Do return prediction models add economic value? von Cenesizoglu, Tolga, Timmermann, Allan

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Return decomposition over the business cycle von Cenesizoglu, Tolga

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The Reaction of Stock Returns to News About Fundamentals von Cenesizoglu, Tolga

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Time Variation in Cash Flows and Discount Rates von Cenesizoglu, Tolga, Ibrushi, Denada

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PREDICTING SYSTEMATIC RISK WITH MACROECONOMIC AND FINANCIAL VARIABLES von Cenesizoglu, Tolga, Ibrushi, Denada

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Bid- and ask-side liquidity in the NYSE limit order book von Cenesizoglu, Tolga, Grass, Gunnar

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Asymmetric effects of the limit order book on price dynamics von Cenesizoglu, Tolga, Dionne, Georges, Zhou, Xiaozhou

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Should We Feed the Trolls? Using Marketer-Generated Content to Explain Average Toxicity and Product Usage von Nepomuceno, Marcelo Vinhal, Rahemi, Hooman, Cenesizoglu, Tolga, Charlin, Laurent

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Reducing transaction costs using intraday forecasts of limit order book slopes von Ahabchane, Chahid, Cenesizoglu, Tolga, Grass, Gunnar, Jena, Sanjay Dominik

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Size, book-to-market ratio and macroeconomic news von Cenesizoglu, Tolga

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THE EFFECT OF MONETARY POLICY ON CREDIT SPREADS von Cenesizoglu, Tolga, Essid, Badye

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THE CONVENTIONAL MONETARY POLICY AND TERM STRUCTURE OF INTEREST RATES DURING THE FINANCIAL CRISIS von Cenesizoglu, Tolga, Larocque, Denis, Normandin, Michel

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CAPM, components of beta and the cross section of expected returns von Cenesizoglu, Tolga, Reeves, Jonathan J.

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A model for investigating the impact of owned social media content on commercial performance and its application in large and mid-sized online communities von Nepomuceno, Marcelo Vinhal, Visconti, Luca M., Cenesizoglu, Tolga

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Forecasting (aggregate) demand for US commercial air travel von Carson, Richard T., Cenesizoglu, Tolga, Parker, Roger

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An analysis on the predictability of CAPM beta for momentum returns von Cenesizoglu, Tolga, Papageorgiou, Nicolas, Reeves, Jonathan J., Wu, Haifeng

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Monthly Beta Forecasting with Low-, Medium- and High-Frequency Stock Returns von Cenesizoglu, Tolga, Liu, Qianqiu, Reeves, Jonathan J., Wu, Haifeng

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Beta forecasting at long horizons von Cenesizoglu, Tolga, de Oliveira Ferrazoli Ribeiro, Fabio, Reeves, Jonathan J.

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Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions von Ardia, David, Aymard, Clément, Cenesizoglu, Tolga

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Fast and Furious: A High-Frequency Analysis of Robinhood Users' Trading Behavior von Ardia, David, Aymard, Clément, Cenesizoglu, Tolga

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