Articles in journals

• Turan G. Bali, Stephen J. Brown, and Mustafa O. Caglayan. "Systematic Risk and the Cross-Section of Hedge Fund Returns." Journal of Financial Economics 106.1 (2012): 114-131.
• Turan G. Bali, Linda Allen, and Yi Tang. "Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?." Review of Financial Studies 25.10 (2012): 3000-3036.
• Turan G. Bali, Stephen J. Brown and K. Ozgur Demirtas. "Do Hedge Funds Outperform Stocks and Bonds?." Management Science (2012): forthcoming.
• Turan G. Bali and Scott Murray. "Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?." Journal of Financial and Quantitative Analysis (2012).
• Turan G. Bali, Nusret Cakici, and Fousseni Chabi-Yo. "A Generalized Measure of Riskiness." Management Science 57.8 (2011): 1406–1423.
• Turan G. Bali, Stephen J. Brown, and Mustafa O. Caglayan. "Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns?." Journal of Financial Economics 101.1 (2011): 36-68.
• Turan G. Bali, Nusret Cakici, and Robert F. Whitelaw. "Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns." Journal of Financial Economics 99.2 (2011): 427-446.
• Turan G. Bali and Naci Mocan. "Asymmetric Crime Cycles." Review of Economics and Statistics 92.4 (2010): 899-911.
• Turan G. Bali and Robert F. Engle. "The Intertemporal Capital Asset Pricing Model with Dynamic Conditional Correlations." Journal of Monetary Economics 57.4 (2010): 377-390.
• Turan G. Bali and Armen Hovakimian. "Volatility Spreads and Expected Stock Returns." Management Science 55.11 (2009): 1797-1812.
• Turan G. Bali, Massaud Heidari, and Liuren Wu. "Predictability of Interest Rates and Interest Rate Portfolios." Journal of Business and Economic Statistics 27.4 (2009): 517-527.
• Turan G. Bali, Ozgur Demirtas, Haim Levy, and Avner Wolf. "Bonds versus Stocks: Investors’ Age and Risk Taking." Journal of Monetary Economics 56.6 (2009): 817-830.
• Turan G. Bali, Ozgur Demirtas, and Haim Levy. "Is There an Intertemporal Relation Between Downside Risk and Expected Returns?." Journal of Financial and Quantitative Analysis 44.4 (2009): 883-909.
• Turan G. Bali, Ozgur Demirtas, and Hassan Tehranian. "Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns." Journal of Financial and Quantitative Analysis 43.3 (2008): 657-684.
• Turan G. Bali and Nusret Cakici. "Idiosyncratic Volatility and the Cross-Section of Expected Returns." Journal of Financial and Quantitative Analysis 43.1 (2008): 29-58.
• Turan G. Bali. "The Intertemporal Relation between Expected Returns and Risk." Journal of Financial Economics 87.1 (2008): 101-131.
• Turan G. Bali. "A Generalized Extreme Value Approach to Financial Risk Measurement." Journal of Money, Credit, and Banking 39.7 (2007): 1611-1647.
• Turan G. Bali. "An Extreme Value Approach to Estimating Interest Rate Volatility: Pricing Implications for Interest Rate Options." Management Science 53.2 (2007): 323-339.
• Turan G. Bali and David Weinbaum. "A Conditional Extreme Value Volatility Estimator Based on High-Frequency Returns." Journal of Economic Dynamics and Control 31.2 (2007): 361-397.
• Turan G. Bali, Nusret Cakici, Xuemin Yan, and Zhe Zhang. "Does Idiosyncratic Risk Really Matter?." Journal of Finance 60.2 (2005): 905-929.
• Turan G. Bali. "An Extreme Value Approach to Estimating Volatility and Value at Risk." Journal of Business 76.1 (2003): 83-108.
• Turan G. Bali. "Testing the Empirical Performance of Stochastic Volatility Models of the Short Term Interest Rate." Journal of Financial and Quantitative Analysis 35.2 (2000): 191-215.