Jennie Bai

Jennie Bai

Georgetown University - Washington / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 1414678
person_outline Jennie Bai's MOST POPULAR ARTICLES
1-) Have financial markets become more informative?J Bai, T Philippon, A SavovJournal of Financial Economics 122 (3), 625-654, 20163712016
2-) Common risk factors in the cross-section of corporate bond returnsJ Bai, TG Bali, Q WenJournal of Financial Economics 131 (3), 619-642, 20192522019
3-) Measuring liquidity mismatch in the banking sectorJ Bai, A Krishnamurthy, CH WeymullerThe journal of Finance 73 (1), 51-93, 20182152018
4-) State space models and MIDAS regressionsJ Bai, E Ghysels, JH WrightEconometric Reviews 32 (7), 779-813, 20132242013
5-) The CDS‐bond basisJ Bai, P Collin‐DufresneFinancial Management 48 (2), 417-439, 20192092019