Tolga Cenesizoglu, Ph.D.
Affiliations: | 2006 | University of California, San Diego, La Jolla, CA |
Area:
FinanceGoogle:
"Tolga Cenesizoglu"Parents
Sign in to add mentor| Allan G. Timmermann | grad student | 2006 | UCSD | |
| (Essays on the stock market's reaction to macroeconomic news.) | ||||
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Cenesizoglu T, Ibrushi D. (2020) Predicting Systematic Risk with Macroeconomic and Financial Variables Journal of Financial Research. 43: 649-673 |
| Cenesizoglu T, Papageorgiou NA, Reeves JJ, et al. (2019) An Analysis on the Predictability of CAPM Beta for Momentum Returns Journal of Forecasting. 38: 136-153 |
| Cenesizoglu T, Larocque D, Normandin M. (2018) THE CONVENTIONAL MONETARY POLICY AND TERM STRUCTURE OF INTEREST RATES DURING THE FINANCIAL CRISIS Macroeconomic Dynamics. 22: 2032-2069 |
| Cenesizoglu T, Reeves JJ. (2018) CAPM, Components of Beta and the Cross Section of Expected Returns Journal of Empirical Finance. 49: 223-246 |
| Cenesizoglu T, Ribeiro FdOF, Reeves JJ. (2017) Beta Forecasting at Long Horizons International Journal of Forecasting. 33: 936-957 |
| Cenesizoglu T, Grass G. (2017) Bid- and ask-side liquidity in the NYSE limit order book Journal of Financial Markets. 38: 14-38 |
| Cenesizoglu T, Liu Q, Reeves JJ, et al. (2016) Monthly Beta Forecasting with Low-, Medium- and High-Frequency Stock Returns Journal of Forecasting |
| Cenesizoglu T. (2015) The reaction of stock returns to news about fundamentals Management Science. 61: 1072-1093 |
| Pineau PO, Dupuis DJ, Cenesizoglu T. (2015) Assessing the value of power interconnections under climate and natural gas price risks Energy. 82: 128-137 |
| Cenesizoglu T, Essid B. (2012) The effect of monetary policy on credit spreads Journal of Financial Research. 35: 581-613 |