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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Public choice"
~language:"eng"
~language:"sqi"
~person:"Bali, Turan G."
~person:"Brock, William A."
~subject:"CAPM"
~subject:"Dynamic equilibrium"
~subject:"EU-Staaten"
~subject:"Konjunktur"
~subject:"Lernprozess"
~subject:"Monetary policy"
~subject:"Neue politische Ökonomie"
~subject:"Rational expectations"
~subject:"United States"
~type:"article"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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CAPM
Dynamic equilibrium
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15
Theory
15
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Bali, Turan G.
Brock, William A.
Grofman, Bernard
15
Hommes, Cars H.
14
Shughart, William F.
14
Munger, Michael C.
11
Arifovic, Jasmina
10
Boettke, Peter J.
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Holcombe, Randall G.
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Li, Kai
10
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8
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8
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Mueller, Dennis C.
8
Anufriev, Mikhail
7
Buchanan, James M.
7
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7
Kenny, Lawrence W.
7
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7
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6
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Journal of economic dynamics & control
Journal of financial and quantitative analysis : JFQA
Public choice
Journal of financial economics
6
The journal of futures markets
6
Journal of banking & finance
4
The review of financial studies
4
Journal of monetary economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The journal of finance : the journal of the American Finance Association
3
Journal of economics & business
2
Journal of mathematical economics
2
The journal of fixed income
2
The journal of portfolio management : a publication of Institutional Investor
2
Applied economics letters
1
Asymmetric information, corporate finance, and investment
1
China finance review international
1
Current directions in financial regulation : [papers presented at the Conference Current Directions in Financial Regulation, held in Toronto, Ont., May 13 - 14, 2004]
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Equilibrium, markets and dynamics : essays in honour of Claus Weddepohl ; with 6 tables
1
Estudios económicos
1
Financial management
1
International journal of economic theory
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of empirical finance
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Journal of government and economics : JGE
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Journal of international money and finance
1
Journal of money, credit and banking : JMCB
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Macroeconomic dynamics
1
Review of asset pricing studies
1
The Singapore economic review
1
The economy as an evolving complex system
1
The journal of business : B
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The review of economics and statistics
1
The theory of markets : [proceedings of the Colloquium 'Theory of Markets and their Functioning', Amsterdam, 1 - 3 July 1998]
1
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ECONIS (ZBW)
12
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1
Growth options and related stock market anomalies : profitability, distress, lotteryness, and volatility
Bali, Turan G.
;
Del Viva, Luca
;
Lambertides, Neophytos
; …
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
7
,
pp. 2150-2180
Persistent link: https://www.econbiz.de/10012307558
Saved in:
2
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:
3
A tale of two correlations : evidence and theory regarding the phase shift between the price level and output
Brock, William A.
;
Haslag, Joseph H.
- In:
Journal of economic dynamics & control
67
(
2016
),
pp. 40-57
Persistent link: https://www.econbiz.de/10011708393
Saved in:
4
Design limits and dynamic policy analysis
Brock, William A.
;
Durlauf, Steven N.
;
Rondina, Giacomo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2710-2728
Persistent link: https://www.econbiz.de/10010348108
Saved in:
5
Does risk-neutral skewness predict the cross section of equity option portfolio returns?
Bali, Turan G.
;
Murray, Scott
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
4
,
pp. 1145-1171
Persistent link: https://www.econbiz.de/10010255208
Saved in:
6
More hedging instruments may destabilize markets
Brock, William A.
;
Hommes, Cars H.
;
Wagener, Florian …
- In:
Journal of economic dynamics & control
33
(
2009
)
11
,
pp. 1912-1928
Persistent link: https://www.econbiz.de/10003888582
Saved in:
7
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:
8
A conditional extreme value volatility estimator based on high-frequency returns
Bali, Turan G.
;
Weinbaum, David
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 361-397
Persistent link: https://www.econbiz.de/10003412285
Saved in:
9
Local robustness analysis : theory and application
Brock, William A.
;
Durlauf, Steven N.
- In:
Journal of economic dynamics & control
29
(
2005
)
11
,
pp. 2067-2092
Persistent link: https://www.econbiz.de/10003172941
Saved in:
10
Expectational diversity in monetary economies
Brock, William A.
;
Fontnouvelle, Patrick de
- In:
Journal of economic dynamics & control
24
(
2000
)
5/7
,
pp. 725-759
Persistent link: https://www.econbiz.de/10001465671
Saved in:
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