Nusret Cakici
Fordham University
H-index: 29
North America-United States
Top articles of Nusret Cakici
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
ESG investing in good and bad times: An international study | Journal of International Financial Markets, Institutions and Money | Huaigang Long Mardy Chiah Nusret Cakici Adam Zaremba Mehmet Huseyin Bilgin | 2024/3/1 |
Pockets of Predictability: A Replication | Journal of Finance, forthcoming | Nusret Cakici Christian Fieberg Tobias Neumaier Thorsten Poddig Adam Zaremba | 2024 |
Do anomalies really predict market returns? New data and new evidence | Review of Finance | Nusret Cakici Christian Fieberg Daniel Metko Adam Zaremba | 2024/1/1 |
Machine learning and the cross-section of cryptocurrency returns | International Review of Financial Analysis | Nusret Cakici Syed Jawad Hussain Shahzad Barbara Będowska-Sójka Adam Zaremba | 2024/3/30 |
Predicting Returns with Machine Learning Across Horizons, Firms Size, and Time | Journal of Financial Data Science, Forthcoming | Nusret Cakici Christian Fieberg Daniel Metko Adam Zaremba | 2023/8/18 |
Recency bias and the cross-section of international stock returns | Journal of International Financial Markets, Institutions and Money | Nusret Cakici Adam Zaremba | 2023/4/1 |
Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns | Journal of Banking & Finance | Nusret Cakici Adam Zaremba | 2023/4/1 |
Interest rate changes and the cross-section of global equity returns | Journal of Economic Dynamics and Control | Adam Zaremba Nusret Cakici Robert J Bianchi Huaigang Long | 2023/2/1 |
Accounting vs Market Information: What Matters More for Stock Return Predictability? | Available at SSRN 4637008 | Nusret Cakici Adam Zaremba | 2023/11/18 |
Machine learning goes global: Cross-sectional return predictability in international stock markets | Journal of Economic Dynamics and Control | Nusret Cakici Christian Fieberg Daniel Metko Adam Zaremba | 2023/10/1 |
Salience theory and the cross-section of stock returns: International and further evidence | Journal of Financial Economics | Nusret Cakici Adam Zaremba | 2022/11/1 |
Empirical asset pricing via machine learning: The global edition | Available at SSRN 4028525 | Nusret Cakici Adam Zaremba | 2022/2/7 |
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns | Journal of Financial Stability | Adam Zaremba Nusret Cakici Ender Demir Huaigang Long | 2022/2/1 |
Yield curve shifts and the cross-section of global equity returns | Adam Zaremba Nusret Cakici Robert J Bianchi Huaigang Long | 2022 | |
Factor momentum versus stock price momentum: A revisit | Available at SSRN 4324141 | Nusret Cakici Christian Fieberg Daniel Metko Adam Zaremba | 2022/11/7 |
Responsible Investing: ESG Ratings and the Cross-Section of International Stock Returns | Available at SSRN 3922312 | Nusret Cakici Adam Zaremba | 2021/9/12 |
Liquidity and the cross-section of international stock returns | Journal of Banking & Finance | Nusret Cakici Adam Zaremba | 2021/6/1 |
Size, value, profitability, and investment effects in international stock returns: are they really there? | Journal of Investing, Forthcoming | Nusret Cakici Adam Zaremba | 2021/5/20 |
Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns | Journal of International Financial Markets, Institutions and Money | Nusret Cakici Adam Zaremba | 2021/5/1 |
Alternative profitability measures and cross-section of expected stock returns: international evidence | Review of Quantitative Finance and Accounting | Nusret Cakici Sris Chatterjee Yi Tang Lin Tong | 2021/1 |
Co-Authors
