Concepedia

Gurdip Bakshi

GB

72

Publications

12.3K

Citations

38

H-Index

1994

Active since

Affiliations

Temple University(Current)

University of Maryland, College Park

University of Massachusetts Amherst

Hong Kong University of Science and Technology

Gurdip Bakshi is an author at Temple University specializing in asset pricing, business, and finance.

Top concepts

FinanceBusinessAsset PricingEconomicsFinancial EconomicsOption PricingEconomic AnalysisEmpirical FinanceVolatility ModelingStatistics

Publications per year

1994–2023

72

Publications

72

Empirical Performance of Alternative Option Pricing Models

Gurdip Bakshi, Charles Cao, Zhiwu Chen · The Journal of Finance · 1997 · 2.7K citations · Full text

Option Pricing, Multivariate Stochastic Volatility, Financial Economics +14

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

Gurdip Bakshi, Nikunj Kapadia, Dilip B. Madan · Review of Financial Studies · 2003 · 1.4K citations

Empirical Finance, Market Microstructure, Option Pricing +14

Empirical Performance of Alternative Option Pricing Models

Gurdip Bakshi, Charles Cao, Zhiwu Chen · The Journal of Finance · 1997 · 1.1K citations

Option Pricing, Multivariate Stochastic Volatility, Volatility Modeling +14

Delta-Hedged Gains and the Negative Market Volatility Risk Premium

Gurdip Bakshi, Nikunj Kapadia · Review of Financial Studies · 2003 · 986 citations

Spanning and derivative-security valuation

Gurdip Bakshi, Dilip B. Madan · Journal of Financial Economics · 2000 · 777 citations

Asset Pricing, Derivative-security Valuation, Derivative Pricing +4

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