Turan Bali
Georgetown University
H-index: 54
North America-United States
Top articles of Turan Bali
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Investor Regret and Stock Returns | Management Science | Y Eser Arisoy Turan G Bali Yi Tang | 2024/1/3 |
Integral Calculus | John Vince | 2023/4/19 | |
Machine Forecast Disagreement | Turan G Bali Bryan T Kelly Mathis Mörke Jamil Rahman | 2023/8/21 | |
Do the rich gamble in the stock market? Low risk anomalies and wealthy households | Journal of Financial Economics | Turan G Bali A Doruk Gunaydin Thomas Jansson Yigitcan Karabulut | 2023/11/1 |
Retraction notice to “Common risk factors in the cross-section of corporate bond returns”[Journal of Financial Economics 131 (3)(2019) 619-642] | Journal of Financial Economics | Jennie Bai Turan G Bali Quan Wen | 2023 |
Preference for lottery-like securities | Turan G Bali Quan Wen | 2023/8/11 | |
A Joint Factor Model for Bonds, Stocks, and Options | Stocks, and Options (October 1, 2023) | Turan G Bali Heiner Beckmeyer Amit Goyal | 2023/10/1 |
Inferring Aggregate Market Expectations from the Cross Section of Stock Prices | Journal of Financial and Quantitative Analysis | Turan G Bali D Craig Nichols David Weinbaum | 2023 |
Hedge funds and the positive idiosyncratic volatility effect | Georgetown McDonough School of Business Research Paper | Turan G Bali Florian Weigert | 2023/7/17 |
Lottery demand, lottery factor, and anomalies | Review of Financial Economics | Turan G Bali Quan Wen | 2023/10 |
Firm growth potential and option returns | Georgetown McDonough School of Business Research Paper | Panayiotis C Andreou Turan G Bali Anastasios Kagkadis Neophytos Lambertides | 2023/7/12 |
Value Uncertainty | Management Science | Turan G Bali Luca Del Viva Menatalla El Hefnawy Lenos Trigeorgis | 2023/9/14 |
Expected Mispricing | Available at SSRN | Turan G Bali Heiner Beckmeyer Timo Wiedemann | 2023/11/20 |
Replication of BBW factors with WRDS data | Available at SSRN 4476612 | Jennie Bai Turan G Bali Quan Wen | 2023/6/12 |
Option return predictability with machine learning and big data | The Review of Financial Studies | Turan G Bali Heiner Beckmeyer Mathis Moerke Florian Weigert | 2023/9/1 |
The Macroeconomic Uncertainty Premium in the Corporate Bond Market—Corrigendum | Journal of Financial and Quantitative Analysis | Turan G Bali Avanidhar Subrahmanyam Quan Wen | 2023/11 |
A factor model for stock options | Available at SSRN 4308916 | Turan G Bali Jie Cao Fousseni Chabi-Yo Linjia Song Xintong Zhan | 2022/12/21 |
Machine Forecast Disagreement and Equity Returns | Available at SSRN | Turan G Bali Ran Chang Bryan T Kelly | 2022/2/21 |
Attention, social interaction, and investor attraction to lottery stocks | Turan G Bali David Hirshleifer Lin Peng Yi Tang | 2021/12/6 | |
Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence | Journal of Financial Economics | Jennie Bai Turan G Bali Quan Wen | 2021/12/1 |
Co-Authors
