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subject:"Impact assessment"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Bali, Turan G."
~subject:"Kapitaleinkommen"
~subject:"Risk measure"
~subject:"Statistical distribution"
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Journal of financial and quantitative analysis : JFQA
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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
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2
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
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