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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Journal of financial and quantitative analysis : JFQA
Georgetown McDonough School of Business Research Paper
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ECONIS (ZBW)
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1
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:
2
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
3
,
pp. 707-735
Persistent link: https://www.econbiz.de/10011610100
Saved in:
3
A lottery-demand-based explanation of the beta anomaly
Bali, Turan G.
;
Brown, Stephen J.
;
Murray, Scott
;
Tang, Yi
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337
Saved in:
4
Is there an intertemporal relation between downside risk and expected returns?
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
4
,
pp. 883-909
Persistent link: https://www.econbiz.de/10003901202
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Aggregate earnings, firm-level earnings, and expected stock returns
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Tehranian, Hassan
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
3
,
pp. 657-684
Persistent link: https://www.econbiz.de/10003757790
Saved in:
8
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/10007981041
Saved in:
9
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. 191-216
Persistent link: https://www.econbiz.de/10006698102
Saved in:
10
Is There an Intertemporal Relation between Downside Risk and Expected Returns?
Bali, Turan G.
;
Demirtas, K.Ozgur
;
Levy, Haim
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
4
,
pp. 883-910
Persistent link: https://www.econbiz.de/10008333859
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