Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
Testing lead-lag relations between portfolio under price-limits
Chiao, Chaoshin; Hung, Ken; Srivastava, Suresh C. - In: Applied economics letters 11 (2004) 5, pp. 313-317
Persistent link: https://www.econbiz.de/10002032995
Cover Image
The new issues puzzle : evidence from non-US firms
Bali, Turan G.; Cakici, Nusret; Fabozzi, Frank J. - In: Applied economics letters 20 (2013) 16/18, pp. 1586-1591
Persistent link: https://www.econbiz.de/10010222105
Cover Image
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
Cover Image
Inferring aggregate market expectations from the cross section of stock prices
Bali, Turan G.; Nichols, D. Craig; Weinbaum, David - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 3, pp. 1064-1099
Persistent link: https://www.econbiz.de/10015055400