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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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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
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Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - 2009
Persistent link: https://www.econbiz.de/10003823652
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The conditional beta and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Tang, Yi - In: Financial management 38 (2009) 1, pp. 103-137
Persistent link: https://www.econbiz.de/10003851884
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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
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Is there a risk-return trade-off? : evidence from high-frequency data
Bali, Turan G.; Peng, Lin - In: Journal of applied econometrics 21 (2006) 8, pp. 1169-1198
Persistent link: https://www.econbiz.de/10003406262
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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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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
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A generalized extreme value approach to financial risk measurement
Bali, Turan G. - In: Journal of money, credit and banking : JMCB 39 (2007) 7, pp. 1613-1649
Persistent link: https://www.econbiz.de/10003549211
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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