Jennie Bai

2.1k total citations · 1 hit paper
41 papers, 1.0k citations indexed

About

Jennie Bai is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Jennie Bai has authored 41 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Finance, 19 papers in Economics and Econometrics and 14 papers in Accounting. Recurrent topics in Jennie Bai's work include Banking stability, regulation, efficiency (22 papers), Credit Risk and Financial Regulations (20 papers) and Financial Markets and Investment Strategies (14 papers). Jennie Bai is often cited by papers focused on Banking stability, regulation, efficiency (22 papers), Credit Risk and Financial Regulations (20 papers) and Financial Markets and Investment Strategies (14 papers). Jennie Bai collaborates with scholars based in United States, Switzerland and Singapore. Jennie Bai's co-authors include Thomas Philippon, Alexi Savov, Pierre Collin‐Dufresne, Arvind Krishnamurthy, Turan G. Bali, Jonathan H. Wright, Éric Ghysels, Quan Wen, Hong Ru and Robert S. Goldstein and has published in prestigious journals such as SHILAP Revista de lepidopterología, The Journal of Finance and Journal of Financial Economics.

In The Last Decade

Jennie Bai

39 papers receiving 959 citations

Hit Papers

align trajectories sort by overperformance

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Have financial markets become more informative?

2016 263 citations Jennie Bai, Thomas Philippon et al. Journal of Financial Economics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Jennie Bai United States	15	790	437	352	156	69	41	1.0k
Sergey Chernenko United States	16	760 1.0×	584 1.3×	350 1.0×	262 1.7×	46 0.7×	44	1.0k
Snehal Banerjee United States	13	766 1.0×	451 1.0×	433 1.2×	103 0.7×	124 1.8×	36	910
Nuttawat Visaltanachoti New Zealand	16	757 1.0×	689 1.6×	300 0.9×	234 1.5×	115 1.7×	82	1.0k
Petko S. Kalev Australia	14	637 0.8×	501 1.1×	284 0.8×	105 0.7×	110 1.6×	66	811
Elena Kalotychou United Kingdom	15	498 0.6×	331 0.8×	278 0.8×	174 1.1×	65 0.9×	43	770
Huu Nhan Duong Australia	13	482 0.6×	440 1.0×	575 1.6×	90 0.6×	47 0.7×	67	921
J. Kenton Zumwalt United States	17	809 1.0×	508 1.2×	426 1.2×	157 1.0×	124 1.8×	46	993
Marco Wilkens Germany	18	686 0.9×	430 1.0×	326 0.9×	67 0.4×	59 0.9×	90	829
Dennis Bams Netherlands	11	557 0.7×	376 0.9×	327 0.9×	148 0.9×	55 0.8×	36	719
Xiaoqing Eleanor Xu United States	15	482 0.6×	496 1.1×	158 0.4×	157 1.0×	39 0.6×	47	680

Countries citing papers authored by Jennie Bai

Since Specialization

Citations

This map shows the geographic impact of Jennie Bai's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jennie Bai with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jennie Bai more than expected).

Fields of papers citing papers by Jennie Bai

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jennie Bai. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jennie Bai. The network helps show where Jennie Bai may publish in the future.

Co-authorship network of co-authors of Jennie Bai

This figure shows the co-authorship network connecting the top 25 collaborators of Jennie Bai. A scholar is included among the top collaborators of Jennie Bai based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jennie Bai. Jennie Bai is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Bai, Jennie, et al.. (2023). Replication of BBW Factors with WRDS Data. SSRN Electronic Journal. 3 indexed citations

2.

Bai, Jennie, et al.. (2023). The Value of Data to Fixed Income Investors. SSRN Electronic Journal. 1 indexed citations

3.

Wright, Jonathan L., Jennie Bai, & Éric Ghysels. (2021). State Space Models and MIDAS Regressions. Carolina Digital Repository (University of North Carolina at Chapel Hill). 1 indexed citations

4.

Aggarwal, Reena, Jennie Bai, & Luc Laeven. (2020). Safe-Asset Shortages: Evidence from the European Government Bond Lending Market. Journal of Financial and Quantitative Analysis. 56(8). 2689–2719. 10 indexed citations

5.

Bai, Jennie, Robert S. Goldstein, & Fan Yang. (2020). Is the credit spread puzzle a myth?. Journal of Financial Economics. 137(2). 297–319. 28 indexed citations

6.

Bai, Jennie & Pierre Collin‐Dufresne. (2018). The CDS‐bond basis. Financial Management. 48(2). 417–439. 77 indexed citations

7.

Bai, Jennie, Robert S. Goldstein, & Fan Yang. (2018). The leverage effect and the basket-index put spread. Journal of Financial Economics. 131(1). 186–205. 9 indexed citations

8.

Bai, Jennie, et al.. (2018). Cross-Asset Information Synergy in Mutual Fund Families. SSRN Electronic Journal. 1 indexed citations

9.

Bai, Jennie, et al.. (2017). Measuring Liquidity Mismatch in the Banking Sector. The Journal of Finance. 73(1). 51–93. 111 indexed citations

10.

Aggarwal, Reena, Jennie Bai, & Luc Laeven. (2016). The Role of the Government Bond Lending Market in Collateral Transformation. SSRN Electronic Journal. 7 indexed citations

11.

Bai, Jennie, et al.. (2016). Anchoring Credit Default Swap Spreads to Firm Fundamentals. Journal of Financial and Quantitative Analysis. 51(5). 1521–1543.

12.

Bai, Jennie, Thomas Philippon, & Alexi Savov. (2016). Have financial markets become more informative?. Journal of Financial Economics. 122(3). 625–654. 263 indexed citations breakdown →

13.

Ang, Andrew, et al.. (2015). The Great Wall of Debt: The Cross Section of Chinese Local Government Credit Spreads. SSRN Electronic Journal. 36 indexed citations

14.

Aggarwal, Reena, Jennie Bai, & Luc Laeven. (2015). Sovereign Debt, Securities Lending, and Financing During Crisis. SSRN Electronic Journal. 1 indexed citations

15.

Bai, Jennie, Pierre Collin‐Dufresne, Robert S. Goldstein, & Jean Helwege. (2012). On Bounding Credit Event Risk Premia. SSRN Electronic Journal. 4 indexed citations

16.

Bai, Jennie & Liuren Wu. (2012). Anchoring Credit Default Swap Spreads to Firm Fundamentals. SSRN Electronic Journal. 14 indexed citations

17.

Bai, Jennie & Pierre Collin‐Dufresne. (2011). The CDS-Bond Basis During the Financial Crisis of 2007-2009. SSRN Electronic Journal. 11 indexed citations

18.

Bai, Jennie. (2010). Equity premium predictions with adaptive macro indexes. RePEc: Research Papers in Economics. 1 indexed citations

19.

Bai, Jennie. (2010). Equity Premium Predictions with Adaptive Macro Indexes. SSRN Electronic Journal. 7 indexed citations

20.

Bai, Jennie. (2008). Equity Premium Predictions with Adaptive Macro Indices. SSRN Electronic Journal. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact