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Does risk-neutral skewness predict the cross section of equity option portfolio returns?
Bali, Turan G.; Murray, Scott - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 4, pp. 1145-1171
Persistent link: https://www.econbiz.de/10010255208
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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
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Idiosyncratic Volatility and the Cross Section of Expected Returns
Bali, Turan G.; Cakici, Nusret - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10007981041
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Idiosyncratic volatility and the cross section of expected returns
Bali, Turan G.; Cakici, Nusret - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10003692380
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The bond-pricing implications of rating-based capital requirements
Murray, Scott; Nikolova, Stanislava - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 6, pp. 2177-2207
Persistent link: https://www.econbiz.de/10013367071
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Crash sensitivity and the cross section of expected stock returns
Chabi-Yo, Fousseni; Ruenzi, Stefan; Weigert, Florian - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1059-1100
Persistent link: https://www.econbiz.de/10011930029
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New entropy restrictions and the quest for better-specified asset-pricing models
Bakshi, Gurdip S.; Chabi-Yo, Fousseni - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 6, pp. 2517-2541
Persistent link: https://www.econbiz.de/10012165919
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Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
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Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate
Bali, Turan G. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 191-216
Persistent link: https://www.econbiz.de/10006698102
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Is There an Intertemporal Relation between Downside Risk and Expected Returns?
Bali, Turan G.; Demirtas, K.Ozgur; Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 883-910
Persistent link: https://www.econbiz.de/10008333859