Tolga Cenesizoglu
Research
Interest: Asset
Pricing, Financial Econometrics, Forecasting
Publications:
Forecasting (Aggregate) Demand for U.S. Commercial Air Travel (with Richard Carson and Roger
Parker),
2011, International
Journal of Forecasting
Size, Book-to-Market Ratio and Macroeconomic News, 2011, Journal of Empirical Finance, 18, 248-270.
The Effect of Monetary Policy on Credit Spreads, (with Badye Omar Essid), forthcoming at Journal of Financial Research.
Working Papers:
The Reaction of Stock Returns to News about
Fundamentals,
2nd round revision submitted to Management Science
Do Return Prediction Models Add Economic Value? (with Allan Timmermann), 1st round revision requested from Journal of Banking and Finance