NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Turan G. Bali

McDonough School of Business
Georgetown University
Between 37th and O Streets
Washington, D.C. 20057
Tel: (202) 687-5388
Fax: (202) 687-4031

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
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Institutional Affiliation: Georgetown University

NBER Working Papers and Publications

June 2019In Search of Systematic Risk and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market
with Jennie Bai, Quan Wen: w25995
October 2013The Joint Cross Section of Stocks and Options
with Byeong-Je An, Andrew Ang, Nusret Cakici: w19590

Published: Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014. "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, vol. 69(5), pages 2279-2337, October. citation courtesy of

September 2013Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
with Nusret Cakici, Robert F. Whitelaw: w19460

Published: “Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?” (with Turan Bali and Nusret Cakici), 2014, Review of Asset Pricing Studies, Vol. 4, No. 2, pp. 206-246.

March 2009Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
with Nusret Cakici, Robert F. Whitelaw: w14804

Published: Journal of Financial Economics Volume 99, Issue 2, February 2011, Pages 427–446 Cover image Maxing out: Stocks as lotteries and the cross-section of expected returns ☆ Turan G. Balia, 1, E-mail the corresponding author, Nusret Cakicib, 2, E-mail the corresponding author, Robert F. Whitelawc, d,

March 2005Asymmetric Crime Cycles
with H. Naci Mocan: w11210

Published: H. Naci Mocan & Turan G. Bali, 2010. "Asymmetric Crime Cycles," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 899-911, 01. citation courtesy of

 
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