Periodo de publicación recogido
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Jennie Bai, Turan G. Bali, Quan Wen
Journal of financial economics, ISSN 0304-405X, Vol. 150, Nº. 3, 2023, pág. 6
Do the rich gamble in the stock market? Low risk anomalies and wealthy households
Turan G. Bali, A. Doruk Gunaydin, Thomas Jansson, Yigitcan Karabulut
Journal of financial economics, ISSN 0304-405X, Vol. 150, Nº. 2, 2023, pág. 9
Long-term reversals in the corporate bond market
Turan G. Bali, Avanidhar Subrahmanyam, Quan Wen
Journal of financial economics, ISSN 0304-405X, Vol. 139, Nº. 2, 2021, págs. 656-677
Jennie Bai, Turan G. Bali, Quan Wen
Journal of financial economics, ISSN 0304-405X, Vol. 142, Nº. 3, 2021, págs. 1017-1037
Left-tail momentum: Underrreaction to bad news, costly arbitrage and equity returns
Yigit Atilgan, Turan G. Bali, K. Ozgur Demirtas, A. Doruk Gunaydin
Journal of financial economics, ISSN 0304-405X, Vol. 135, Nº. 3, 2020, págs. 725-753
Upside potential of hedge funds as a predictor of future performance
Turan G. Bali, Stephen J. Brown, Mustafa Onur Caglayan
Journal of banking and finance, ISSN 0378-4266, Vol. 98, Nº. 1, 2019, págs. 212-229
Common risk factors in the cross-section of corporate bond returns
Jennie Bai, Turan G. Bali, Quan Wen
Journal of financial economics, ISSN 0304-405X, Vol. 131, Nº. 3, 2019, págs. 619-642
Is economic uncertainty priced in the cross-section of stock returns?
Turan G. Bali, Stephen J. Brown, Yi Tang
Journal of financial economics, ISSN 0304-405X, Vol. 126, Nº. 3, 2017, págs. 471-489
Macroeconomic risk and hedge fund returnsOriginal.
Turan G. Bali, Stephen J. Brown, Mustafa Onur Caglayan
Journal of financial economics, ISSN 0304-405X, Vol. 114, Nº. 1, 2014, págs. 1-19
Liquidity shocks and stock market reactions
Turan G. Bali, Lin Peng, Yannan Shen, Yi Tang
Review of Financial Studies, ISSN-e 1465-7368, Vol. 27, Nº. 5, 2014, págs. 1434-1485
The joint cross section of stocks and options
Byeong-Je An, Andrew Ang, Turan G. Bali, Nusret Cakici
The Journal of finance, ISSN 0022-1082, Vol. 69, Nº 5, 2014, págs. 2279-2337
Do Hedge Funds Outperform Stocks and Bonds?
Turan G. Bali, Stephen J. Brown, K. Ozgur Demirtas
Management science: journal of the Institute for operations research and the management sciences, ISSN 0025-1909, Vol. 59, Nº. 8, 2013, págs. 1887-1903
Systematic risk and the cross section of hedge fund returns.
Turan G. Bali, Stephen J. Brown, Mustafa Onur Caglayan
Journal of financial economics, ISSN 0304-405X, Vol. 106, Nº. 1, 2012, págs. 114-131
Maxing out: Stocks as lotteries and the cross-section of expected returns.
Turan G. Bali, Nusret Cakiti, Robert F. Whitelaw
Journal of financial economics, ISSN 0304-405X, Vol. 99, Nº. 2, 2011, págs. 427-446
Do hedge funds' exposures to risk factors predict their future returns?
Turan G. Bali, Stephen J. Brown, Mustafa Onur Caglayan
Journal of financial economics, ISSN 0304-405X, Vol. 101, Nº. 1, 2011, págs. 36-68
The intertemporal relation between expected returns and risk.
Turan G. Bali
Journal of financial economics, ISSN 0304-405X, Vol. 87, Nº. 1, 2008, págs. 101-131
Does Idiosyncratic Risk Really Matter?
ZHE ZHANG, Turan G. Bali, XUEMIN (STERLING) YAN, NUSRET CAKICI
The Journal of finance, ISSN 0022-1082, Vol. 60, Nº 2, 2005, págs. 905-929
Turan G. Bali
Journal of banking and finance, ISSN 0378-4266, Vol. 27, Nº. 2, 2003, págs. 201-228
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