Turan Bali

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Na základe mandátov na financovanie

Spoluautori

Nusret CakiciFordham UniversityOverená e-mailová adresa na: fordham.edu
Stephen J. BrownDavid S. Loeb Professor of Finance, NYU Stern School of BusinessOverená e-mailová adresa na: stern.nyu.edu
Scott MurrayRobinson College of Business, Georgia State UniversityOverená e-mailová adresa na: gsu.edu
Yigit AtilganProfessor of Finance at Sabanci UniversityOverená e-mailová adresa na: sabanciuniv.edu
Robert EngleNew York UniversityOverená e-mailová adresa na: stern.nyu.edu
Robert F. WhitelawNYU, Stern School of BusinessOverená e-mailová adresa na: stern.nyu.edu
Jennie BaiGeorgetown University & NBEROverená e-mailová adresa na: georgetown.edu
Haim LevyThe Hebrew University of JerusalemOverená e-mailová adresa na: mail.huji.ac.il
Mustafa O. CaglayanFlorida International UniversityOverená e-mailová adresa na: fiu.edu
Avanidhar SubrahmanyamGoldyne and Irwin Hearsh Distinguished Professor, UCLAOverená e-mailová adresa na: anderson.ucla.edu
A. Doruk GunaydinAssociate Professor of Finance, Sabanci UniversityOverená e-mailová adresa na: sabanciuniv.edu
Armen HovakimianBaruch CollegeOverená e-mailová adresa na: baruch.cuny.edu
Fousseni Chabi-YoIsenberg School of Management, University of Massachusetts-AmherstOverená e-mailová adresa na: isenberg.umass.edu
Lin PengBaruch CollegeOverená e-mailová adresa na: baruch.cuny.edu
Liuren WuWollman Distinguished Professor of Finance, Baruch CollegeOverená e-mailová adresa na: baruch.cuny.edu
Xuemin Sterling YanLehigh UniversityOverená e-mailová adresa na: lehigh.edu
Panayiotis TheodossiouProfessor of Finance, Ball State UniversityOverená e-mailová adresa na: bsu.edu
Dashan HuangSingapore Management UniversityOverená e-mailová adresa na: smu.edu.sg
David WeinbaumSyracuse UniversityOverená e-mailová adresa na: syr.edu
Zhe (Joe) ZHANGAssociate Professor in Finance, Singapore Management UniversityOverená e-mailová adresa na: smu.edu.sg

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Turan Bali

Robert Parker Chair Professor of Finance, Georgetown University

Overená e-mailová adresa na: georgetown.edu - Domovská stránka

Asset Pricing Investments Behavioral Finance Hedge Funds Risk Management


Názov Zoradiť podľa citácií Zoradiť podľa roka Zoradiť podľa názvu	Citované v Citované v	Rok
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	1944	2011
Idiosyncratic volatility and the cross section of expected returns TG Bali, N Cakici Journal of Financial and Quantitative Analysis 43 (1), 29-58, 2008	925	2008
Does idiosyncratic risk really matter TG Bali, N Cakici, X Yan, Z Zhang Journal of Finance 60 (2), 905-929, 2005	642	2005
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	554	2012
Volatility spreads and expected stock returns TG Bali, A Hovakimian Management Science 55 (11), 1797-1812, 2009	479	2009
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	461	2017
The Joint Cross Section of Stocks and Options BJE An, A Ang, TG Bali, N Cakici Journal of Finance 69 (5), 2279-2337, 2014	442	2014
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	436*	2017
RETRACTED: 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	408	2019
Empirical asset pricing: The cross section of stock returns TG Bali, RF Engle, S Murray John Wiley & Sons, 2016	400	2016
Macroeconomic risk and hedge fund returns TG Bali, SJ Brown, MO Caglayan Journal of Financial Economics 114 (1), 1-19, 2014	371	2014
The Intertemporal Capital Asset Pricing Model with Dynamic Conditional Correlations TG Bali, RF Engle Journal of Monetary Economics 57 (4), 377-390, 2010	356*	2010
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	351	2009
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	304	2013
The intertemporal relation between expected returns and risk TG Bali Journal of Financial Economics 87 (1), 101-131, 2008	300	2008
An extreme value approach to estimating volatility and value at risk TG Bali Journal of Business 76 (1), 83-108, 2003	269	2003
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	252	2006
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	245	2020
Risk, uncertainty, and expected returns TG Bali, H Zhou Journal of Financial and Quantitative Analysis 51 (3), 707-735, 2016	245	2016
Liquidity Shocks and Stock Market Reactions T Bali, L Peng, Y Shen, Y Tang Review of Financial Studies 27 (5), 1434-1485, 2014	231	2014

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