Jennie Bai

Jennie Bai

Georgetown University

H-index: 20

North America-United States

About Jennie Bai

Jennie Bai, With an exceptional h-index of 20 and a recent h-index of 17 (since 2020), a distinguished researcher at Georgetown University, specializes in the field of Asset Pricing, Banking, Financial Intermediary.

His recent articles reflect a diverse array of research interests and contributions to the field:

Carbon emissions trading and environmental protection: International evidence

Is Human-Interaction-based Information Substitutable?

Replication of BBW factors with WRDS data

Retraction notice to “Common risk factors in the cross-section of corporate bond returns”[Journal of Financial Economics 131 (3)(2019) 619-642]

The value of data to fixed income investors

Safe-asset shortages: Evidence from the european government bond lending market

The Components of the CDS Bid-Ask Spreads: A Reduced-form Approach

Is hard and soft information substitutable? Evidence from the lockdowns

Jennie Bai Information

University

Position

___

Citations(all)

2373

Citations(since 2020)

1590

Cited By

1424

hIndex(all)

20

hIndex(since 2020)

17

i10Index(all)

27

i10Index(since 2020)

19

Email

University Profile Page

Georgetown University

Google Scholar

View Google Scholar Profile

Jennie Bai Skills & Research Interests

Asset Pricing

Banking

Financial Intermediary

Top articles of Jennie Bai

Title

Journal

Author(s)

Publication Date

Carbon emissions trading and environmental protection: International evidence

Management Science

Jennie Bai

Hong Ru

2024/3/13

Is Human-Interaction-based Information Substitutable?

Jennie Bai

Massimo Massa

2021/11/29

Replication of BBW factors with WRDS data

Available at SSRN 4476612

Jennie Bai

Turan G Bali

Quan Wen

2023/6/12

Retraction notice to “Common risk factors in the cross-section of corporate bond returns”[Journal of Financial Economics 131 (3)(2019) 619-642]

Journal of Financial Economics

Jennie Bai

Turan G Bali

Quan Wen

2023

The value of data to fixed income investors

Georgetown McDonough School of Business Research Paper

Jennie Bai

Jian Li

Asaf Manela

2023

Safe-asset shortages: Evidence from the european government bond lending market

Journal of Financial and Quantitative Analysis

Reena Aggarwal

Jennie Bai

Luc Laeven

2021/12

The Components of the CDS Bid-Ask Spreads: A Reduced-form Approach

JENNIE BAI

MAY HU

XIAOXIA YE

FAN YU

2021/5

Is hard and soft information substitutable? Evidence from the lockdowns

Jennie Bai

Massimo Massa

2021/2/1

Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence

Journal of Financial Economics

Jennie Bai

Turan G Bali

Quan Wen

2021/12/1

Is the credit spread puzzle a myth?

Journal of Financial Economics

Jennie Bai

Robert S Goldstein

Fan Yang

2020/8/1

Cross-asset information synergy in mutual fund families

Jun Kyung Auh

Jennie Bai

2020/1/6

See List of Professors in Jennie Bai University(Georgetown University)

Co-Authors

H-index: 100
Shang-Jin Wei

Shang-Jin Wei

Columbia University in the City of New York

H-index: 74
Eric Ghysels

Eric Ghysels

University of North Carolina at Chapel Hill

H-index: 55
Thomas Philippon

Thomas Philippon

New York University

H-index: 54
Turan Bali

Turan Bali

Georgetown University

H-index: 47
Arvind Krishnamurthy

Arvind Krishnamurthy

Stanford University

H-index: 36
Reena Aggarwal

Reena Aggarwal

Georgetown University

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