Gurdip Bakshi, Xiaohui Gao, and Yuan Hu, "Bundled Risks, Dollar Index Options, and Quantitative Implications for Dynamic Currency Models."

Gurdip Bakshi, Xiaohui Gao, and Zhaowei Zhang , “Evidence in Favor of Financialized of Gold and Against Disasterization” presented at FMA 2023,

Gurdip Bakshi and John Crosby, ``An Impossibility Theorem for the Stationarity of Exchange Rates .”

Gurdip Bakshi, John Crosby, Xiaohui Gao, and Jorge W. Hansen, "Be on Your Guard: 7DTE Options Markets and Safety Related Small Maturity Phenomena in Bond and Stock Markets"

Gurdip Bakshi, John Crosby, Xiaohui Gao, and Jorge W. Hansen, “A Theory of Small Maturity Effects and Data Realities of 7DTE Treasury Options across Tenors, ” (to be presented at 2025 MFA)

Gurdip Bakshi, Timothy Christensen, John Crosby, Xiaohui Gao, "Culling the Factor Zoo," (Latest version, December 2024).

Gurdip Bakshi, Xiaohui Gao, and Zhaowei Zhang, "Using Machines to Advance Better Models of the Crypto Return Cross-Section,"

Gurdip Bakshi, Xiaohui Gao, and Zhaowei Zhang, “Implications of Stress-Driven Behaviors in 7DTE Stock and Volatility Options Markets.”

Gurdip Bakshi, John Crosby, Xiaohui Gao, and Wei Zhou, "Implications of a General Formula for the Expected Excess Return of the Market ."

Gurdip Bakshi, John Crosby, and Xiaohui Gao, "The Geography of Exchange Rate Disconnect."

Gurdip Bakshi and Fousseni Chabi-Yo and Xiaohui Gao, `` An Inquiry into the Nature and Sources of Variation in the Expected Excess Return of a Safe Asset" (defunct, and revamped with) "The Bond Risk Premium Channel of Monetary Policy: Reconciling the Moving Parts in the FOMC Announcement Effects"

Gurdip Bakshi, John Crosby, Xiaohui Gao, and Jinming Xue, "Volatility Uncertainty, Disasters, and the Puzzle of VIX Futures Contango ".