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Creator/Author/Editor: Bali, Turan G.

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2020

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, Ali Doruk (2020) Left-tail momentum: underreaction to bad news, costly arbitrage and equity returns. Journal of Financial Economics, 135 (3). pp. 725-753. ISSN 0304-405X (Print) 1879-2774 (Online)

2019

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, Ali Doruk (2019) Global downside risk and equity returns. Journal of International Money and Finance, 98 . ISSN 0261-5606 (Print) 1873-0639 (Online)

2018

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, Ali Doruk (2018) Downside beta and equity returns around the world. Journal of Portfolio Management, 44 (7). pp. 39-54. ISSN 0095-4918 (Print) 2168-8656 (Online)

2015

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür (2015) Implied volatility spreads and expected market returns. Journal of Business and Economic Statistics, 33 (1). pp. 87-101. ISSN 0735-0015 (Print) 1537-2707 (Online)

2013

Bali, Turan G. and Brown, Stephen J. and Demirtaş, Özgür (2013) Do hedge funds outperform stocks and bonds? Management Science, 59 (8). pp. 1887-1903. ISSN 0025-1909 (Print) 1526-5501 (Online)

Bali, Turan G. and Atılgan, Yiğit and Demirtaş, Özgür (2013) Investing in hedge funds: a guide to measuring risk and return characteristics. Elsevier, Amsterdam. ISBN 9780124047310 (Print) 9780124051690 (Online)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür (2013) The intertemporal relation between tail risk and funds of hedge funds returns. In: Gregoriou, Greg N., (ed.) Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence. Elsevier, Amsterdam, pp. 381-392. ISBN 0124016995 ; 978-0124016996

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür (2013) Reward-to-risk ratios of funds of hedge funds. In: Gregoriou, Greg N., (ed.) Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence. Elsevier, Amsterdam, pp. 275-287. ISBN 978-0-12-401699-6

This list was generated on Sat Sep 11 08:28:45 2021 +03.