Gurdip Bakshi, John Crosby, and Xiaohui Gao, Do Investors Gain by Selling the Tails of Return Distributions? 2025, Mathematical Finance 35(2), April 2025, 297-336 (http://doi.org/10.1111/mafi.12447)
Gurdip Bakshi, John Crosby, Xiaohui Gao, Jinming Xue, and Wei Zhou, The Options-Inferred Equity Premium and the Slippery Slope of The Negative Correlation Condition, 2024 3Q, Journal Of Investment Management.
Gurdip Bakshi, Xiaohui Gao, and Zhaowei Zhang, What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?, 2024, Commodities 3(2), 225-247.
Xiaohui Gao, Madam Yellen Is Right about Minimum Wage Policies: Evidence from Millions of Sole Proprietors, 2024, 63:1233–1249, Review of Quantitative Finance and Accounting (https://doi.org/10.1007/s11156-024-01289-x)
Gurdip Bakshi, John Crosby, Xiaohui Gao, and Jorge W. Hansen, Treasury Option Returns and Models with Unspanned Risks, 2023, Journal of Financial Economics 150 (3), 1-32.
Gurdip Bakshi, John Crosby and Xiaohui Gao, Dark Matter in (Volatility and) Equity Option Risk Premiums ,2022, Operations Research 70 (6), 3035-3628.
Gurdip Bakshi, Xiaohui Gao, and Jinming Xue, Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market. 2023, Journal of Financial and Quantitative Analysis 58 (4), 1808-1842, https://www.doi.org/10.1017/S0022109022000758
Gurdip Bakshi, Xiaohui Gao, and Zhaodong Zhong, Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods, , Annual Review of Financial Economics, volume 14, 2022, 391-413.
Bakshi, Gurdip, Xiaohui Gao, and George Panayotov, 2021, A Theory of Dissimilarity Between Stochastic Discount Factors, Management Science 67 (7), 4602-4622.
Bakshi, Gurdip, Xiaohui Gao, and Alberto Rossi, 2019, Understanding the Sources of Risk Underlying the Cross-Section of Commodity Returns, Management Science, 65 (2), 619-641.
Bakshi, Gurdip, Fousseni Chabi-Yo, and Xiaohui Gao, 2018, A Recovery That We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem, Review of Financial Studies, 31(2), 532-555.
Gao, Xiaohui, and Tse-Chun Lin, 2015, Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments, Review of Financial Studies, 2128-2166.
Gao, Xiaohui, Jay Ritter, and Zhongyan Zhu, 2013, Where Have all the IPOs Gone?, Journal of Financial and Quantitative Analysis, 1663-1692.
Gao, Xiaohui, and Jay Ritter, 2010, The Marketing of Seasoned Equity Offerings, Journal of Financial Economics, 33-52.
Gao, Xiaohui, and Miles Livingston, 2008, The Components of Mutual Fund Fees, Financial Markets, Institutions & Instruments, 17 (3), 197 – 223.