| Where have all the IPOs gone? X Gao, JR Ritter, Z Zhu Journal of Financial and Quantitative Analysis 48 (6), 1663-1692, 2013 | 685 | 2013 |
| The marketing of seasoned equity offerings X Gao, JR Ritter Journal of Financial Economics 97 (1), 33-52, 2010 | 480 | 2010 |
| Do individual investors treat trading as a fun and exciting gambling activity? Evidence from repeated natural experiments X Gao, TC Lin The Review of Financial Studies 28 (7), 2128-2166, 2015 | 249 | 2015 |
| 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 | 202* | 2019 |
| A recovery that we can trust? Deducing and testing the restrictions of the recovery theorem G Bakshi, F Chabi-Yo, X Gao The Review of Financial Studies 31 (2), 532-555, 2018 | 57 | 2018 |
| Investor sentiment and idiosyncratic risk puzzle X Gao, J Yu, Y Yuan Unpublished Working Paper, Hong Kong University, 2010 | 37 | 2010 |
| The components of mutual fund fees X Gao, M Livingston Financial Markets, Institutions & Instruments 17 (3), 197-223, 2008 | 22 | 2008 |
| Dark matter in (volatility and) equity option risk premiums G Bakshi, J Crosby, X Gao Operations Research 70 (6), 3108-3124, 2022 | 14 | 2022 |
| A new formula for the expected excess return of the market G Bakshi, J Crosby, X Gao, W Zhou Fox School of Business Research Paper, 2019 | 11 | 2019 |
| Brokerage Commissions and Soft Dollars: The Hidden Costs of Owning Mutual Funds X Gao, M Livingston Working paper, 2011 | 11* | 2011 |
| Decoding default risk: A review of modeling approaches, findings, and estimation methods G Bakshi, X Gao, Z Zhong Annual Review of Financial Economics 14, 391-413, 2022 | 10 | 2022 |
| Treasury option returns and models with unspanned risks G Bakshi, J Crosby, X Gao, JW Hansen Journal of Financial Economics 150 (3), 103736, 2023 | 7* | 2023 |
| Recovery with applications to forecasting equity disaster probability and testing the spanning hypothesis in the treasury market G Bakshi, X Gao, J Xue Journal of Financial and Quantitative Analysis 58 (4), 1808-1842, 2023 | 6 | 2023 |
| A theory of dissimilarity between stochastic discount factors G Bakshi, X Gao, G Panayotov Management Science 67 (7), 4602-4622, 2021 | 6 | 2021 |
| The geography of exchange rate disconnect G Bakshi, J Crosby, X Gao Available at SSRN 3763550, 2020 | 4 | 2020 |
| An inquiry into the nature and sources of variation in the expected excess return of a long-term bond G Bakshi, F Chabi-Yo, X Gao Available at SSRN 2600097, 2015 | 4 | 2015 |
| Volatility uncertainty and VIX futures contango G Bakshi, J Crosby, X Gao, J Xue Fox School of Business Research Paper Forthcoming, SMU Cox School of …, 2021 | 2 | 2021 |
| Measuring and understanding uncertainty of uncertainty X Gao, J Xue Technical report, 2017 | 2 | 2017 |
| Models of Gold Options Market and Evidence in Favor of Financialized Gold and Against Disasterization G Bakshi, X Gao, Z Zhang Available at SSRN 4652113, 2023 | | 2023 |
| Factor Glut in Asset Pricing through a Modern Optimization Lens G Bakshi, T Christensen, J Crosby, X Gao Available at SSRN 4470335, 2023 | | 2023 |
Gurdip BakshiProfessor of FinanceVerified email at temple.edu
