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Gurdip Bakshi | Researchclopedia

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Gurdip Bakshi

Temple University ORCID

174

Works

13,123

Citations

41

h-index

80

i10-index

Research Topics

Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

Affiliations

Shanghai Jiao Tong University2002–2002

University of New Orleans1995–1996

University of Washington2010–2010

University of Utah2010–2010

University of Massachusetts Amherst2000–2001

Top Works

Empirical Performance of Alternative Option Pricing Models

Gurdip Bakshi,Charles Cao,et al.

19972,695 citations

Monetary Policy and Economic Impact

Economic theories and models

Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options

Gurdip Bakshi,Nikunj Kapadia,et al.

20031,452 citations

Empirical Performance of Alternative Option Pricing Models

Gurdip Bakshi,Charles Cao,et al.

19971,073 citations

Delta-Hedged Gains and the Negative Market Volatility Risk Premium

Gurdip Bakshi,Nikunj Kapadia

2003988 citations

Spanning and derivative-security valuation

Gurdip Bakshi,Dilip B. Madan

2000782 citations

Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options

Gurdip Bakshi,Nikunj Kapadia,et al.

2001440 citations

Baby Boom, Population Aging, and Capital Markets

Gurdip Bakshi,Zhiwu Chen

1994427 citations

The Spirit of Capitalism and Stock-Market Prices

Gurdip Bakshi,Zhiwu Chen

1996332 citations

A Theory of Volatility Spreads

Gurdip Bakshi,Dilip B. Madan

2006303 citations