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D-Index & Metrics

Economics and Finance

D-Index
64
Citations
16445
World Ranking
650
National Ranking
414

Overview

Turan G. Bali is affiliated with Georgetown University in the United States and specializes in the field of Economics, Econometrics, and Finance. Their work encompasses a range of subfields including Finance, Economics and Econometrics, Accounting, Management Science and Operations Research, and General Economics, Econometrics and Finance.

Their research outputs have extensively focused on topics such as Financial Markets and Investment Strategies, Housing Market and Economics, Market Dynamics and Volatility, Stock Market Forecasting Methods, Monetary Policy and Economic Impact, Corporate Finance and Governance, and Credit Risk and Financial Regulations.

They have published in multiple venues, with frequent contributions to the SSRN Electronic Journal, Journal of Financial and Quantitative Analysis, Journal of Financial Economics, Management Science, and Review of Financial Studies.

Notable recent papers include:

  • Option Return Predictability with Machine Learning and Big Data, 2023, Review of Financial Studies
  • The Macroeconomic Uncertainty Premium in the Corporate Bond Market, 2020, Journal of Financial and Quantitative Analysis
  • Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence, 2021, Journal of Financial Economics
  • Disagreement in economic forecasts and equity returns: risk or mispricing?, 2022, China Finance Review International
  • Investor Regret and Stock Returns, 2024, Management Science

Frequent coauthors in their collaborative research include Quan Wen, Heiner Beckmeyer, Florian Weigert, Mathis Moerke, and Avanidhar Subrahmanyam, reflecting ongoing partnerships in their publications.

Best Publications

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

    Turan G. Bali;Nusret Cakici;Robert F. Whitelaw

  • Idiosyncratic Volatility and the Cross Section of Expected Returns

    Turan G. Bali;Nusret Cakici

  • Does Idiosyncratic Risk Really Matter

    Turan G. Bali;Nusret Cakici;Xuemin Sterling Yan;Zhe Zhang

  • Volatility Spreads and Expected Stock Returns

    Turan G. Bali;Armen Hovakimian

  • Is economic uncertainty priced in the cross-section of stock returns?

    Turan G. Bali;Stephen J. Brown;Stephen J. Brown;Yi Tang

  • Does Systemic Risk in the Financial Sector Predict Future Economic Downturns

    Linda Allen;Turan G. Bali;Yi Tang

  • Is There an Intertemporal Relation between Downside Risk and Expected Returns

    Turan G. Bali;K. Ozgur Demirtas;Haim Levy

  • A Lottery-Demand-Based Explanation of the Beta Anomaly

    Turan G. Bali;Stephen J. Brown;Scott Murray;Yi Tang

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

    Turan G. Bali;Nusret Cakici;Robert Whitelaw;Robert Whitelaw

  • Macroeconomic risk and hedge fund returns

    Turan G. Bali;Stephen J. Brown;Stephen J. Brown;Mustafa Onur Caglayan

  • Common risk factors in the cross-section of corporate bond returns

    Jennie Bai;Turan G. Bali;Quan Wen

  • THE JOINT CROSS SECTION OF STOCKS AND OPTIONS

    Byeong-Je An;Andrew Ang;Turan G Bali;Nusret Cakici

  • The intertemporal capital asset pricing model with dynamic conditional correlations

    Turan G. Bali;Robert F. Engle

  • THE INTERTEMPORAL RELATION BETWEEN EXPECTED RETURNS AND RISK

    Turan G. Bali

  • Empirical Asset Pricing: The Cross Section of Stock Returns

    Turan G. Bali;Robert F. Engle;Scott Murray

  • Does Risk-Neutral Skewness Predict the Cross Section of Equity Option Portfolio Returns?

    Turan G. Bali;Scott Murray

  • An Extreme Value Approach to Estimating Volatility and Value at Risk

    Turan G. Bali

  • The Joint Cross Section of Stocks and Options: The Joint Cross Section of Stocks and Options

    Byeong-Je An;Andrew Ang;Turan G. Bali;Nusret Cakici

  • Left-Tail Momentum: Underreaction to Bad News, Costly Arbitrage and Equity Returns

    Yigit Atilgan;Turan G. Bali;K. Ozgur Demirtas;A. Doruk Gunaydin

  • Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?

    Turan G. Bali;Scott Murray

  • Risk, Uncertainty, and Expected Returns ∗

    Turan G. Bali;Hao Zhou

  • Is there a risk–return trade‐off? Evidence from high‐frequency data

    Turan G. Bali;Lin Peng

  • Is Economic Uncertainty Priced in the Cross-Section of Individual Stocks?

    Turan G. Bali;Stephen Brown;Qiusha Peng;Yi Tang

Frequent Co-Authors

Stephen J. Brown
Stephen J. Brown New York University
Haim Levy
Haim Levy Hebrew University of Jerusalem
Robert F. Engle
Robert F. Engle New York University
Avanidhar Subrahmanyam
Avanidhar Subrahmanyam University of California, Los Angeles
Robert F. Whitelaw
Robert F. Whitelaw New York University
Liuren Wu
Liuren Wu City University of New York
Frank J. Fabozzi
Frank J. Fabozzi Johns Hopkins University
Lenos Trigeorgis
Lenos Trigeorgis University of Cyprus
Andrew Ang
Andrew Ang BlackRock (United States)
Naci H. Mocan
Naci H. Mocan Louisiana State University

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