Turan G. Bali

According to our database1, Turan G. Bali authored at least 8 papers between 2007 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2018
Unusual News Flow and the Cross Section of Stock Returns.
Manag. Sci., 2018

2017
Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns.
Manag. Sci., 2017

2013
Do Hedge Funds Outperform Stocks and Bonds?
Manag. Sci., 2013

2011
A Generalized Measure of Riskiness.
Manag. Sci., 2011

2009
Volatility Spreads and Expected Stock Returns.
Manag. Sci., 2009

2007
An Extreme Value Approach to Estimating Interest-Rate Volatility: Pricing Implications for Interest-Rate Options.
Manag. Sci., 2007

A conditional-SGT-VaR approach with alternative GARCH models.
Ann. Oper. Res., 2007

Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions.
Ann. Oper. Res., 2007


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