Feedback to SSRN

 
  • Selected
  • Entire List
 

Bali, Turan G.


 SSRN Author Rank: 213 by Downloads
 Robert S. Parker Chair Professor of Business Administration
 

Georgetown University - Robert Emmett McDonough School of Business


 3700 O Street, NW
 Washington, DC 20057
 United States
 (202) 687-5388 (Phone)
 (202) 687-4031 (Fax)
 HOME PAGE: http://faculty.msb.edu/tgb27/index.html
 email address


  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Bali, Turan G.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
42,302
Total
Citations
545
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Hovakimian, Armen
Baruch College - Zicklin School of Business
Posted:
12 Nov 07
Last Revised:
27 Feb 12
2,304
(3,167)
32

2.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Posted:
08 Jan 10
Last Revised:
24 Mar 14
2,204
(3,413)
17

3.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Posted:
03 Mar 06
Last Revised:
27 Feb 12
2,083
(3,761)
76

4.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J.
New York University - Stern School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
15 Mar 11
Last Revised:
27 Feb 12
1,444
(7,153)
 

5.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Hume, Susan
The College of New Jersey - School of Business
Martell, Terrence F.
City University of New York (CUNY) - Baruch College - Zicklin School of Business
Posted:
11 Oct 06
1,279
(8,723)
3

6.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Whitelaw, Robert
New York University
Posted:
03 Sep 08
Last Revised:
27 Feb 12
1,234
(9,294)
47

7.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Hovakimian, Armen
Baruch College - Zicklin School of Business
Posted:
15 Oct 06
Last Revised:
27 Feb 12
1,221
(9,446)
 

8.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Tang, Yi
Fordham University - School of Business
Posted:
23 Jun 12
Last Revised:
18 Jul 15
1,207
(9,628)
1

9.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Heidari, Massoud
Caspian Capital Management, LLC
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
03 Aug 06
1,156
(10,315)
4

10.  
Testing Mean Reversion in Stock Market Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Futures Markets, Vol. 28, No. 1, pp. 1-33, 2008
Number of Pages in PDF File: 36
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
17 Oct 06
Last Revised:
27 Feb 12
1,125
(10,754)
1

11.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Posted:
04 Feb 08
Last Revised:
27 Feb 12
1,124
(10,778)
10

12.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Peng, Lin
Baruch College/CUNY - Zicklin School of Business
Shen, Yannan
CUNY Baruch College
Tang, Yi
Fordham University - School of Business
Posted:
13 Mar 12
Last Revised:
22 Sep 13
1,068
(11,704)
2

13.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Gokcan, Suleyman
Citigroup Alternative Investments
Liang, Bing
University of Massachusetts Amherst - Department of Finance & Operations Management
Posted:
18 Mar 05
1,059
(11,862)
33

14.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Murray, Scott
J. Mack Robinson College of Business - Georgia State University
Posted:
22 Mar 10
Last Revised:
09 Jul 13
1,019
(12,621)
7

15.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J.
New York University - Stern School of Business
Caglayan, Mustafa O.
Ozyegin University
Posted:
18 Feb 10
Last Revised:
27 Feb 12
1,005
(12,854)
9

16.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
30 Jul 11
Last Revised:
29 Aug 14
985
(6,828)
38

17.   Incl. Electronic Paper
Allen, Linda
City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Posted:
18 Feb 04
Last Revised:
27 Feb 12
883
(13,645)
13

18.  
A Conditional Extreme Value Volatility Estimator Based on High-Frequency Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, Forthcoming
Number of Pages in PDF File: 43
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Weinbaum, David
Syracuse University
Posted:
22 Jan 07
936
(14,344)
4

19.  
Bonds Versus Stocks: Investors' Age and Risk Taking | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Monetary Economics, Vol. 56, No. 6, pp. 817-830, September 2009
Number of Pages in PDF File: 40
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Wolf, Avner
Baruch College
Posted:
18 Oct 06
Last Revised:
27 Feb 12
888
(15,545)
3

20.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J.
New York University - Stern School of Business
Caglayan, Mustafa O.
Ozyegin University
Posted:
09 Mar 11
Last Revised:
27 Feb 12
876
(15,864)
29

21.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Hu, Jianfeng
Singapore Management University - Lee Kong Chian School of Business
Murray, Scott
J. Mack Robinson College of Business - Georgia State University
Posted:
09 Sep 13
Last Revised:
10 Jan 15
873
(16,002)
 

22.  
Betting against Beta or Demand for Lottery? | Show Abstract | Download This Paper | Open PDF in Browser |
Georgetown McDonough School of Business Research Paper No. 2408146
Number of Pages in PDF File: 85
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen
New York University (NYU) - Leonard N. Stern School of Business
Murray, Scott
J. Mack Robinson College of Business - Georgia State University
Tang, Yi
Fordham University - School of Business
Posted:
13 Mar 14
Last Revised:
08 Aug 15
871
(16,031)
 

23.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Scherbina, Anna
University of California, Davis - Graduate School of Management
Tang, Yi
Fordham University - School of Business
Posted:
27 Jan 09
Last Revised:
27 Feb 12
867
(16,153)
4

24.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Posted:
10 Nov 08
Last Revised:
27 Feb 12
861
(16,333)
4

25.   Incl. Electronic Paper
Atilgan, Yigit
Sabanci University
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
10 Mar 11
Last Revised:
28 Jul 15
818
(17,620)
33

26.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Peng, Lin
Baruch College/CUNY - Zicklin School of Business
Posted:
03 Oct 06
812
(17,809)
21

27.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Mo, Henry
Credit Suisse - Fixed Income Division
Tang, Yi
Fordham University - School of Business
Posted:
06 Sep 06
808
(17,924)
4

28.   Incl. Electronic Paper
Allen, Linda
City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Tang, Yi
Fordham University - School of Business
Posted:
12 Jun 10
Last Revised:
14 Jul 15
758
(19,623)
12

29.  
Is There an Intertemporal Relation between Downside Risk and Expected Returns? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 4, pp. 883-909, 2009
Number of Pages in PDF File: 37
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
18 Jul 09
Last Revised:
27 Feb 12
751
(19,877)
19

30.  
Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 43, No. 3, pp. 657-684, 2008
Number of Pages in PDF File: 48
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Tehranian, Hassan
Boston College - Department of Finance
Posted:
18 Jul 09
Last Revised:
27 Feb 12
688
(22,545)
6

31.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
16 Mar 05
668
(23,495)
1

32.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
Posted:
11 Apr 11
Last Revised:
27 Feb 12
636
(25,174)
1

33.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
16 Mar 05
Last Revised:
27 Feb 12
623
(25,934)
4

34.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
15 Apr 05
607
(26,895)
11

35.  
Implied Volatility Spreads, Skewness and Expected Market Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Georgetown McDonough School of Business Research Paper No. 1511970
Number of Pages in PDF File: 34
Atilgan, Yigit
Sabanci University
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
25 Nov 09
Last Revised:
10 Mar 15
563
(29,805)
31

36.  
Nonlinear Mean-Reversion in Stock Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 32, No. 5, pp. 767-782, 2008
Number of Pages in PDF File: 33
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
01 Aug 09
Last Revised:
27 Feb 12
560
(30,039)
7

37.  
Corporate Financing Activities and Contrarian Investment | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Finance, Vol. 14, No. 3, pp. 543-584, 2010, Georgetown McDonough School of Business Research Paper
Number of Pages in PDF File: 45
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Hovakimian, Armen
Baruch College - Zicklin School of Business
Posted:
18 Jul 09
Last Revised:
19 Apr 13
544
(31,200)
3

38.  
Macroeconomic Uncertainty and Expected Stock Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Georgetown McDonough School of Business Research Paper No. 2407279
Number of Pages in PDF File: 79
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen
New York University (NYU) - Leonard N. Stern School of Business
Tang, Yi
Fordham University - School of Business
Posted:
12 Mar 14
Last Revised:
21 Jan 15
530
(32,401)
4

39.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J.
New York University - Stern School of Business
Caglayan, Mustafa O.
Ozyegin University
Posted:
20 Mar 13
Last Revised:
18 Feb 14
515
(33,536)
1

40.  
The Conditional CAPM Explains the Value Premium | Show Abstract | Download This Paper | Open PDF in Browser |
Georgetown McDonough School of Business Research Paper, Sloan Foundation Economics Research Paper
Number of Pages in PDF File: 41
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Posted:
18 Nov 12
Last Revised:
25 Mar 14
501
(34,835)
 

41.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen J.
New York University - Stern School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
07 May 12
Last Revised:
20 Dec 12
481
(36,820)
 

42.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Whitelaw, Robert
New York University
Posted:
09 Oct 11
Last Revised:
06 Aug 14
480
(36,724)
 

43.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Hovakimian, Armen
Baruch College - Zicklin School of Business
Merrick, John J.
College of William and Mary - Mason School of Business
Posted:
18 Jul 09
Last Revised:
27 Feb 12
331
(58,017)
 

44.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
Posted:
12 Apr 12
Last Revised:
06 Sep 13
284
(69,028)
1

45.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Yilmaz, Kamil
Koc University
Posted:
13 Mar 09
Last Revised:
27 Feb 12
283
(69,316)
30

46.  
Small Sample Bias in Panel Data | Show Abstract | Download This Paper | Open PDF in Browser |
Finance Letters, 2007, 5(2), 17-21
Number of Pages in PDF File: 9
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
18 Jul 09
Last Revised:
12 Dec 12
231
(86,105)
 

47.  
Investigating ICAPM in International Futures Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Futures Markets, 2011, 19(3), 195-216
Number of Pages in PDF File: 18
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Tandon, Kishore
CUNY Baruch College - Zicklin School of Business
Posted:
15 Jul 09
Last Revised:
12 Dec 12
225
(88,460)
 

48.  
Do the Distributional Characteristics of Corporate Bonds Predict Their Future Returns? | Show Abstract | Download This Paper | Open PDF in Browser |
Georgetown McDonough School of Business Research Paper No. 2548562
Number of Pages in PDF File: 88
Bai, Jennie
Georgetown University - Department of Finance
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Wen, Quan
Georgetown University - Department of Finance
Posted:
14 Jan 15
Last Revised:
20 May 15
216
(92,162)
 

49.  
Predictability of Risk Measures in International Stock Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Stock Market Volatility, pp. 313-322, March 2009
Number of Pages in PDF File: 15
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
Sabanci University
Posted:
18 Jul 09
Last Revised:
27 Feb 12
209
(95,214)
 

50.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Murray, Scott
J. Mack Robinson College of Business - Georgia State University
Posted:
14 Nov 12
Last Revised:
04 Jun 13
203
(98,485)
 

51.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Posted:
15 Oct 09
184
(107,620)
5

52.  
Analyst Price Target Expected Returns and Option Implied Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Georgetown McDonough School of Business Research Paper No. 2516937
Number of Pages in PDF File: 71
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Hu, Jianfeng
Singapore Management University - Lee Kong Chian School of Business
Murray, Scott
J. Mack Robinson College of Business - Georgia State University
Posted:
01 Nov 14
Last Revised:
07 Jan 15
102
(175,336)
 

53.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Hua, Jian
City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance
Schwartz, Robert A.
Baruch College - CUNY
Sipress, Gregory
TraderEx LLC
Posted:
12 Mar 14
Last Revised:
05 Sep 14
78
(208,654)
 

54.  
Asymmetric Crime Cycles | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w11210
Number of Pages in PDF File: 42
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Mocan, Naci H.
Louisiana State University, Baton Rouge - Department of Economics
Posted:
26 Apr 05
29
(319,585)
6

55.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Posted:
20 Mar 07
9
(406,934)
 

56.  
Risk Measurement Performance of Alternative Distribution Functions | Show Abstract | Add to Cart |
Journal of Risk & Insurance, Vol. 75, Issue 2, pp. 411-437, June 2008
Number of Pages in PDF File: 27
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Theodossiou, Panayiotis
Cyprus University of Technology
Posted:
08 May 08
3
(433,160)
8

57.  
Aggregate Idiosyncratic Risk and Market Returns | Show Abstract |
Journal of Investment Management, Vol. 4, No. 4, Fourth Quarter 2006
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Posted:
29 Nov 06
 

58.  
Value at Risk and Expected Stock Returns | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 2, pp. 57-73, March/April 2004
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Posted:
07 May 04
 

59.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Posted:
26 Apr 01
 

60.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Posted:
26 Apr 01
 

61.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Neftci, Salih N.
CUNY Baruch College
Posted:
23 Mar 01
 

62.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Karagozoglu, Ahmet K
Hofstra University, Zarb School of Business
Posted:
10 Feb 01
 

63.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Karagozoglu, Ahmet K
Hofstra University, Zarb School of Business
Posted:
23 Sep 00
 

64.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Posted:
10 Jul 00
 


Records 1 - 64 of 64 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo1 in 1.672 seconds