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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
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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. 427-447
Persistent link: https://www.econbiz.de/10008770483
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Bear beta
Lu, Zhongijn; Murray, Scott - In: Journal of financial economics 131 (2019) 3, pp. 736-760
Persistent link: https://www.econbiz.de/10012133542
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Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip S.; Chabi-Yo, Fousseni - In: Journal of financial economics 105 (2012) 1, pp. 191-208
Persistent link: https://www.econbiz.de/10009622426
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The conditional expected market return
Chabi-Yo, Fousseni; Loudis, Johnathan - In: Journal of financial economics 137 (2020) 3, pp. 752-786
Persistent link: https://www.econbiz.de/10012588362
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Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip; Chabi-Yo, Fousseni - In: Journal of financial economics 105 (2012) 1, pp. 191-209
Persistent link: https://www.econbiz.de/10009979029
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Multivariate crash risk
Chabi-Yo, Fousseni; Huggenberger, Markus; Weigert, Florian - In: Journal of financial economics 145 (2022) 1, pp. 129-153
Persistent link: https://www.econbiz.de/10013473731
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The intertemporal relation between expected returns and risk
Bali, Turan G. - In: Journal of financial economics 87 (2008) 1, pp. 101-131
Persistent link: https://www.econbiz.de/10003628885
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Salience theory and the cross-section of stock returns : International and further evidence
Cakici, Nusret; Zaremba, Adam - In: Journal of financial economics 146 (2022) 2, pp. 689-725
Persistent link: https://www.econbiz.de/10013482348
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Do hedge funds exposures to risk factors predict their future returns?
Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 101 (2011) 1, pp. 36-68
Persistent link: https://www.econbiz.de/10009242998