| Do Return Prediction Models Add Economic Value? T Cenesizoglu, A Timmermann | 310* | 2011 |
| Forecasting (aggregate) demand for US commercial air travel RT Carson, T Cenesizoglu, R Parker International Journal of Forecasting 27 (3), 923-941, 2011 | 132 | 2011 |
| Size, book-to-market ratio and macroeconomic news T Cenesizoglu Journal of Empirical Finance 18 (2), 248-270, 2011 | 61* | 2011 |
| The effect of monetary policy on credit spreads T Cenesizoglu, B Essid Cahier de recherche/Working Paper 10, 31, 2010 | 55 | 2010 |
| Monthly beta forecasting with low‐, medium‐and high‐frequency stock returns T Cenesizoglu, Q Liu, JJ Reeves, H Wu Journal of forecasting 35 (6), 528-541, 2016 | 33 | 2016 |
| CAPM, components of beta and the cross section of expected returns T Cenesizoglu, JJ Reeves Journal of Empirical Finance 49, 223-246, 2018 | 27 | 2018 |
| Bid-and ask-side liquidity in the NYSE limit order book T Cenesizoglu, G Grass Journal of Financial Markets 38, 14-38, 2018 | 26 | 2018 |
| The reaction of stock returns to news about fundamentals T Cenesizoglu Management Science 61 (5), 1072-1093, 2015 | 23* | 2015 |
| A model for investigating the impact of owned social media content on commercial performance and its application in large and mid-sized online communities MV Nepomuceno, LM Visconti, T Cenesizoglu Journal of Marketing Management 36 (17-18), 1762-1804, 2020 | 15 | 2020 |
| Asymmetric effects of the limit order book on price dynamics T Cenesizoglu, G Dionne, X Zhou CIRRELT, Centre interuniversitaire de recherche sur les réseaux d'entreprise …, 2016 | 14* | 2016 |
| Assessing the value of power interconnections under climate and natural gas price risks PO Pineau, DJ Dupuis, T Cenesizoglu Energy 82, 128-137, 2015 | 14 | 2015 |
| Beta forecasting at long horizons T Cenesizoglu, FOF Ribeiro, JJ Reeves International journal of forecasting 33 (4), 936-957, 2017 | 11 | 2017 |
| Effects of the limit order book on price dynamics T Cenesizoglu, G Dionne, X Zhou Available at SSRN 2523643, 2014 | 11 | 2014 |
| An analysis on the predictability of CAPM beta for momentum returns T Cenesizoglu, N Papageorgiou, JJ Reeves, H Wu Journal of Forecasting 38 (2), 136-153, 2019 | 10 | 2019 |
| Return decomposition over the business cycle T Cenesizoglu Journal of Banking & Finance 143, 106592, 2022 | 8* | 2022 |
| Risk and return reaction of the stock market to public announcements about fundamentals: Theory and evidence T Cenesizoglu Working Paper, 2005 | 8 | 2005 |
| Predicting systematic risk with macroeconomic and financial variables T Cenesizoglu, D Ibrushi Journal of Financial Research 43 (3), 649-673, 2020 | 7 | 2020 |
| Risk and return reaction of the stock market to news T Cenesizoglu Working paper, HEC Montreal, 2009 | 6 | 2009 |
| Should we feed the trolls? Using marketer-generated content to explain average toxicity and product usage MV Nepomuceno, H Rahemi, T Cenesizoglu, L Charlin Journal of Interactive Marketing 58 (4), 440-462, 2023 | 5 | 2023 |
| Time variation in cash flows and discount rates T Cenesizoglu, D Ibrushi Journal of Financial Econometrics 21 (5), 1557-1589, 2023 | 4 | 2023 |