Narrow search
Showing 21 - 30 of 43
Cover Image
Excessive variation in risk-factor correlations and volatilities
Bali, Turan G.; Genberg, Hans; Neftci, Salih N. - In: The journal of futures markets 22 (2002) 12, pp. 1119-1146
Persistent link: https://www.econbiz.de/10001713588
Cover Image
Does idiosyncratic risk really matter?
Bali, Turan G.; Cakici, Nusret; Yan, Xuemin Sterling; … - In: The journal of finance : the journal of the American … 60 (2005) 2, pp. 905-930
Persistent link: https://www.econbiz.de/10002730681
Cover Image
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.; Cakici, Nusret; Levy, Haim - In: Journal of empirical finance 15 (2008) 5, pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
Cover Image
The conditional beta and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Tang, Yi - In: Financial management 38 (2009) 1, pp. 103-137
Persistent link: https://www.econbiz.de/10003851884
Cover Image
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
Cover Image
World market risk, country-specific risk and expected returns in international stock markets
Bali, Turan G.; Cakici, Nusret - In: Journal of banking & finance 34 (2010) 6, pp. 1152-1165
Persistent link: https://www.econbiz.de/10003977937
Cover Image
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
Cover Image
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
Cover Image
Book-to-market and the cross-section of expected returns in international stock markets
Bali, Turan G.; Cakici, Nusret; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 101-115
Persistent link: https://www.econbiz.de/10009708215
Cover Image
The new issues puzzle : evidence from non-US firms
Bali, Turan G.; Cakici, Nusret; Fabozzi, Frank J. - In: Applied economics letters 20 (2013) 16/18, pp. 1586-1591
Persistent link: https://www.econbiz.de/10010222105