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~person:"Cakici, Nusret"
~person:"Timmermann, Allan"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Cakici, Nusret
Timmermann, Allan
Gupta, Rangan
36
Titman, Sheridan
17
Bali, Turan G.
15
Fama, Eugene F.
15
Wohar, Mark E.
15
Jegadeesh, Narasimhan
14
Chordia, Tarun
13
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13
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12
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11
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10
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10
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10
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10
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9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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8
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8
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8
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8
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The journal of finance : the journal of the American Finance Association
5
The review of financial studies
2
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1
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1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
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ECONIS (ZBW)
16
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1
Break risk
Smith, Simon C.
;
Timmermann, Allan
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 2045-2100
Persistent link: https://www.econbiz.de/10012504734
Saved in:
2
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
3
Tracking the evolution of idiosyncratic risk and cross-sectional expected returns for US REITs
Cakici, Nusret
;
Erol, Isil
;
Tırtıroğlu, Doğan
- In:
The journal of real estate finance and economics
48
(
2014
)
3
,
pp. 415-440
Persistent link: https://www.econbiz.de/10010402358
Saved in:
4
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
- In:
Review of asset pricing studies
4
(
2014
)
2
,
pp. 206-246
Persistent link: https://www.econbiz.de/10010476900
Saved in:
5
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:
6
The new issues puzzle : evidence from non-US firms
Bali, Turan G.
;
Cakici, Nusret
;
Fabozzi, Frank J.
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1586-1591
Persistent link: https://www.econbiz.de/10010222105
Saved in:
7
Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
- In:
Journal of financial economics
99
(
2011
)
2
,
pp. 427-446
Persistent link: https://www.econbiz.de/10009242335
Saved in:
8
The conditional beta and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Tang, Yi
- In:
Financial management
38
(
2009
)
1
,
pp. 103-137
Persistent link: https://www.econbiz.de/10003851884
Saved in:
9
Elusive return predictability
Timmermann, Allan
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003661140
Saved in:
10
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003309995
Saved in:
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