Kayaçetin, Nuri Volkan. “Infrequent Rebalancing, Risk Deferral, and Equity Returns at the Turn of the Month.” Journal of International Financial Markets, Institutions, & Money 109, 102309, Article Link.
Kayaçetin, Nuri Volkan. "Uzun Vadeli Risk Modelleri Perspektifinden Değer Yatırımcılığı Anlayışı." Book Chapter in Değer Yatırımcılığı: Teori, Uygulama ve Stratejiler (in Turkish), 151–169. Nobel Akademik Yayıncılık. Book Link.
Kayaçetin, Nuri Volkan; Recal, Füsun; & Kayahan, İsmail. "Predicting Abnormal Price Movements of Micro-Cap Stocks using LSTM." Proceedings of the 33rd IEEE Signal Processing and Communications Applications Conference. Article Link.
Kayaçetin, Nuri Volkan. “Elections and Stock Market Returns: Evidence from Borsa Istanbul.” Journal of Research in Business 8(1), 20-40. Article Link.
Kayaçetin, Nuri Volkan. “İstanbul Hisse Piyasasının Evrimi: Galata Bankerlerinden Borsa İstanbul’a Yolculuk.” Book Chapter In Finansal Piyasaların Evrimi-II (in Turkish), 181-197. Özgür Yayın Dağıtım Ltd. Book Link.
Kayaçetin, Nuri Volkan. “Menkul Kıymetler Yatırım Fonları.” Book Chapter in Güncel Finansal Yönetim Yaklaşımları-II (in Turkish), 105-114. Efe Akademi Yayınları. Book Link.
Kayaçetin, Nuri Volkan; & Kaul, Aditya. “Flight-to-Quality, Economic Fundamentals, and Stock Returns.” Journal of Banking & Finance 80(1), 162-175. Article Link.
Kayaçetin, Nuri Volkan; Celiker, Umut; Sonaer, Gökhan; & Kumar, Raman. “Cash Flow News, Discount Rate News, and Momentum.” Journal of Banking & Finance 72(1), 240-254. Article Link.
Kayaçetin, Nuri Volkan; & Lekpek, Senad. “Turn-of-the-Month Effect: New Evidence from an Emerging Stock Market.” Finance Research Letters 18(1), 142-157. Article Link.
Kayaçetin, Nuri Volkan; & Güner, Zehra Nuray. “A Note on the Cross-Section of Stock Returns on the Istanbul Stock Exchange.” Boğaziçi Journal: Review of Social, Economic, & Administrative Studies, 21(1). Article Link.
Kayaçetin, Nuri Volkan; & Kaul, Aditya. “What Drives the Quality Factor? Evaluating Risk and Behavioral Explanations.” World Finance Conference, Limerick/Ireland, July 26-29, 2026.
Kayaçetin, Nuri Volkan; Kaul, Aditya; & Watanabe, Masahiro. “Portfolio Flows and the Risk-Return Rela-tionship.” World Finance Conference, Limerick/Ireland, July 26-29, 2026.
Kayaçetin, Nuri Volkan; Kaul, Aditya; & Watanabe, Masahiro. “Predictable Portfolio Flows and the Risk-Return Relationship.” 41st French Finance Association Annual International Conference. Dijon/France, May 26-28, 2025.
Kayaçetin, Nuri Volkan; Recal, Füsun; & Kayahan, İsmail. "Predicting Abnormal Price Movements of Micro-Cap Stocks using LSTM." 33. Signal Processing & Communications Applications (SIU) Conference (IEEE). Istanbul/Turkiye, June 25-28, 2025.
Kayaçetin, Nuri Volkan; Kaul, Aditya; & Watanabe, Masahiro. “Intense Trading Activity and the Risk-Return Relation.” Western Economic Association International Annual Conference. Melbourne/Australia, April 12-15, 2023.
Kayaçetin, Nuri Volkan; & Lekpek, Senad. “Turn-of-the-Month, Around the World: Evidence from G7 Markets.” World Finance Conference, Sardinia/Italy, July 26-28, 2017.
Kayaçetin, Nuri Volkan. “Cash Flow Risk and Market Betas.” Financial Management Association European Conference, Helsinki/Finland, June 9-10, 2016.
Kayaçetin, Nuri Volkan; Celiker, Umut; Sonaer, Gökhan; & Kumar, Raman. “Cash Flow News, Discount Rate News, and Momentum.” Financial Management Association Annual Conference, Las Vegas/United States, October 19-22, 2016.
Kayaçetin, Nuri Volkan; & Kaul, Aditya. “Trade-Based Predictions of Economic Conditions and Stock Returns.” Financial Management Association European Conference, Venice/Italy, June 8-10, 2015.
Kayaçetin, Nuri Volkan; & Kaul, Aditya. “Trade-Based Predictions of Economic Conditions and Stock Returns.” 27th Australasian Finance and Banking Conference, Sydney/Australia, December 16-18, 2014.
Kayaçetin, Nuri Volkan; & Kaul, Aditya. “Trade-Based Predictions of Economic Conditions and Stock Returns.” Northern Finance Association Annual Conference, Quebec City/Canada, September 27-29. 2013.
Kayaçetin, Nuri Volkan; & Kaul, Aditya. “Equity Market Order Flow, Macroeconomic Fundamentals, and Expected Stock Returns.” Financial Management Association Annual Meeting (Best Paper Finalist), Reno / United States, October 21-24, 2009.
Kayaçetin, Nuri Volkan; & Kaul, Aditya. “Common Effects in Imbalances and Returns: Style-Based Comovement and Flight-to-Quality.” Financial Management Association European Conference, Prague/ Czechia, June 4-6, 2008.
Kayaçetin, Nuri Volkan; & Kaul, Aditya. “Equity Market Order Flow, Macroeconomic Fundamentals, and Expected Stock Returns.” Northern Finance Association Annual Conference, Kananaskis Village/Canada, September 5-7, 2008.
Kayaçetin, Nuri Volkan; & Kaul, Aditya. “On the Origins of Size and Value Premiums: A Trade-Based Perspective.” Northern Finance Association Annual Conference, Montreal/Canada, September 15-17, 2006.
Kayaçetin, Nuri Volkan; & Kaul, Aditya. "What Drives the Quality Premium?"
Kayaçetin, Nuri Volkan. "Slow Moving Capital and Borsa Istanbul Returns."
Kayaçetin, Nuri Volkan. "Long-Run Betas and the Cross-Section of Stock Returns."
Kayaçetin, Nuri Volkan; Kaul, Aditya; & Watanabe, Masahiro. "Portfolio Flows and the Risk-Return Relationship."
Kayaçetin, Nuri Volkan; Recal, Füsun; & Kayahan, İsmail. "Predicting Price Trends with Machine Learning Methods."
Kayaçetin, Nuri Volkan. "Trading Activity, Price Informativeness, and Business Cycle Fluctuations."
Kayaçetin, Nuri Volkan; & Kaul, Aditya. "Style-Based Comovement in Order Flows and Returns."
Kayaçetin, Nuri Volkan; & Kaul, Aditya. "Information-Driven Return Continuations and Reversals."