Gurdip Bakshi - Concepedia

Author

Gurdip Bakshi

Also Known As

Bakshi, Gurdip, Dilip B. Madan, G. Bakshi, GURDIP S. BAKSHI, Gurdip Bakshi, Gurdip S. Bakshi, Nengjiu Ju, Nikunj Kapadia, Warren Bailey, Zhiwu Chen

174

Publications

13.1K

Citations

H-Index

Concepts

All Affiliations

Temple University Fox College University of Maryland, College Park University of Massachusetts Amherst Hong Kong University of Science and Technology

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	30	47	9.2K
2	Engineering	10	10	4K
3	Management	10	10	660
4	Accounting	6	6	1.7K
5	Computer Science	1	1	52

Gurdip Bakshi

Publications

12.3K

Citations

H-Index

Page 1

	Year	Citations
Empirical Performance of Alternative Option Pricing Models Gurdip Bakshi, Charles Cao, Zhiwu Chen The Journal of Finance Option PricingMultivariate Stochastic VolatilityFinancial EconomicsAsset PricingVolatility Modeling	1997	2.7K
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options Gurdip Bakshi, Nikunj Kapadia, Dilip B. Madan Review of Financial Studies Empirical FinanceMarket MicrostructureOption PricingEconomicsFinancial Economics	2003	1.4K
Empirical Performance of Alternative Option Pricing Models Gurdip Bakshi, Charles Cao, Zhiwu Chen The Journal of Finance Option PricingMultivariate Stochastic VolatilityVolatility ModelingAsset PricingImplied Volatility	1997	1.1K
Delta-Hedged Gains and the Negative Market Volatility Risk Premium Gurdip Bakshi, Nikunj Kapadia Review of Financial Studies	2003	986
Spanning and derivative-security valuation Gurdip Bakshi, Dilip B. Madan Journal of Financial Economics Asset PricingDerivative-security ValuationDerivative PricingBusinessFinance	2000	777
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options Gurdip Bakshi, Nikunj Kapadia, Dilip B. Madan SSRN Electronic Journal	2001	440
Baby Boom, Population Aging, and Capital Markets Gurdip Bakshi, Zhiwu Chen The Journal of Business	1994	425
The Spirit of Capitalism and Stock-Market Prices Gurdip Bakshi, Zhiwu Chen American Economic Review	1996	332
A Theory of Volatility Spreads Gurdip Bakshi, Dilip B. Madan Management Science Empirical FinanceEconomicsVolatility ModelingAsset PricingMarket Trend	2006	303
Pricing and hedging long-term options Gurdip Bakshi, Charles Cao, Zhiwu Chen Journal of Econometrics Option PricingAsset PricingForeign Exchange OptionLong-term OptionsDerivative Pricing	2000	262

Page 1