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~person:"Demirtas, K. Ozgur"
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Demirtas, K. Ozgur
Bali, Turan G.
349
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ECONIS (ZBW)
34
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7
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1
Aggregate earnings, firm-level earnings, and expected stock returns
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Tehranian, Hassan
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
3
,
pp. 657-684
Persistent link: https://www.econbiz.de/10003757790
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Nonlinear mean reversion in stock prices
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
Saved in:
6
Implied volatility spreads and expected market returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 87-101
Persistent link: https://www.econbiz.de/10011389785
Saved in:
7
International equity markets : risk and return
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
International finance : a survey
,
(pp. 184-209)
.
2013
Persistent link: https://www.econbiz.de/10009708971
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/10009788943
Saved in:
9
Predictability of risk measures in international stock markets
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
Stock market volatility
,
(pp. 313-322)
.
2009
Persistent link: https://www.econbiz.de/10003830482
Saved in:
10
Testing mean reversion in financial market volatility : evidence from S&P 500 index futures
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003746336
Saved in:
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