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Knowledge search and governance choice: international joint ventures in the People's Republic of China

Li, Jiatao; Shenkar, Oded - In: Governing knowledge-processes, (pp. 91-109). 2003

Persistent link: https://www.econbiz.de/10001817796

Disagreement in economic forecasts and equity returns : risk or mispricing?

Bali, Turan G.; Brown, Stephen J.; Tang, Yi - In: China finance review international 13 (2023) 3, pp. 309-341

Persistent link: https://www.econbiz.de/10014362710

The role of banks in dividend policy

Allen, Linda; Gottesman, Aron A.; Saunders, Anthony; … - In: Financial management 41 (2012) 3, pp. 591-613

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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 - 2013 - This draft: October 8, 2012

This paper investigates the significance of dynamic conditional beta in predicting the cross-sectional variation in expected stock returns. The results indicate that the time-varying conditional beta is alive and well in the cross-section of daily stock returns. Portfolio-level analyses and...

Persistent link: https://www.econbiz.de/10009710605

Time-varying sharpe ratios and market timing

Tang, Yi; Whitelaw, Robert F. - In: The quarterly journal of finance 1 (2011) 3, pp. 465-493

Persistent link: https://www.econbiz.de/10009419267

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

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

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

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

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