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~person:"Asai, Manabu"
~person:"Cakici, Nusret"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Kapitalmarktrendite"
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Capital market returns
24
Kapitalmarktrendite
24
Volatility
11
Volatilität
11
Capital income
10
Forecasting model
10
Kapitaleinkommen
10
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The cross-section of stock returns
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Asai, Manabu
Cakici, Nusret
McAleer, Michael
65
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25
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25
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13
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Bali, Turan G.
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ECONIS (ZBW)
24
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21
The joint cross section of stocks and options
An, Byeong-Je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
Saved in:
22
Book-to-market and the cross-section of expected returns in international stock markets
Bali, Turan G.
;
Cakici, Nusret
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
2
,
pp. 101-115
Persistent link: https://www.econbiz.de/10009708215
Saved in:
23
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
-
2013
Persistent link: https://www.econbiz.de/10010191590
Saved in:
24
The joint cross section of stocks and options
An, Byeong-je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
-
2013
Persistent link: https://www.econbiz.de/10010210735
Saved in:
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