D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 50 Citations 11,516 126 World Ranking 718 National Ranking 456

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Statistics
  • Normal distribution

Turan G. Bali mainly focuses on Econometrics, Volatility, Portfolio, Expected shortfall and Market liquidity. His work carried out in the field of Econometrics brings together such families of science as Momentum, Hedge fund and Decile. His Volatility research is included under the broader classification of Financial economics.

His Portfolio research includes elements of Systematic risk and Stock market index. The various areas that Turan G. Bali examines in his Expected shortfall study include Value at risk, Autoregressive conditional heteroskedasticity, Conditional variance and Statistics. The study incorporates disciplines such as Risk premium and Conditional expectation in addition to Conditional variance.

His most cited work include:

  • Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns (544 citations)
  • Does Idiosyncratic Risk Really Matter (344 citations)
  • Idiosyncratic Volatility and the Cross Section of Expected Returns (343 citations)

What are the main themes of his work throughout his whole career to date?

His scientific interests lie mostly in Econometrics, Financial economics, Volatility, Equity and Monetary economics. His Econometrics research integrates issues from Interest rate and Portfolio. His work in Portfolio tackles topics such as Tail risk which are related to areas like Downside risk.

His studies in Financial economics integrate themes in fields like Bond, Hedge fund and Stock market. His research in Volatility intersects with topics in Market liquidity, Skewness, Futures contract and Extreme value theory. His research in Monetary economics tackles topics such as Corporate bond which are related to areas like Bond market.

He most often published in these fields:

  • Econometrics (62.50%)
  • Financial economics (34.72%)
  • Volatility (34.26%)

What were the highlights of his more recent work (between 2016-2021)?

  • Econometrics (62.50%)
  • Monetary economics (15.74%)
  • Equity (20.83%)

In recent papers he was focusing on the following fields of study:

Turan G. Bali focuses on Econometrics, Monetary economics, Equity, Corporate bond and Volatility. Capital asset pricing model is the focus of his Econometrics research. His Monetary economics research focuses on Hedge fund and how it connects with Upside potential ratio and Proxy.

Turan G. Bali works mostly in the field of Equity, limiting it down to concerns involving Portfolio and, occasionally, International finance, Tail risk and Profit. Turan G. Bali has researched Corporate bond in several fields, including Systematic risk and Contrarian. His work on Implied volatility as part of general Volatility study is frequently linked to Divergence, bridging the gap between disciplines.

Between 2016 and 2021, his most popular works were:

  • Is economic uncertainty priced in the cross-section of stock returns? (77 citations)
  • A Lottery-Demand-Based Explanation of the Beta Anomaly (70 citations)
  • Common risk factors in the cross-section of corporate bond returns (51 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Statistics
  • Normal distribution

His main research concerns Econometrics, Monetary economics, Equity, Corporate bond and Beta. The Econometrics study which covers Lottery that intersects with Earnings. His research on Equity also deals with topics like

  • Left tail that intertwine with fields like Arbitrage, Tail risk, Portfolio, Expected shortfall and International finance,
  • Sample together with Downside beta and Funding liquidity.

His studies deal with areas such as Bond market and Credit risk as well as Corporate bond. His research investigates the connection with Beta and areas like Decile which intersect with concerns in Position, Investment strategy and Index. Turan G. Bali focuses mostly in the field of Skewness, narrowing it down to matters related to Volatility and, in some cases, Enterprise value.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

Turan G. Bali;Nusret Cakici;Robert F. Whitelaw.
Journal of Financial Economics (2011)

1081 Citations

Idiosyncratic Volatility and the Cross Section of Expected Returns

Turan G. Bali;Nusret Cakici.
Journal of Financial and Quantitative Analysis (2008)

711 Citations

Does Idiosyncratic Risk Really Matter

Turan G. Bali;Nusret Cakici;Xuemin Sterling Yan;Zhe Zhang.
Journal of Finance (2005)

558 Citations

Volatility Spreads and Expected Stock Returns

Turan G. Bali;Armen Hovakimian.
Management Science (2009)

358 Citations

THE JOINT CROSS SECTION OF STOCKS AND OPTIONS

Byeong-Je An;Andrew Ang;Turan G Bali;Nusret Cakici.
Journal of Finance (2014)

296 Citations

THE INTERTEMPORAL RELATION BETWEEN EXPECTED RETURNS AND RISK

Turan G. Bali.
Journal of Financial Economics (2008)

270 Citations

The intertemporal capital asset pricing model with dynamic conditional correlations

Turan G. Bali;Robert F. Engle.
Journal of Monetary Economics (2010)

257 Citations

Does Systemic Risk in the Financial Sector Predict Future Economic Downturns

Linda Allen;Turan G. Bali;Yi Tang.
Review of Financial Studies (2012)

243 Citations

An Extreme Value Approach to Estimating Volatility and Value at Risk

Turan G. Bali.
The Journal of Business (2003)

239 Citations

Is There an Intertemporal Relation between Downside Risk and Expected Returns

Turan G. Bali;K. Ozgur Demirtas;Haim Levy.
Journal of Financial and Quantitative Analysis (2009)

233 Citations

Editorial Boards

Journal of Banking and Finance
(Impact Factor: 3.539)

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