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A model-independent measure of aggregate idiosyncratic risk

Bali, Turan G.; Cakici, Nusret; Levy, Haim - In: Journal of empirical finance 15 (2008) 5, pp. 878-896

Persistent link: https://www.econbiz.de/10003776398

In Search of Systematic Risk and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market

Bai, Jennie - 2019

We propose a comprehensive measure of systematic risk for corporate bonds as a nonlinear function of robust risk factors and find a significantly positive link between systematic risk and the time-series and cross-section of future bond returns. We also find a positive but insignificant relation...

Persistent link: https://www.econbiz.de/10012479944

Investor regret and stock returns

Arisoy, Yakup Eser; Bali, Turan G.; Tang, Yi - In: Management science : journal of the Institute for … 70 (2024) 11, pp. 7537-7558

Persistent link: https://www.econbiz.de/10015144204

Hedge funds and the positive idiosyncratic volatility effect

Bali, Turan G.; Weigert, Florian - In: Review of finance : journal of the European Finance … 28 (2024) 5, pp. 1611-1661

Persistent link: https://www.econbiz.de/10015357595

Maxing out : stocks as lotteries and the cross-section of expected returns

Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - 2009

Persistent link: https://www.econbiz.de/10003823652

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

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

Do hedge funds outperform stocks and bonds?

Bali, Turan G.; Brown, Stephen J.; Demirtas, K. Ozgur - In: Management science : journal of the Institute for … 59 (2013) 8, pp. 1887-1903

Persistent link: https://www.econbiz.de/10009788943

Bonds versus stocks : investors' age and risk taking

Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim; Wolf, … - In: Journal of monetary economics 56 (2009) 6, pp. 817-830

Persistent link: https://www.econbiz.de/10003894068

Corporate financing activities and contrarian investment

Bali, Turan G.; Demirtas, K. Ozgur; Hovakimian, Armen - In: Review of finance : journal of the European Finance … 14 (2010) 3, pp. 543-584

Persistent link: https://www.econbiz.de/10008662601