Maxing out: Stocks as lotteries and the cross-section of expected returns TG Bali, N Cakici, RF Whitelaw Journal of Financial Economics 99 (2), 427-446, 2011 | 1804 | 2011 |
Idiosyncratic volatility and the cross section of expected returns TG Bali, N Cakici Journal of Financial and Quantitative Analysis 43 (1), 29-58, 2008 | 894 | 2008 |
Does idiosyncratic risk really matter TG Bali, N Cakici, X Yan, Z Zhang Journal of Finance 60 (2), 905-929, 2005 | 631 | 2005 |
Does systemic risk in the financial sector predict future economic downturns? L Allen, TG Bali, Y Tang Review of Financial Studies 25 (10), 3000-3036, 2012 | 530 | 2012 |
Volatility spreads and expected stock returns TG Bali, A Hovakimian Management Science 55 (11), 1797-1812, 2009 | 464 | 2009 |
The Joint Cross Section of Stocks and Options BJE An, A Ang, TG Bali, N Cakici Journal of Finance 69 (5), 2279-2337, 2014 | 424 | 2014 |
Is economic uncertainty priced in the cross-section of stock returns? TG Bali, SJ Brown, Y Tang Journal of Financial Economics 126 (3), 471-489, 2017 | 415* | 2017 |
A lottery-demand-based explanation of the beta anomaly TG Bali, SJ Brown, S Murray, Y Tang Journal of Financial and Quantitative Analysis 52 (6), 2369-2397, 2017 | 405* | 2017 |
Common risk factors in the cross-section of corporate bond returns J Bai, TG Bali, Q Wen Journal of Financial Economics 131 (3), 619-642, 2019 | 395 | 2019 |
Empirical asset pricing: The cross section of stock returns TG Bali, RF Engle, S Murray John Wiley & Sons, 2016 | 362 | 2016 |
The Intertemporal Capital Asset Pricing Model with Dynamic Conditional Correlations TG Bali, RF Engle Journal of Monetary Economics 57 (4), 377-390, 2010 | 355* | 2010 |
Macroeconomic risk and hedge fund returns TG Bali, SJ Brown, MO Caglayan Journal of Financial Economics 114 (1), 1-19, 2014 | 352 | 2014 |
Is there an intertemporal relation between downside risk and expected returns? TG Bali, KO Demirtas, H Levy Journal of Financial and Quantitative Analysis 44 (4), 883-909, 2009 | 344 | 2009 |
Does risk-neutral skewness predict the cross-section of equity option portfolio returns? TG Bali, S Murray Journal of Financial and Quantitative Analysis 48 (4), 1145-1171, 2013 | 296 | 2013 |
The intertemporal relation between expected returns and risk TG Bali Journal of Financial Economics 87 (1), 101-131, 2008 | 296 | 2008 |
An extreme value approach to estimating volatility and value at risk TG Bali Journal of Business 76 (1), 83-108, 2003 | 257 | 2003 |
Is there a risk–return tradeoff? Evidence from highfrequency data TG Bali, L Peng Journal of Applied Econometrics 21 (8), 1169-1198, 2006 | 242 | 2006 |
Risk, uncertainty, and expected returns TG Bali, H Zhou Journal of Financial and Quantitative Analysis 51 (3), 707-735, 2016 | 234 | 2016 |
Liquidity Shocks and Stock Market Reactions T Bali, L Peng, Y Shen, Y Tang Review of Financial Studies 27 (5), 1434-1485, 2014 | 222 | 2014 |
Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns Y Atilgan, TG Bali, KO Demirtas, AD Gunaydin Journal of Financial Economics 135 (3), 725-753, 2020 | 217 | 2020 |