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Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots

Liu, Tao; Guan, Xinyue; Wei, Yigang; Xue, Shan; Xu, Liang - In: Energy economics 121 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014438458

Guest editorial: uncertainty and asset prices : evidence at times of COVID-19 and beyond

Chiang, Thomas C.; Tang, Yi - In: China finance review international 13 (2023) 3, pp. 305-308

Persistent link: https://www.econbiz.de/10014362708

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

Special issue: uncertainty and asset prices : evidence at times of COVID-19 and beyond

Chiang, Thomas C. (ed.); Tang, Yi (ed.) - 2023

Persistent link: https://www.econbiz.de/10014362723

Cyclicality in the catastrophic risk of financial institutions

Allen, Linda; Bali, Turan G.; Tang, Yi - In: Current directions in financial regulation : [papers …, (pp. 71-112). 2005

Persistent link: https://www.econbiz.de/10003202869

What's the contingency? : a proposal for bank contingent capital triggered by systemic risk

Allen, Linda; Tang, Yi - In: Journal of financial stability 26 (2016), pp. 1-14

Persistent link: https://www.econbiz.de/10011705266

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

Is Economic Uncertainty Priced in the Cross-Section of Stock Returns?

Bali, Turan G. - 2016

We investigate the role of economic uncertainty in the cross-sectional pricing of individual stocks and equity portfolios. We estimate stock exposure to an economic uncertainty index and show that stocks in the lowest uncertainty beta decile generate 6% more annualized risk-adjusted return...

Persistent link: https://www.econbiz.de/10012986401

Disagreement in Economic Forecasts and Equity Returns : Risk or Mispricing?

Bali, Turan G. - 2020

We quantify disagreement about the economy with ex-ante measures of divergence of opinion among economic forecasters and investigate if economic disagreement has a significant impact on the cross-sectional pricing of individual stocks. We find a significant disagreement premium of 7.2% per...

Persistent link: https://www.econbiz.de/10012856755

Cyclicality in the catastrophic risk of financial institutions

Allen, Linda; Bali, Turan G.; Tang, Yi - In: Operational risk modelling and analysis : theory and …, (pp. 209-246). 2004

Persistent link: https://www.econbiz.de/10002770669