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Turan Bali
Turan Bali
Robert Parker Chair Professor of Finance, Georgetown University
Bestätigte E-Mail-Adresse bei georgetown.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Maxing out: Stocks as lotteries and the cross-section of expected returns
TG Bali, N Cakici, RF Whitelaw
Journal of Financial Economics 99 (2), 427-446, 2011
18042011
Idiosyncratic volatility and the cross section of expected returns
TG Bali, N Cakici
Journal of Financial and Quantitative Analysis 43 (1), 29-58, 2008
8962008
Does idiosyncratic risk really matter
TG Bali, N Cakici, X Yan, Z Zhang
Journal of Finance 60 (2), 905-929, 2005
6312005
Does systemic risk in the financial sector predict future economic downturns?
L Allen, TG Bali, Y Tang
Review of Financial Studies 25 (10), 3000-3036, 2012
5312012
Volatility spreads and expected stock returns
TG Bali, A Hovakimian
Management Science 55 (11), 1797-1812, 2009
4642009
The Joint Cross Section of Stocks and Options
BJE An, A Ang, TG Bali, N Cakici
Journal of Finance 69 (5), 2279-2337, 2014
4262014
Is economic uncertainty priced in the cross-section of stock returns?
TG Bali, SJ Brown, Y Tang
Journal of Financial Economics 126 (3), 471-489, 2017
415*2017
A lottery-demand-based explanation of the beta anomaly
TG Bali, SJ Brown, S Murray, Y Tang
Journal of Financial and Quantitative Analysis 52 (6), 2369-2397, 2017
406*2017
Common risk factors in the cross-section of corporate bond returns
J Bai, TG Bali, Q Wen
Journal of Financial Economics 131 (3), 619-642, 2019
3962019
Empirical asset pricing: The cross section of stock returns
TG Bali, RF Engle, S Murray
John Wiley & Sons, 2016
3642016
The Intertemporal Capital Asset Pricing Model with Dynamic Conditional Correlations
TG Bali, RF Engle
Journal of Monetary Economics 57 (4), 377-390, 2010
355*2010
Macroeconomic risk and hedge fund returns
TG Bali, SJ Brown, MO Caglayan
Journal of Financial Economics 114 (1), 1-19, 2014
3532014
Is there an intertemporal relation between downside risk and expected returns?
TG Bali, KO Demirtas, H Levy
Journal of Financial and Quantitative Analysis 44 (4), 883-909, 2009
3452009
Does risk-neutral skewness predict the cross-section of equity option portfolio returns?
TG Bali, S Murray
Journal of Financial and Quantitative Analysis 48 (4), 1145-1171, 2013
2962013
The intertemporal relation between expected returns and risk
TG Bali
Journal of Financial Economics 87 (1), 101-131, 2008
2962008
An extreme value approach to estimating volatility and value at risk
TG Bali
Journal of Business 76 (1), 83-108, 2003
2572003
Is there a risk–return trade‐off? Evidence from high‐frequency data
TG Bali, L Peng
Journal of Applied Econometrics 21 (8), 1169-1198, 2006
2422006
Risk, uncertainty, and expected returns
TG Bali, H Zhou
Journal of Financial and Quantitative Analysis 51 (3), 707-735, 2016
2342016
Liquidity Shocks and Stock Market Reactions
T Bali, L Peng, Y Shen, Y Tang
Review of Financial Studies 27 (5), 1434-1485, 2014
2232014
Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
Y Atilgan, TG Bali, KO Demirtas, AD Gunaydin
Journal of Financial Economics 135 (3), 725-753, 2020
2172020
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