Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G., Brown, Stephen J., Tang, Yi
Published in Journal of financial economics (01.12.2017)
Published in Journal of financial economics (01.12.2017)
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Journal Article
Maxing out: Stocks as lotteries and the cross-section of expected returns
Bali, Turan G., Cakici, Nusret, Whitelaw, Robert F.
Published in Journal of financial economics (01.02.2011)
Published in Journal of financial economics (01.02.2011)
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Journal Article
A Lottery-Demand-Based Explanation of the Beta Anomaly
Bali, Turan G., Brown, Stephen J., Murray, Scott, Tang, Yi
Published in Journal of financial and quantitative analysis (01.12.2017)
Published in Journal of financial and quantitative analysis (01.12.2017)
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Journal Article
Long-term reversals in the corporate bond market
Bali, Turan G., Subrahmanyam, Avanidhar, Wen, Quan
Published in Journal of financial economics (01.02.2021)
Published in Journal of financial economics (01.02.2021)
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Journal Article
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Bali, Turan G., Murray, Scott
Published in Journal of financial and quantitative analysis (01.08.2013)
Published in Journal of financial and quantitative analysis (01.08.2013)
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Journal Article
Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
Atilgan, Yigit, Bali, Turan G., Demirtas, K. Ozgur, Gunaydin, A. Doruk
Published in Journal of financial economics (01.03.2020)
Published in Journal of financial economics (01.03.2020)
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Journal Article
Idiosyncratic Volatility and the Cross Section of Expected Returns
Bali, Turan G., Cakici, Nusret
Published in Journal of financial and quantitative analysis (01.03.2008)
Published in Journal of financial and quantitative analysis (01.03.2008)
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Journal Article
The Macroeconomic Uncertainty Premium in the Corporate Bond Market
Bali, Turan G., Subrahmanyam, Avanidhar, Wen, Quan
Published in Journal of financial and quantitative analysis (01.08.2021)
Published in Journal of financial and quantitative analysis (01.08.2021)
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Journal Article
Macroeconomic risk and hedge fund returns
Bali, Turan G., Brown, Stephen J., Caglayan, Mustafa O.
Published in Journal of financial economics (01.10.2014)
Published in Journal of financial economics (01.10.2014)
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Journal Article
Unusual News Flow and the Cross Section of Stock Returns
Bali, Turan G., Bodnaruk, Andriy, Scherbina, Anna, Tang, Yi
Published in Management science (01.09.2018)
Published in Management science (01.09.2018)
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Journal Article
Do the rich gamble in the stock market? Low risk anomalies and wealthy households
Bali, Turan G., Gunaydin, A. Doruk, Jansson, Thomas, Karabulut, Yigitcan
Published in Journal of financial economics (01.11.2023)
Published in Journal of financial economics (01.11.2023)
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Journal Article
Aggregate Earnings, Firm-Level Earnings, and Expected Stock Returns
Bali, Turan G., Demirtas, K. Ozgur, Tehranian, Hassan
Published in Journal of financial and quantitative analysis (01.09.2008)
Published in Journal of financial and quantitative analysis (01.09.2008)
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Journal Article
Inferring Aggregate Market Expectations from the Cross Section of Stock Prices
Bali, Turan G., Nichols, D. Craig, Weinbaum, David
Published in Journal of financial and quantitative analysis (01.05.2024)
Published in Journal of financial and quantitative analysis (01.05.2024)
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Journal Article