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~isPartOf:"Economics letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"fin"
~language:"spa"
~person:"Bali, Turan G."
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"Financial crisis"
~subject:"Hedgefonds"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"USA"
~type:"article"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Book Part"
~type_genre:"Conference proceedings"
~type_genre:"Market information"
~type_genre:"Systematic review"
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ARCH-Modell
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10
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8
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7
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Aufsatz in Zeitschrift
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English
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Bali, Turan G.
Berger, Allen N.
17
Lien, Da-hsiang Donald
17
Moshirian, Fariborz
15
Tse, Yiuman
15
Chang, Eric Chieh
14
Gil-Alaña, Luis A.
14
Ma, Feng
14
Brorsen, B. Wade
12
Cakici, Nusret
12
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12
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12
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11
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11
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11
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10
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10
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10
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10
Kurov, Alexander
10
Narayan, Paresh Kumar
10
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10
Saunders, Anthony
10
Simon, David P.
10
Wang, George H. K.
10
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9
Christiansen, Charlotte
9
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9
Locke, Peter R.
9
Malliaris, Anastasios G.
9
Peel, David
9
Peterson, David R.
9
Slovin, Myron B.
9
Xiong, Xiong
9
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9
Zhong, Angel
9
Akhigbe, Aigbe O.
8
Bohl, Martin T.
8
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8
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8
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Economics letters
International review of financial analysis
Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The journal of futures markets
Journal of financial and quantitative analysis : JFQA
9
Journal of financial economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The review of financial studies
3
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2
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2
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2
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2
Applied economics letters
1
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1
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1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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1
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1
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
17
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1
Upside potential of hedge funds as a predictor of future performance
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of banking & finance
98
(
2019
),
pp. 212-229
Persistent link: https://www.econbiz.de/10012162272
Saved in:
2
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
Saved in:
3
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
4
A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
57
(
2015
),
pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
Saved in:
5
World market risk, country-specific risk and expected returns in international stock markets
Bali, Turan G.
;
Cakici, Nusret
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1152-1165
Persistent link: https://www.econbiz.de/10003977937
Saved in:
6
Nonlinear mean reversion in stock prices
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
Saved in:
7
The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
Bali, Turan G.
;
Mo, Hengyong
;
Tang, Yi
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 269-282
Persistent link: https://www.econbiz.de/10003647212
Saved in:
8
Testing mean reversion in financial market volatility : evidence from S&P 500 index futures
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003746336
Saved in:
9
A new look at hedging with derivatives : will firms reduce market risk exposure?
Bali, Turan G.
;
Hume, Susan R.
;
Martell, Terrence F.
- In:
The journal of futures markets
27
(
2007
)
11
,
pp. 1053-1083
Persistent link: https://www.econbiz.de/10003627056
Saved in:
10
Value at risk and the cross-section of hedge fund returns
Bali, Turan G.
;
Gokcan, Suleyman
;
Liang, Bing
- In:
Journal of banking & finance
31
(
2007
)
4
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10003459175
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