Precarious politics and return volatility M Boutchkova, H Doshi, A Durnev, A Molchanov The Review of Financial Studies 25 (4), 1111-1154, 2012 | 592 | 2012 |
Managerial activeness and mutual fund performance H Doshi, R Elkamhi, M Simutin The Review of Asset Pricing Studies 5 (2), 156-184, 2015 | 187 | 2015 |
Uncertainty, capital investment, and risk management H Doshi, P Kumar, V Yerramilli Management Science 64 (12), 5769-5786, 2018 | 130 | 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 | 86 | 2013 |
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 | 70 | 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 | 67 | 2019 |
The term structure of expected recovery rates H Doshi, R Elkamhi, C Ornthanalai Journal of Financial and Quantitative Analysis, 1-43, 2017 | 50* | 2017 |
Pricing structured products with economic covariates YS Choi, H Doshi, K Jacobs, SM Turnbull Journal of Financial Economics 135 (3), 754-773, 2020 | 8 | 2020 |
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 |
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 |
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 |
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 | 4 | 2023 |
Information in the term structure: A forecasting perspective H Doshi, K Jacobs, R Liu Management Science 67 (8), 5255-5277, 2021 | 4 | 2021 |
Modeling volatility in dynamic term structure models H Doshi, K Jacobs, R Liu Journal of Financial Economics 161, 103926, 2024 | 2 | 2024 |
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 | 2 | 2023 |
Options on Interbank Rates and Implied Disaster Risk H Doshi, HJ Kim, SB Seo FEDS Working Paper, 2023 | 1 | 2023 |
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 |