Turan G. Bali

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

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2018

Unusual News Flow and the Cross Section of Stock Returns.

Turan G. Bali, Andriy Bodnaruk, Anna Scherbina, Yi Tang

Manag. Sci., 2018

2017

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

Turan G. Bali, Robert F. Engle, Yi Tang

Manag. Sci., 2017

2013

Do Hedge Funds Outperform Stocks and Bonds?

Turan G. Bali, Stephen J. Brown, K. Ozgur Demirtas

Manag. Sci., 2013

2011

A Generalized Measure of Riskiness.

Turan G. Bali, Nusret Cakici, Fousseni Chabi-Yo

Manag. Sci., 2011

2009

Volatility Spreads and Expected Stock Returns.

Turan G. Bali, Armen Hovakimian

Manag. Sci., 2009

2007

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

Turan G. Bali

Manag. Sci., 2007

A conditional-SGT-VaR approach with alternative GARCH models.

Turan G. Bali, Panayiotis Theodossiou

Ann. Oper. Res., 2007

Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions.

Turan G. Bali

Ann. Oper. Res., 2007