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Bali, Turan G.


 SSRN Author Rank: 227 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
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. Bali, Turan G.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
35,786
Total
Citations
492
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
Cakici, Nusret
Fordham University
Posted:
03 Mar 06
Last Revised:
27 Feb 12
2,013
(3,277)
73

2.   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
1,981
(3,350)
31

3.   Incl. Electronic Paper
An, Byeong-Je
Columbia Business School - Finance and Economics
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
1,751
(4,166)
16

4.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Hume, Susan
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
1,234
(7,566)
3

5.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
CUNY Baruch College - Zicklin School of Business
Hovakimian, Armen
Baruch College - Zicklin School of Business
Posted:
15 Oct 06
Last Revised:
27 Feb 12
1,180
(8,193)
 

6.  
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
1,138
(8,702)
4

7.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Engle, Robert F.
Centre for International Finance and Regulation (CIFR)
Posted:
04 Feb 08
Last Revised:
27 Feb 12
1,086
(9,387)
11

8.   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
CUNY Baruch College - Zicklin School of Business
Posted:
15 Mar 11
Last Revised:
27 Feb 12
1,069
(9,627)
 

9.  
Testing Mean Reversion in Stock Market Volatility | Show Abstract | Download |
Journal of Futures Markets, Vol. 28, No. 1, pp. 1-33, 2008
Working Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
CUNY Baruch College - Zicklin School of Business
Posted:
17 Oct 06
Last Revised:
27 Feb 12
1,065
(9,672)
1

10.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Zhou, Hao
PBC School of Finance, Tsinghua University
Posted:
30 Jul 11
Last Revised:
11 Jan 13
1,064
(9,689)
40

11.   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
1,063
(9,706)
45

12.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Gokcan, Suleyman
Citigroup Alternative Investments
Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
Posted:
18 Mar 05
1,043
(10,011)
31

13.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Engle, Robert F.
Centre for International Finance and Regulation (CIFR)
Tang, Yi
Fordham University - School of Business
Posted:
23 Jun 12
Last Revised:
18 Mar 14
957
(11,448)
1

14.   Incl. Electronic Paper
Allen, Linda
Baruch College, CUNY - Zicklin School of Business
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Posted:
18 Feb 04
Last Revised:
27 Feb 12
853
(11,863)
13

15.  
A Conditional Extreme Value Volatility Estimator Based on High-Frequency Returns | Show Abstract | Download |
Journal of Economic Dynamics and Control, Forthcoming
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Weinbaum, David
Syracuse University
Posted:
22 Jan 07
924
(12,070)
4

16.  
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
888
(12,848)
9

17.   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
876
(13,127)
1

18.  
Bonds Versus Stocks: Investors' Age and Risk Taking | Show Abstract | Download |
Journal of Monetary Economics, Vol. 56, No. 6, pp. 817-830, September 2009
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
CUNY Baruch College - Zicklin School of Business
Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Wolf, Avner
Baruch College
Posted:
18 Oct 06
Last Revised:
27 Feb 12
852
(13,663)
3

19.   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
812
(14,699)
27

20.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Murray, Scott
University of Nebraska - Lincoln
Posted:
22 Mar 10
Last Revised:
09 Jul 13
803
(14,950)
6

21.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Engle, Robert F.
Centre for International Finance and Regulation (CIFR)
Posted:
10 Nov 08
Last Revised:
27 Feb 12
797
(15,138)
4

22.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Peng, Lin
Baruch College/CUNY - Zicklin School of Business
Posted:
03 Oct 06
796
(15,164)
21

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
795
(15,195)
4

24.  
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
789
(15,376)
4

25.  
Is There an Intertemporal Relation between Downside Risk and Expected Returns? | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 4, pp. 883-909, 2009
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
CUNY Baruch College - Zicklin School of Business
Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
18 Jul 09
Last Revised:
27 Feb 12
724
(17,372)
18

26.   Incl. Electronic Paper
Allen, Linda
Baruch College, CUNY - Zicklin School of Business
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Tang, Yi
Fordham University - School of Business
Posted:
12 Jun 10
Last Revised:
08 Jul 12
674
(19,299)
9

27.  
Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 43, No. 3, pp. 657-684, 2008
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
CUNY Baruch College - Zicklin School of Business
Tehranian, Hassan
Boston College - Department of Finance
Posted:
18 Jul 09
Last Revised:
27 Feb 12
672
(19,378)
6

28.  
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
660
(19,904)
1

29.  
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
609
(22,245)
4

30.  
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
607
(22,349)
1

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:
15 Apr 05
602
(22,610)
11

32.  
Nonlinear Mean-Reversion in Stock Prices | Show Abstract | Download |
Journal of Banking and Finance, Vol. 32, No. 5, pp. 767-782, 2008
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
CUNY Baruch College - Zicklin School of Business
Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
01 Aug 09
Last Revised:
27 Feb 12
499
(29,168)
7

33.  
Corporate Financing Activities and Contrarian Investment | Show Abstract | Download |
Review of Finance, Vol. 14, No. 3, pp. 543-584, 2010, Georgetown McDonough School of Business Research Paper
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
CUNY Baruch College - Zicklin School of Business
Hovakimian, Armen
Baruch College - Zicklin School of Business
Posted:
18 Jul 09
Last Revised:
19 Apr 13
495
(29,481)
3

34.   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:
10 Feb 14
436
(34,764)
 

35.   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
CUNY Baruch College - Zicklin School of Business
Posted:
07 May 12
Last Revised:
20 Dec 12
405
(38,136)
 

36.   Incl. Electronic Paper
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Brown, Stephen
New York University (NYU) - Leonard N. Stern School of Business
Caglayan, Mustafa O.
Ozyegin University
Posted:
20 Mar 13
Last Revised:
18 Feb 14
382
(41,031)
1

37.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Hu, Jianfeng
Singapore Management University - Lee Kong Chian School of Business
Murray, Scott
University of Nebraska - Lincoln
Posted:
09 Sep 13
Last Revised:
01 Apr 14
380
(41,564)
 

38.  
Atilgan, Yigit
Sabanci University
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
CUNY Baruch College - Zicklin School of Business
Posted:
30 Jan 12
Last Revised:
22 Mar 13
328
(49,342)
30

39.  
Peer Pressure: Industry Group Impacts on Stock Valuation Precision and Contrarian Strategy Performance | Show Abstract | Download |
Journal of Portfolio Management, Vol. 32, No. 3, pp. 80-92, 2006
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
CUNY Baruch College - Zicklin School of Business
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
314
(51,830)
 

40.  
The Conditional CAPM Explains the Value Premium | Show Abstract | Download |
Georgetown McDonough School of Business Research Paper, Sloan Foundation Economics Research Paper
Working Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Engle, Robert F.
Centre for International Finance and Regulation (CIFR)
Posted:
18 Nov 12
Last Revised:
25 Mar 14
285
(57,994)
 

41.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Yilmaz, Kamil
Koc University
Posted:
13 Mar 09
Last Revised:
27 Feb 12
255
(65,639)
32

42.   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
235
(71,496)
1

43.  
Small Sample Bias in Panel Data | Show Abstract | Download |
Finance Letters, 2007, 5(2), 17-21
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
CUNY Baruch College - Zicklin School of Business
Posted:
18 Jul 09
Last Revised:
12 Dec 12
222
(75,874)
 

44.  
Investigating ICAPM in International Futures Markets | Show Abstract | Download |
Review of Futures Markets, 2011, 19(3), 195-216
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
CUNY Baruch College - Zicklin School of Business
Tandon, Kishore
CUNY Baruch College - Zicklin School of Business
Posted:
15 Jul 09
Last Revised:
12 Dec 12
213
(79,206)
 

45.  
Predictability of Risk Measures in International Stock Markets | Show Abstract | Download |
Stock Market Volatility, pp. 313-322, March 2009
Working Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
CUNY Baruch College - Zicklin School of Business
Posted:
18 Jul 09
Last Revised:
27 Feb 12
203
(83,141)
 

46.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Fabozzi, Frank J.
EDHEC Business School
Posted:
13 Mar 12
Last Revised:
19 Mar 12
200
(84,364)
 

47.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Posted:
15 Oct 09
163
(102,303)
4

48.  
Systematic and Idiosyncratic Risk in the Cross-Section of Price Target Expected Returns | Show Abstract | Download |
Georgetown McDonough School of Business Research Paper
Working Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Murray, Scott
University of Nebraska - Lincoln
Posted:
14 Nov 12
Last Revised:
04 Jun 13
151
(109,574)
 

49.  
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:
15 Apr 14
112
(140,577)
4

50.  
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
University of Nebraska - Lincoln
Tang, Yi
Fordham University - School of Business
Posted:
13 Mar 14
66
(195,580)
 

51.  
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:
31 Mar 14
33
(262,692)
 

52.  
Asymmetric Crime Cycles | Show Abstract | Download |
NBER Working Paper No. w11210
Working Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Mocan, H. Naci
Louisiana State University
Posted:
26 Apr 05
29
(274,217)
6

53.  
Risk Measurement Performance of Alternative Distribution Functions | Show Abstract | Download |
Journal of Risk & Insurance, Vol. 75, Issue 2, pp. 411-437, June 2008
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Theodossiou, Panayiotis
Cyprus University of Technology
Posted:
08 May 08
3
(372,912)
8

54.  
Aggregate Idiosyncratic Risk and Market Returns | Show Abstract |
Journal of Investment Management, Vol. 4, No. 4, Fourth Quarter 2006
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Posted:
29 Nov 06
 

55.  
Value at Risk and Expected Stock Returns | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 2, pp. 57-73, March/April 2004
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Posted:
07 May 04
 

56.  
An Empirical Comparison of Continuous Time Models of the Short Term Interest Rate | Show Abstract |
Journal of Futures Market, Vol. 19, pp. 777-798, October 1999
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Posted:
26 Apr 01
 

57.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Posted:
26 Apr 01
 

58.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Neftci, Salih N.
CUNY Baruch College
Posted:
23 Mar 01
 

59.  
Pricing Eurodollar Futures Options Using the BDT Term Structure Model: The Effect of Yield Curve Smoothing | Show Abstract |
Journal of Futures Markets, Vol. 20, pp. 293-306, March 2000
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Karagozoglu, Ahmet
Hofstra University - Frank G. Zarb School of Business
Posted:
10 Feb 01
 

60.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Karagozoglu, Ahmet
Hofstra University - Frank G. Zarb School of Business
Posted:
23 Sep 00
 

61.  
Testing the Empirical Performance of Stochastic Volatility Models of the Short Term Interest Rate | Show Abstract |
Journal of Financial and Quantitative Analysis, Vol. 35, No. 2, June 2000
Accepted Paper Series
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Posted:
10 Jul 00
 


Records 1 - 61 of 61 matches
[ 1 ]
. Bali, Turan G.'s Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
559
Total
Citations
29
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Atilgan, Yigit
Sabanci University
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Demirtas, K. Ozgur
CUNY Baruch College - Zicklin School of Business
Posted:
25 Nov 09
Last Revised:
20 Mar 13
528
28

2.  
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:
08 Mar 06
Last Revised:
26 Apr 10
31
1


Records 1 - 2 of 2 matches
[ 1 ]

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