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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~language:"sqi"
~person:"Bali, Turan G."
~person:"Caporale, Guglielmo Maria"
~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
EU-Staaten
Konjunktur
Lernprozess
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Rational expectations
United States
Capital income
5
Kapitaleinkommen
5
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Schätzung
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Bali, Turan G.
Caporale, Guglielmo Maria
Massa, Massimo
7
McConnell, John J.
7
Subrahmanyam, Avanidhar
6
Agarwal, Vikas
5
Agrawal, Anup
5
Chemmanur, Thomas J.
5
Kumar, Alok
5
Lee, Bong-soo
5
Li, Kai
5
Michaely, Roni
5
Ritter, Jay
5
Sadka, Ronnie
5
Shastri, Kuldeep
5
Titman, Sheridan
5
Wei, K. C. John
5
Zhou, Guofu
5
Bessembinder, Hendrik
4
Chordia, Tarun
4
Da, Zhi
4
Ederington, Louis H.
4
Golec, Joseph
4
Hameed, Allaudeen
4
Jacobs, Kris
4
Jarrow, Robert A.
4
Jiang, George J.
4
Karceski, Jason
4
Loughran, Tim
4
Masulis, Ronald W.
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Santa-Clara, Pedro
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Sorescu, Sorin M.
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Trigeorgis, Lenos
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Akbas, Ferhat
3
Aragon, George O.
3
Battalio, Robert H.
3
Bradley, Daniel
3
Chan, Louis K. C.
3
Chang, Eric Chieh
3
Chen, Lin
3
Chen, Sheng-syan
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Journal of financial and quantitative analysis : JFQA
Applied economics letters
6
Economic modelling
6
Empirica : journal of european economics
6
Journal of financial economics
6
The journal of futures markets
6
Journal of banking & finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
International review of financial analysis
3
Journal of economic integration
3
Journal of economics and finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The review of financial studies
3
Applied economics
2
Applied financial economics
2
Bulletin of economic research
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of economics & business
2
Journal of international money and finance
2
Journal of macroeconomics
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
National Institute economic review
2
Review of financial economics : RFE
2
Review of international economics
2
The Manchester School
2
The journal of finance : the journal of the American Finance Association
2
The journal of fixed income
2
The journal of portfolio management : a publication of Institutional Investor
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Budgetary policy modelling : public expenditure
1
China finance review international
1
Cogent economics & finance
1
Comparative economic studies
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
Eastern economic journal
1
Econometric reviews
1
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ECONIS (ZBW)
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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
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:
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
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
Saved in:
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