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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Bali, Turan G.
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Management science : journal of the Institute for Operations Research and the Management Sciences
NYU Working Paper
46
Discussion paper / Department of Economics, University of California San Diego
41
NBER Working Paper
35
NBER working paper series
33
Working paper / National Bureau of Economic Research, Inc.
32
NBER Working Papers
28
Georgetown McDonough School of Business Research Paper
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of econometrics
18
The review of financial studies
18
Journal of banking & finance
17
Journal of financial economics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Working paper / National Bureau of Economic Research, Inc
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Journal of financial and quantitative analysis : JFQA
14
The journal of futures markets
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Journal of Econometrics
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Working Paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of monetary economics
9
The review of economics and statistics
8
Journal of Banking & Finance
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Journal of Financial Econometrics
7
Journal of international money and finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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Working paper series / University of Zurich, Department of Economics
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Journal of Financial Economics
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Journal of Futures Markets
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Journal of empirical finance
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The journal of portfolio management : a publication of Institutional Investor
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Econometrics Working Papers Archive
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Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
2
An extreme value approach to estimating interest-rate volatility: pricing implications for interest-rate options
Bali, Turan G.
- In:
Management science : journal of the Institute for …
53
(
2007
)
2
,
pp. 323-339
Persistent link: https://www.econbiz.de/10003435740
Saved in:
3
Volatility spreads and expected stock returns
Bali, Turan G.
;
Hovakimian, Armen
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
Saved in:
4
Do hedge funds outperform stocks and bonds?
Bali, Turan G.
;
Brown, Stephen J.
;
Demirtas, K. Ozgur
- In:
Management science : journal of the Institute for …
59
(
2013
)
8
,
pp. 1887-1903
Persistent link: https://www.econbiz.de/10009788943
Saved in:
5
A generalized measure of riskiness
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1406-1423
Persistent link: https://www.econbiz.de/10009297010
Saved in:
6
Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
Saved in:
7
Volatility Spreads and Expected Stock Returns
Bali, Turan G.
;
Hovakimian, Armen
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1797-1812
Persistent link: https://www.econbiz.de/10008326765
Saved in:
8
Do Hedge Funds Outperform Stocks and Bonds?
Bali, Turan G.
;
Brown, Stephen J.
;
Demirtas, K. Ozgur
- In:
Management science : journal of the Institute for …
59
(
2013
)
8
,
pp. 1887-1903
Persistent link: https://www.econbiz.de/10010163284
Saved in:
9
A Generalized Measure of Riskiness
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1406-1424
Persistent link: https://www.econbiz.de/10009252594
Saved in:
10
Value uncertainty
Bali, Turan G.
;
Del Viva, Luca
;
El Hefnawy, Menatalla
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
7
,
pp. 4548-4563
Persistent link: https://www.econbiz.de/10015046305
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