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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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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
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An analysis of the wealth effects of Japanese offshore dollar-denominated convertible and warrant bond issues
Kang, Jun-koo; Kim, Yong-cheol; Park, Kyung-joo; Stulz, … - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 257-270
Persistent link: https://www.econbiz.de/10001218105
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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