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Bonds versus stocks: Investors’ age and risk taking
Bali, Turan G.; Demirtas, K.Ozgur; Levy, Haim; Wolf, Avner - In: Journal of monetary economics 56 (2009) 6, pp. 817-830
Persistent link: https://www.econbiz.de/10008311715
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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. 883-910
Persistent link: https://www.econbiz.de/10008333859
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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/10008107065
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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/10007995463
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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/10007895957
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EQUITY VALUATION - PEER PRESSURE
Bali, Turan G.; Demirtas, K.Ozgur; Hovakimian, Armen; … - In: The journal of portfolio management : a publication of … 32 (2006) 3, pp. 80-91
Persistent link: https://www.econbiz.de/10007261361