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Systematic risk and the cross section of hedge fund returns

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 106 (2012) 1, pp. 114-131

Persistent link: https://www.econbiz.de/10009666668

Do hedge funds exposures to risk factors predict their future returns?

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 101 (2011) 1, pp. 36-68

Persistent link: https://www.econbiz.de/10009242998

Evaluating the performance of value versus glamour stocks : the impact of selection bias

Chan, Louis K. C. - In: Journal of financial economics 38 (1995) 3, pp. 269-296

Persistent link: https://www.econbiz.de/10001180869

Market underreaction to open market share repurchases

Ikenberry, David - In: Journal of financial economics 39 (1995) 2, pp. 181-208

Persistent link: https://www.econbiz.de/10001188050

Common risk factors in the cross-section of corporate bond returns

Bai, Jennie; Bali, Turan G.; Wen, Quan - In: Journal of financial economics 131 (2019) 3, pp. 619-642

Persistent link: https://www.econbiz.de/10012133022

Is economic uncertainty priced in the cross-section of stock returns?

Bali, Turan G.; Brown, Stephen J.; Tang, Yi - In: Journal of financial economics 126 (2017) 3, pp. 471-489

Persistent link: https://www.econbiz.de/10011818201

Maxing out : stocks as lotteries and the cross-section of expected returns

Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446

Persistent link: https://www.econbiz.de/10009242335

Do the rich gamble in the stock market? : low risk anomalies and wealthy households

Bali, Turan G.; Günaydin, A. Doruk; Jansson, Thomas; … - In: Journal of financial economics 150 (2023) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10014462604

Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence

Bai, Jennie; Bali, Turan G.; Wen, Quan - In: Journal of financial economics 142 (2021) 3, pp. 1017-1037

Persistent link: https://www.econbiz.de/10012873314

Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns

Bali, Turan G. - 2016

This paper presents evidence for a significantly positive link between the dynamic conditional beta and the cross-section of daily stock returns. An investment strategy that takes a long position in stocks in the highest conditional beta decile and a short position in stocks in the lowest...

Persistent link: https://www.econbiz.de/10013008033