Maxing out: Stocks as lotteries and the cross-section of expected returns TG Bali, N Cakici, RF Whitelaw Journal of financial economics 99 (2), 427-446, 2011 | 1901 | 2011 |
Idiosyncratic volatility and the cross section of expected returns TG Bali, N Cakici Journal of Financial and Quantitative Analysis 43 (1), 29-58, 2008 | 915 | 2008 |
Does idiosyncratic risk really matter? TG Bali, N Cakici, X Yan, Z Zhang The journal of finance 60 (2), 905-929, 2005 | 593 | 2005 |
Size, value, and momentum in emerging market stock returns N Cakici, FJ Fabozzi, S Tan Emerging Markets Review 16, 46-65, 2013 | 466 | 2013 |
The joint cross section of stocks and options BJ An, A Ang, TG Bali, N Cakici The Journal of Finance 69 (5), 2279-2337, 2014 | 438 | 2014 |
Do markets overreact: International evidence A Baytas, N Cakici Journal of Banking & Finance 23 (7), 1121-1144, 1999 | 258 | 1999 |
Foreign acquisitions in the United States: Effect on shareholder wealth of foreign acquiring firms N Cakici, C Hessel, K Tandon Journal of Banking & Finance 20 (2), 307-329, 1996 | 243 | 1996 |
Value at risk and expected stock returns TG Bali, N Cakici Financial Analysts Journal 60 (2), 57-73, 2004 | 158 | 2004 |
World market risk, country-specific risk and expected returns in international stock markets TG Bali, N Cakici Journal of Banking & Finance 34 (6), 1152-1165, 2010 | 151 | 2010 |
Hybrid tail risk and expected stock returns: When does the tail wag the dog? TG Bali, N Cakici, RF Whitelaw The Review of Asset Pricing Studies 4 (2), 206-246, 2014 | 133 | 2014 |
Cross-sectional stock return predictability in China N Cakici, K Chan, K Topyan The European Journal of Finance 23 (7-9), 581-605, 2017 | 114 | 2017 |
Cross-sectional stock return predictability in China N Cakici, K Chan, K Topyan The European Journal of Finance 23 (7-9), 581-605, 2017 | 114 | 2017 |
Premiums on Stock Index Futures-Some Evidence. S Bhatt, N Cakici Journal of Futures Markets 10 (4), 1990 | 98 | 1990 |
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns A Zaremba, N Cakici, E Demir, H Long Journal of Financial Stability 58, 100964, 2022 | 82 | 2022 |
A generalized measure of riskiness TG Bali, N Cakici, F Chabi-Yo Management science 57 (8), 1406-1423, 2011 | 79 | 2011 |
Foreign acquisitions in the United States and the effect on shareholder wealth N Cakici, C Hessel, K Tandon Journal of International Financial Management & Accounting 3 (1), 39-60, 1991 | 78 | 1991 |
How to grow a smiling tree S Barle, N Cakici The Journal of Financial Engineering 7 (2), 1998 | 77 | 1998 |
Overreaction and the cross-section of returns: International evidence DW Blackburn, N Cakici Journal of Empirical Finance 42, 1-14, 2017 | 72 | 2017 |
Do the size, value, and momentum factors drive stock returns in emerging markets? N Cakici, Y Tang, A Yan Journal of International Money and Finance 69, 179-204, 2016 | 67 | 2016 |
Growing a smiling tree S Barle, N Cakici Risk 8 (10), 76-81, 1995 | 67 | 1995 |