-151, 2005 | 176 | 2005 |
| Predictability of currency carry trades and asset pricing implications G Bakshi, G Panayotov Journal of financial economics 110 (1), 139-163, 2013 | 168 | 2013 |
| Understanding the sources of risk underlying the cross section of commodity returns G Bakshi, X Gao, AG Rossi Management Science 65 (2), 619-641, 2019 | 161* | 2019 |
| Investigating the role of systematic and firm‐specific factors in default risk: Lessons from empirically evaluating credit risk models G Bakshi, D Madan, FX Zhang The Journal of Business 79 (4), 1955-1987, 2006 | 160 | 2006 |
| Equilibrium valuation of foreign exchange claims GS Bakshi, Z Chen The Journal of Finance 52 (2), 799-826, 1997 | 159 | 1997 |
Zhiwu ChenYale UniversityVerified email at yale.edu
