Research areas: Derivatives; commodities; theoretical and empirical asset pricing; theoretical and empirical corporate finance; behavioral finance; entrepreneurship; international finance; and FinTech.
Xiaohui Gao Bakshi is a Research Associate Professor in the Department of Finance at the Fox School of Business, Temple University. She is the Ph.D. concentration director. She also serves as the Assistant Director of the Fox–Tsinghua Doctor of Science in Global Finance (DS-GF) program.
She holds a B.S. in Mathematics from Fudan University, an M.S. in Mathematics from the University of Florida, and a Ph.D. in Finance from the University of Florida.
Her research has been published in the Journal of Financial Economics, Review of Financial Studies, Operations Research, Management Science, Journal of Financial and Quantitative Analysis, Mathematical Finance, and other journals.
Her current research spans asset pricing, derivatives, commodities, international finance, and corporate finance. Current projects examine the economic drivers of gold; dollar-index options and the safe-haven role of the U.S. dollar; VIX futures contango and short-maturity VIX options; executive wealth and CEO compensation; U.S. exceptionalism; 0DTE options; asset-pricing factor selection; short-maturity Treasury options; the crypto return cross-section; upside risks in oil markets; and exchange-rate disconnect.
Her published research also examines Treasury option returns, volatility and equity option risk premiums, recovery theory, commodity returns, stochastic discount factors, IPO activity, seasoned equity offerings, individual investor trading, mutual fund fees, and minimum-wage policy.
She received the 2013 JFQA William F. Sharpe Award and First Prize in the 2010 Journal of Financial Economics Jensen Prizes for Corporate Finance and Organizations.
Research profiles:
Google Scholar: https://scholar.google.com/citations?hl=en&user=gdi4pkUAAAAJ
ORCID: https://orcid.org/0000-0001-8303-0675
RePEc / IDEAS: https://ideas.repec.org/f/pga1351.html
SSRN author page: Xiaohui Gao
The Publications and Working Papers pages provide publication details, research summaries, and links to journal articles and working-paper drafts, where available.