Turan G. Bali

Publication Activity (10 Years)

Years Active: 2007-2024
Publications (10 Years): 3

Top Topics

Top Venues

Publications

Turan G. Bali, Luca Del Viva, Menatalla El Hefnawy, Lenos Trigeorgis
Value Uncertainty. Manag. Sci. 70 (7) (2024)
Turan G. Bali, Andriy Bodnaruk, Anna Scherbina, Yi Tang
Unusual News Flow and the Cross Section of Stock Returns. Manag. Sci. 64 (9) (2018)
Turan G. Bali, Robert F. Engle, Yi Tang
Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns. Manag. Sci. 63 (11) (2017)
Turan G. Bali, Stephen J. Brown, K. Ozgur Demirtas
Do Hedge Funds Outperform Stocks and Bonds? Manag. Sci. 59 (8) (2013)
Turan G. Bali, Nusret Cakici, Fousseni Chabi-Yo
A Generalized Measure of Riskiness. Manag. Sci. 57 (8) (2011)
Turan G. Bali, Armen Hovakimian
Volatility Spreads and Expected Stock Returns. Manag. Sci. 55 (11) (2009)
Turan G. Bali
An Extreme Value Approach to Estimating Interest-Rate Volatility: Pricing Implications for Interest-Rate Options. Manag. Sci. 53 (2) (2007)
Turan G. Bali, Panayiotis Theodossiou
A conditional-SGT-VaR approach with alternative GARCH models. Ann. Oper. Res. 151 (1) (2007)
Turan G. Bali
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions. Ann. Oper. Res. 151 (1) (2007)