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Does systemic risk in the financial sector predict future economic downturns?
Allen, Linda; Bali, Turan G.; Tang, Yi - In: The review of financial studies 25 (2012) 10, pp. 3000-3036
Persistent link: https://www.econbiz.de/10009630178
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Option return predictability with machine learning and big data
Bali, Turan G.; Beckmeyer, Heiner; Mörke, Mathis; … - In: The review of financial studies 36 (2023) 9, pp. 3548-3602
Persistent link: https://www.econbiz.de/10014331550