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Left-tail momentum : underreaction to bad news, costly arbitrage and equity returns
Atilgan, Yigit; Bali, Turan G.; Demirtas, K. Ozgur; … - In: Journal of financial economics 135 (2020) 3, pp. 725-753
Persistent link: https://www.econbiz.de/10012543218
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Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.; Günaydin, A. Doruk; Jansson, Thomas; … - In: Journal of financial economics 150 (2023) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
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Left-Tail Momentum : Underreaction to Bad News, Costly Arbitrage and Equity Returns
Atilgan, Yigit - 2020
. Thus, low returns in the left-tail of the distribution persist into the future causing left-tail return momentum. We find … less investor attention and that are costlier to arbitrage …
Persistent link: https://www.econbiz.de/10012853459
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Investor Regret and Stock Returns
Arısoy, Yakup Eser; Bali, Turan G.; Tang, Yi - 2021
attention capacity, costly arbitrage, and informational frictions …
Persistent link: https://www.econbiz.de/10013221025
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Lottery demand, lottery factor, and anomalies
Bali, Turan G.; Wen, Quan - In: Review of financial economics : RFE 41 (2023) 4, pp. 392-407
Persistent link: https://www.econbiz.de/10014431277
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Disagreement in Economic Forecasts and Equity Returns : Risk or Mispricing?
Bali, Turan G. - 2020
fairly priced stocks. Thus, our results support the mispricing and arbitrage risk hypotheses that the positive (negative …
Persistent link: https://www.econbiz.de/10012856755
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Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns
Bali, Turan G. - 2012
of earnings yield. These results are robust after controlling for book-to-market, size, price momentum and post …
Persistent link: https://www.econbiz.de/10013116939
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Bonds versus stocks : investors' age and risk taking
Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim; Wolf, … - In: Journal of monetary economics 56 (2009) 6, pp. 817-830
Persistent link: https://www.econbiz.de/10003894068
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Corporate financing activities and contrarian investment
Bali, Turan G.; Demirtas, K. Ozgur; Hovakimian, Armen - In: Review of finance : journal of the European Finance … 14 (2010) 3, pp. 543-584
Persistent link: https://www.econbiz.de/10008662601
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Machine Forecast Disagreement
Bali, Turan G.; Kelly, Bryan T.; Moerke, Mathis; … - 2023
induced by short-sale costs and limits-to-arbitrage …
Persistent link: https://www.econbiz.de/10014340974