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person:"Andersen, Torben G."
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Bali, Turan G."
~person:"McMillan, David G."
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Capital income
5
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2
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2
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Andersen, Torben G.
Bali, Turan G.
McMillan, David G.
Titman, Sheridan
5
Wei, K. C. John
4
Chan, Louis K. C.
3
Da, Zhi
3
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Journal of financial and quantitative analysis : JFQA
Georgetown McDonough School of Business Research Paper
17
NBER working paper series
10
Journal of financial economics
8
NBER Working Paper
7
Applied financial economics
5
Journal of banking & finance
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The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Koç University - TÜSİAD Economic Research Forum working paper series
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
5
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1
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
Saved in:
2
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
3
,
pp. 707-735
Persistent link: https://www.econbiz.de/10011610100
Saved in:
3
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. 883-909
Persistent link: https://www.econbiz.de/10003901202
Saved in:
4
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
Saved in:
5
Aggregate earnings, firm-level earnings, and expected stock returns
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Tehranian, Hassan
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
3
,
pp. 657-684
Persistent link: https://www.econbiz.de/10003757790
Saved in:
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