CENESIZOGLU, Tolga, PAPAGEORGIOU, Nicolas, REEVES, Jonathan, WU, Haifeng;
« An analysis on the predictability of CAPM beta for momentum returns »,
Journal of Forecasting, vol. 38, no 2, 2019, p. 136-153.
CENESIZOGLU, Tolga, LAROCQUE, Denis, NORMANDIN, Michel;
« The Conventional Monetary Policy and Term Structure of Interest Rates During the Financial Crisis »,
Macroeconomic Dynamics, vol. 22, no 8, 2018, p. 2032-2069.
CENESIZOGLU, Tolga, DE OLIVEIRA FERRAZOLI RIBEIRO, Fabio, REEVES, Jonathan;
« Beta forecasting at long horizons »,
International Journal of Forecasting, vol. 33, no 4, 2017, p. 936-957.
CENESIZOGLU, Tolga, LIU, Qianqiu, REEVES, Jonathan, WU, Haifeng;
« Monthly Beta Forecasting with Low-, Medium- and High-Frequency Stock Returns »,
Journal of Forecasting, vol. 35, no 6, 2016, p. 528-541.
