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
4142012
Managerial activeness and mutual fund performance
H Doshi, R Elkamhi, M Simutin
The Review of Asset Pricing Studies 5 (2), 156-184, 2015
942015
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
642013
Uncertainty, capital investment, and risk management
H Doshi, P Kumar, V Yerramilli
Management Science 64 (12), 5769-5786, 2018
52*2018
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
442017
The term structure of expected recovery rates
H Doshi, R Elkamhi, C Ornthanalai
Journal of Financial and Quantitative Analysis, 1-43, 2017
42*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
272019
Pricing structured products with economic covariates
YS Choi, H Doshi, K Jacobs, SM Turnbull
Journal of Financial Economics 135 (3), 754-773, 2020
62020
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
6*2018
Information in the term structure: A forecasting perspective
H Doshi, K Jacobs, R Liu
Management Science 67 (8), 5255-5277, 2021
22021
Are credit markets tone deaf? Evidence from credit default swaps
H Doshi, S Patel, S Ramani, M Sooy
Evidence from Credit Default Swaps (February 1, 2019), 2019
22019
Synthetic Options on a Corporate Bond Index
SSH Chen, H Doshi, SB Seo
1*2021
Asset Variance Risk and Compound Option Prices
H Doshi, J Ericsson, M Fournier, SB Seo
Available at SSRN 3885357, 2021
2021
Oligopolistic Investment, Markups and Asset Pricing
H Doshi, P Kumar
Markups and Asset Pricing (March 17, 2020), 2020
2020
Modeling Volatility in Dynamic Term Structure Models
H Doshi, K Jacobs, R Liu
Available at SSRN 3745975, 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
The ETF-Index Volatility Spread
H Doshi, JS Oberoi
2016
A Comprehensive Look at the Option-Implied Predictors of Stock Returns
H Doshi, Y Luo, J Yae
2015
Relationship Between Pre-stimulus EEG and Evoked Potential Morphology
H Doshi
University of Houston, 2004
2004
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Articles 1–20