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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The review of economics and statistics"
~person:"Bali, Turan G."
~person:"Chordia, Tarun"
~subject:"Volatility"
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Bali, Turan G.
Chordia, Tarun
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Applied financial economics
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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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
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2
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:
3
Risk-neutral skewness, informed trading, and the cross section of stock returns
Chordia, Tarun
;
Lin, Tse-Chun
;
Xiang, Vincent
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
5
,
pp. 1713-1737
Persistent link: https://www.econbiz.de/10012618491
Saved in:
4
Are capital market anomalies common to equity and corporate bond markets? : an empirical investigation
Chordia, Tarun
;
Goyal, Amit
;
Nozawa, Yoshio
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1301-1342
Persistent link: https://www.econbiz.de/10011927915
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