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~person:"Bali, Turan G."
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Bali, Turan G.
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360
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ECONIS (ZBW)
94
RePEc
7
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1
Common
risk
factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
2
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
Saved in:
3
Disagreement in economic forecasts and equity returns :
risk
or mispricing?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
China finance review international
13
(
2023
)
3
,
pp. 309-341
Persistent link: https://www.econbiz.de/10014362710
Saved in:
4
Global downside
risk
and equity returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012140071
Saved in:
5
Rejoinder on: nonparametric tail
risk
, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
6
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
Saved in:
7
Predictability of
Risk
Measures in International Stock Markets
Bali, Turan G.
-
2012
This paper investigates the predictability of variance and value at-
risk
(VaR) measures in international stock markets … determine the persistency of these
risk
measures. We find that for all G7 countries considered in the paper persistency in …
Persistent link: https://www.econbiz.de/10013116934
Saved in:
8
In Search of Systematic
Risk
and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market
Bai, Jennie
-
2019
We propose a comprehensive measure of systematic
risk
for corporate bonds as a nonlinear function of robust
risk
… factors and find a significantly positive link between systematic
risk
and the time-series and cross-section of future bond … returns. We also find a positive but insignificant relation between idiosyncratic
risk
and future bond returns, suggesting …
Persistent link: https://www.econbiz.de/10012479944
Saved in:
9
Is There an Intertemporal Relation between Downside
Risk
and Expected Returns?
Bali, Turan G.
-
2012
This paper examines the intertemporal relation between downside
risk
and expected stock returns. Value at
risk
(VaR …), expected shortfall, and tail
risk
are used as measures of downside
risk
to determine the existence and significance of a
risk
…-return tradeoff. We find a positive and significant relation between downside
risk
and the portfolio returns on NYSE …
Persistent link: https://www.econbiz.de/10013116938
Saved in:
10
Betting Against Beta or Demand for Lottery
Bali, Turan G.
-
2018
phenomenon to funding liquidity
risk
. We demonstrate that price pressure driven by demand for lottery-like stocks plays a … for lottery demand, the betting against beta phenomenon disappears, while other firm characteristics, measures of
risk
…
Persistent link: https://www.econbiz.de/10012937830
Saved in:
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