Empirical Asset Pricing: The Cross Section of Stock Returns
By Turan G. Bali, Robert F. Engle, Scott Murray. 2016
145 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/424d4ded55e8285e5192de5a10d534f4af4d3330
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Citations in the corpus
- A Transaction-Cost Perspective on the Multitude of Firm Characteristics (2020, unknown): “As explained in Bali et al. (2016), return volatility and idiosyncratic volatility are very similar in the cross 25 section.26 Therefore, the high average return of the return-volatility characteristic can be traced back to the high average return of the idiosyncratic-volatility characteristic,…”
- The impact of climate change on the cost of bank loans (2020, background): “Bali et al. (2016) point out that unlike other methodologies, portfolio analysis is a nonparametric technique that does not rely on any assumptions about the functional form of the variable under investigation and is, therefore, useful for understanding the cross-sectional relations.”
- Climate Change and Corporate Cash Holdings: Global Evidence (2020, unknown): “While the main setback of this technique is the difficulty to control for a large number of variables, Bali et al. (2016) argue that if the pattern emerging from a portfolio analysis is monotonic or near monotonic, which happens to be the case here, it is a strong indication that the result of the…”
- Dissecting Climate Risks: Are they Reflected in Stock Prices? (2021, result): “political debate on climate change is consistent with the results of Barnett (2019), Hsu et al.”
- Environmental regulation and the cost of bank loans: International evidence (2020, methodology): “While the main setback of this technique is the difficulty to control for a large number of variables, Bali et al. (2016) argue that if the pattern emerging from a portfolio analysis is monotonic or near monotonic, which happens to be the case here, it is a strong indication that the result of the…”