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Hitesh Doshi
Hitesh Doshi
Verified email at bauer.uh.edu - Homepage
Title
Cited by
Cited by
Year
Precarious politics and return volatility
M Boutchkova, H Doshi, A Durnev, A Molchanov
The Review of Financial Studies 25 (4), 1111-1154, 2012
4692012
Managerial activeness and mutual fund performance
H Doshi, R Elkamhi, M Simutin
The Review of Asset Pricing Studies 5 (2), 156-184, 2015
1132015
Uncertainty, capital investment, and risk management
H Doshi, P Kumar, V Yerramilli
Management Science 64 (12), 5769-5786, 2018
72*2018
Pricing credit default swaps with observable covariates
H Doshi, J Ericsson, K Jacobs, SM Turnbull
The Review of Financial Studies 26 (8), 2049-2094, 2013
722013
Economic and financial determinants of credit risk premiums in the sovereign CDS market
H Doshi, K Jacobs, V Zurita
The Review of Asset Pricing Studies 7 (1), 43-80, 2017
502017
The term structure of expected recovery rates
H Doshi, R Elkamhi, C Ornthanalai
Journal of Financial and Quantitative Analysis, 1-43, 2017
46*2017
Leverage and the Cross‐Section of Equity Returns
H Doshi, K Jacobs, P Kumar, R Rabinovitch
The Journal of Finance 74 (3), 1431-1471, 2019
372019
Macroeconomic determinants of the term structure: Long-run and short-run dynamics
H Doshi, K Jacobs, R Liu
Journal of Empirical Finance 48, 99-122, 2018
7*2018
Pricing structured products with economic covariates
YS Choi, H Doshi, K Jacobs, SM Turnbull
Journal of Financial Economics 135 (3), 754-773, 2020
52020
Information in the term structure: A forecasting perspective
H Doshi, K Jacobs, R Liu
Management Science 67 (8), 5255-5277, 2021
32021
Are credit markets tone deaf? Evidence from credit default swaps
H Doshi, S Patel, S Ramani, M Sooy
Working paper, 2019
3*2019
Modeling Volatility in Dynamic Term Structure Models
H Doshi, K Jacobs, R Liu
University of Houston University of Houston Duquesne University, 2020
22020
Capital Investment and Asset Returns in Dynamic Oligopolies
H Doshi, P Kumar
12021
Asset Variance Risk and Compound Option Prices
H Doshi, J Ericsson, M Fournier, SB Seo
Available at SSRN 3885357, 2021
2021
Corporate Hedging, Investment, and Higher Moments of Stock Returns
H Doshi, P Kumar, V Zurita
Investment, and Higher Moments of Stock Returns (March 1, 2021), 2021
2021
Oligopolistic Investment, Markups and Asset Pricing
H Doshi, P Kumar
Markups and Asset Pricing (March 17, 2020), 2020
2020
What Interbank Rates Tell Us About Time-Varying Disaster Risk
H Doshi, HJ Kim, SB Seo
Available at SSRN 3469087, 2019
2019
Never a Dull Moment: Entropy Risk in Commodity Markets
F Chabi-Yo, H Doshi, V Zurita
Available at SSRN 3300843, 2019
2019
Synthetic Options and Implied Volatility for the Corporate Bond Market
SSH Chen, H Doshi, SB Seo
Journal of Financial and Quantitative Analysis, 1-31, 2018
2018
The ETF-Index Volatility Spread
H Doshi, JS Oberoi
2016
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