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~type_genre:"Aufsatz in Zeitschrift"
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The Risk-Neutral Distribution...
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Capital income
78
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78
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52
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48
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48
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45
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45
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Aufsatz in Zeitschrift
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Bali, Turan G.
77
Cakici, Nusret
61
Zaremba, Adam
16
Chabi-Yo, Fousseni
15
Demirtas, K. Ozgur
11
Tang, Yi
11
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8
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5
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Wen, Quan
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4
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4
Levy, Haim
4
Tan, Sinan
4
Bakshi, Gurdip S.
3
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3
Fieberg, Christian
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Garcia, René
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Long, Huaigang
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Metko, Daniel
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2
Harpaz, Giora
2
Hessel, Chris
2
Hovakimian, Armen
2
Karagozoglu, Ahmet K.
2
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Journal of banking & finance
16
Journal of financial economics
15
Journal of financial and quantitative analysis : JFQA
13
The journal of futures markets
12
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The review of financial studies
6
Journal of international money and finance
5
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3
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3
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3
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3
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2
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2
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2
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2
Advances in futures and options research : a research annual
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Applied economics letters
1
China finance review international
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
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ECONIS (ZBW)
143
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143
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1
A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
57
(
2015
),
pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
Saved in:
2
A generalized measure of riskiness
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1406-1423
Persistent link: https://www.econbiz.de/10009297010
Saved in:
3
A lottery-demand-based explanation of the beta anomaly
Bali, Turan G.
;
Brown, Stephen J.
;
Murray, Scott
;
Tang, Yi
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337
Saved in:
4
Does risk-neutral skewness predict the cross section of equity option portfolio returns?
Bali, Turan G.
;
Murray, Scott
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
4
,
pp. 1145-1171
Persistent link: https://www.econbiz.de/10010255208
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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