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The generalized extreme value...
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ECONIS (ZBW)
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121
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
-
2013
Persistent link: https://www.econbiz.de/10010191590
Saved in:
122
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
Saved in:
123
The joint cross section of stocks and options
An, Byeong-je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
-
2013
Persistent link: https://www.econbiz.de/10010210735
Saved in:
124
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:
125
Liquidity shocks and stock market reactions
Bali, Turan G.
;
Peng, Lin
;
Shen, Yannan
;
Tang, Yi
- In:
The review of financial studies
27
(
2014
)
5
,
pp. 1434-1485
Persistent link: https://www.econbiz.de/10010370791
Saved in:
126
Volatility spreads and expected stock returns
Bali, Turan G.
;
Hovakimian, Armen
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
Saved in:
127
Empirical estimates of inflation tax Laffer surfaces : a 30-country study
Bali, Turan G.
;
Thurston, Thom B.
- In:
Journal of development economics
63
(
2000
)
2
,
pp. 529-546
Persistent link: https://www.econbiz.de/10001529963
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128
The role of exchange rates in intertemporal risk-return relations
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of international money and finance
29
(
2010
)
8
,
pp. 1670-1686
Persistent link: https://www.econbiz.de/10009239632
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129
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:
130
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
- In:
Review of asset pricing studies
4
(
2014
)
2
,
pp. 206-246
Persistent link: https://www.econbiz.de/10010476900
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