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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
5982012
Managerial activeness and mutual fund performance
H Doshi, R Elkamhi, M Simutin
The Review of Asset Pricing Studies 5 (2), 156-184, 2015
1892015
Uncertainty, capital investment, and risk management
H Doshi, P Kumar, V Yerramilli
Management Science 64 (12), 5769-5786, 2018
1332018
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
872013
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
732017
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
672019
The term structure of expected recovery rates
H Doshi, R Elkamhi, C Ornthanalai
Journal of Financial and Quantitative Analysis, 1-43, 2017
52*2017
Pricing structured products with economic covariates
YS Choi, H Doshi, K Jacobs, SM Turnbull
Journal of Financial Economics 135 (3), 754-773, 2020
92020
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
8*2018
The risk and return of equity and credit index options
H Doshi, J Ericsson, M Fournier, SB Seo
Journal of Financial Economics 161, 103932, 2024
6*2024
Synthetic options and implied volatility for the corporate bond market
SSH Chen, H Doshi, SB Seo
Journal of Financial and Quantitative Analysis 58 (3), 1295-1325, 2023
52023
Uncertain tone, asset volatility and credit default swap spreads
H Doshi, S Patel, S Ramani, M Sooy
Journal of Contemporary Accounting & Economics 19 (3), 100380, 2023
4*2023
Information in the term structure: A forecasting perspective
H Doshi, K Jacobs, R Liu
Management Science 67 (8), 5255-5277, 2021
42021
Modeling volatility in dynamic term structure models
H Doshi, K Jacobs, R Liu
Journal of Financial Economics 161, 103926, 2024
32024
Never a dull moment: Entropy risk in commodity markets
F Chabi-Yo, H Doshi, V Zurita
The Review of Asset Pricing Studies 13 (4), 734-783, 2023
22023
Options on Interbank Rates and Implied Disaster Risk
H Doshi, HJ Kim, SB Seo
FEDS Working Paper, 2023
12023
Capital Investment, Equity Returns, and Aggregate Dynamics in Oligopolistic Production Economies
H Doshi, P Kumar
The Review of Financial Studies, hhae053, 2024
2024
Federal Reserve Speeches and Sovereign Credit Risk
A Anand, H Doshi, A Kumar, J Pathak
IIM Bangalore Research Paper, 2024
2024
Accounting Transparency and the Implied Volatility Skew
H Doshi, J Ericsson, S Szaura, F Yu
Available at SSRN 4225996, 2022
2022
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
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