Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions. - Turan G. Bali (Ann. Oper. Res., 2007)

A conditional-SGT-VaR approach with alternative GARCH models. - Turan G. Bali; Panayiotis Theodossiou (Ann. Oper. Res., 2007)

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

Volatility Spreads and Expected Stock Returns. - Turan G. Bali; Armen Hovakimian (Manag. Sci., 2009)

A Generalized Measure of Riskiness. - Turan G. Bali; Nusret Cakici; Fousseni Chabi-Yo (Manag. Sci., 2011)

Do Hedge Funds Outperform Stocks and Bonds? - Turan G. Bali; Stephen J. Brown; K. Ozgur Demirtas (Manag. Sci., 2013)

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)

Unusual News Flow and the Cross Section of Stock Returns. - Turan G. Bali; Andriy Bodnaruk; Anna Scherbina; Yi Tang (Manag. Sci., 2018)

Investor Regret and Stock Returns. - Y. Eser Arisoy; Turan G. Bali; Yi Tang (Manag. Sci., 2024)

Value Uncertainty. - Turan G. Bali; Luca Del Viva; Menatalla El Hefnawy; Lenos Trigeorgis (Manag. Sci., 2024)