Inferring Aggregate Market Expectations from the Cross Section of Stock Prices TG Bali, DC Nichols, D Weinbaum Journal of Financial and Quantitative Analysis 59 (3), 1064-1099, 2024 | 2 | 2024 |
Investor regret and stock returns YE Arisoy, TG Bali, Y Tang Management Science, 2024 | 5 | 2024 |
Expected Mispricing TG Bali, H Beckmeyer, T Wiedemann Available at SSRN, 2023 | 2 | 2023 |
The Macroeconomic Uncertainty Premium in the Corporate Bond Market—Corrigendum TG Bali, A Subrahmanyam, Q Wen Journal of Financial and Quantitative Analysis 58 (7), 3195-3200, 2023 | | 2023 |
Do the rich gamble in the stock market? Low risk anomalies and wealthy households TG Bali, AD Gunaydin, T Jansson, Y Karabulut Journal of Financial Economics 150 (2), 103715, 2023 | 9 | 2023 |
A Joint Factor Model for Bonds, Stocks, and Options TG Bali, H Beckmeyer, A Goyal Stocks, and Options (October 1, 2023), 2023 | 1 | 2023 |
Lottery demand, lottery factor, and anomalies TG Bali, Q Wen Review of Financial Economics 41 (4), 392-407, 2023 | 1 | 2023 |
Value Uncertainty TG Bali, L Del Viva, M El Hefnawy, L Trigeorgis Management Science, 2023 | | 2023 |
Option return predictability with machine learning and big data TG Bali, H Beckmeyer, M Moerke, F Weigert The Review of Financial Studies 36 (9), 3548-3602, 2023 | 89 | 2023 |
Machine Forecast Disagreement TG Bali, BT Kelly, M Mörke, J Rahman National Bureau of Economic Research, 2023 | 3 | 2023 |
Preference for lottery-like securities TG Bali, Q Wen Handbook of Financial Decision Making, 63-90, 2023 | 1 | 2023 |
Hedge funds and the positive idiosyncratic volatility effect TG Bali, F Weigert Georgetown McDonough School of Business Research Paper, 2023 | 9* | 2023 |
Firm growth potential and option returns PC Andreou, TG Bali, A Kagkadis, N Lambertides Georgetown McDonough School of Business Research Paper, 2023 | 4 | 2023 |
Replication of BBW factors with WRDS data J Bai, TG Bali, Q Wen Georgetown McDonough School of Business Research Paper, 2023 | 7 | 2023 |
Integral Calculus J Vince Calculus for Computer Graphics, 101-133, 2023 | | 2023 |
Retraction notice to “Common risk factors in the cross-section of corporate bond returns”[Journal of Financial Economics 131 (3)(2019) 619-642] J Bai, TG Bali, Q Wen Journal of Financial Economics 150 (3), 2023 | | 2023 |
A factor model for stock options TG Bali, J Cao, F Chabi-Yo, L Song, X Zhan Available at SSRN 4308916, 2022 | 3 | 2022 |
Labor Market Networks, Fundamentals, and Stock Returns JW Bae, TG Bali, A Sharifkhani, X Zhao Georgetown McDonough School of Business Research Paper, 2022 | | 2022 |
Machine Forecast Disagreement and Equity Returns TG Bali, R Chang, BT Kelly Available at SSRN, 2022 | 2 | 2022 |
Attention, social interaction, and investor attraction to lottery stocks TG Bali, D Hirshleifer, L Peng, Y Tang National Bureau of Economic Research, 2021 | 116 | 2021 |