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Tolga Cenesizoglu, Ph.D. - Publications

Affiliations: 
2006 University of California, San Diego, La Jolla, CA 
Area:
Finance
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13 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Cenesizoglu T, Ibrushi D. Predicting Systematic Risk with Macroeconomic and Financial Variables Journal of Financial Research. 43: 649-673. DOI: 10.1111/Jfir.12221  0.34
2019 Cenesizoglu T, Papageorgiou NA, Reeves JJ, Wu H. An Analysis on the Predictability of CAPM Beta for Momentum Returns Journal of Forecasting. 38: 136-153. DOI: 10.2139/Ssrn.2504876  0.422
2018 Cenesizoglu T, Larocque D, Normandin M. THE CONVENTIONAL MONETARY POLICY AND TERM STRUCTURE OF INTEREST RATES DURING THE FINANCIAL CRISIS Macroeconomic Dynamics. 22: 2032-2069. DOI: 10.1017/S1365100516000997  0.314
2018 Cenesizoglu T, Reeves JJ. CAPM, Components of Beta and the Cross Section of Expected Returns Journal of Empirical Finance. 49: 223-246. DOI: 10.1016/J.Jempfin.2018.10.002  0.393
2017 Cenesizoglu T, Ribeiro FdOF, Reeves JJ. Beta Forecasting at Long Horizons International Journal of Forecasting. 33: 936-957. DOI: 10.1016/J.Ijforecast.2017.06.004  0.421
2017 Cenesizoglu T, Grass G. Bid- and ask-side liquidity in the NYSE limit order book Journal of Financial Markets. 38: 14-38. DOI: 10.1016/J.Finmar.2017.10.002  0.328
2016 Cenesizoglu T, Liu Q, Reeves JJ, Wu H. Monthly Beta Forecasting with Low-, Medium- and High-Frequency Stock Returns Journal of Forecasting. DOI: 10.1002/For.2396  0.363
2015 Cenesizoglu T. The reaction of stock returns to news about fundamentals Management Science. 61: 1072-1093. DOI: 10.1287/Mnsc.2013.1859  0.369
2015 Pineau PO, Dupuis DJ, Cenesizoglu T. Assessing the value of power interconnections under climate and natural gas price risks Energy. 82: 128-137. DOI: 10.1016/J.Energy.2014.12.078  0.342
2012 Cenesizoglu T, Essid B. The effect of monetary policy on credit spreads Journal of Financial Research. 35: 581-613. DOI: 10.2139/Ssrn.1573264  0.386
2012 Cenesizoglu T, Timmermann A. Do return prediction models add economic value? Journal of Banking and Finance. 36: 2974-2987. DOI: 10.1016/J.Jbankfin.2012.06.008  0.457
2011 Carson RT, Cenesizoglu T, Parker R. Forecasting (aggregate) demand for US commercial air travel International Journal of Forecasting. 27: 923-941. DOI: 10.2139/Ssrn.1401453  0.346
2011 Cenesizoglu T. Size, book-to-market ratio and macroeconomic news Journal of Empirical Finance. 18: 248-270. DOI: 10.1016/J.Jempfin.2010.11.006  0.357
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