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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

An empirical comparison of continuous time models of the short term interest rate

Bali, Turan G. - In: The journal of futures markets 19 (1999) 7, pp. 777-797

Persistent link: https://www.econbiz.de/10001443351

US money demand and the welfare cost of inflation in a currency-deposit model

Bali, Turan G. - In: Journal of economics & business 52 (2000) 3, pp. 233-258

Persistent link: https://www.econbiz.de/10001496465

Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models

Bali, Turan G. - In: The journal of futures markets 20 (2000) 8, pp. 717-751

Persistent link: https://www.econbiz.de/10001523755

Modeling the stochastic behavior of short-term interest rates : pricing implications for discount bonds

Bali, Turan G. - In: Journal of banking & finance 27 (2003) 2, pp. 201-228

Persistent link: https://www.econbiz.de/10001721795

The intertemporal relation between expected returns and risk

Bali, Turan G. - In: Journal of financial economics 87 (2008) 1, pp. 101-131

Persistent link: https://www.econbiz.de/10003628885

Comment on: nonparametric tail risk, stock returns, and the macroeconomy

Bali, Turan G. - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 413-417

Persistent link: https://www.econbiz.de/10011987520

On the efficiency of monetary policy rules with flexible prices and rational expectations

Bali, Turan G.; Thurston, Thom B. - In: Journal of economics & business 54 (2002) 6, pp. 615-631

Persistent link: https://www.econbiz.de/10001725986

A comparative study of alternative extreme-value volatility estimators

Bali, Turan G.; Weinbaum, David - In: The journal of futures markets 25 (2005) 9, pp. 873-892

Persistent link: https://www.econbiz.de/10003106015

Attention, Social Interaction, and Investor Attraction to Lottery Stocks

Bali, Turan G. - 2019

We test the hypothesis that retail investors' attraction to lottery stocks induces overvaluation, and is amplified by high attention and social interactions. The lottery premium (negative abnormal returns) is stronger for high-retail-ownership stocks—especially those that also have high...

Persistent link: https://www.econbiz.de/10012891568