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Unusual news flow and the cross section of stock returns
Bali, Turan G.; Bodnaruk, Andrij; Scherbina, Anna; Tang, Yi - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
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A joint factor model for bonds, stocks, and options
Bali, Turan G.; Beckmeyer, Heiner; Goyal, Amit - 2023 - This version: November 8, 2023
Persistent link: https://www.econbiz.de/10014483091
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World market risk, country-specific risk and expected returns in international stock markets
Bali, Turan G.; Cakici, Nusret - In: Journal of banking & finance 34 (2010) 6, pp. 1152-1165
Persistent link: https://www.econbiz.de/10003977937
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Nonlinear mean reversion in stock prices
Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of banking & finance 32 (2008) 5, pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
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A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.; Cakici, Nusret; Chabi-Yo, Fousseni - In: Journal of banking & finance 57 (2015), pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
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Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, Jose - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
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Global downside risk and equity returns
Atilgan, Yigit; Bali, Turan G.; Demirtas, K. Ozgur; … - In: Journal of international money and finance 98 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012140071
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Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.; Engle, Robert F.; Tang, Yi - In: Management science : journal of the Institute for … 63 (2017) 11, pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
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Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G.; Brown, Stephen J.; Tang, Yi - In: Journal of financial economics 126 (2017) 3, pp. 471-489
Persistent link: https://www.econbiz.de/10011818201
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A lottery-demand-based explanation of the beta anomaly
Bali, Turan G.; Brown, Stephen J.; Murray, Scott; Tang, Yi - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337