Access Statistics for Numan Ülkü

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bigger Fish in Small Pond: The Interaction between Foreigners' Trading and Emerging Stock Market Returns under the Microscope 0 0 0 29 0 0 0 194
Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope 0 0 0 37 0 0 1 132
Total Working Papers 0 0 0 66 0 0 1 326

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Leverage Effect' in country betas and volatilities? 0 0 0 3 1 1 1 25
A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns 0 0 2 2 1 1 10 10
Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme 0 0 3 19 1 3 7 58
Big players’ aggregated trading and market returns in Istanbul Stock Exchange 0 0 0 4 0 0 0 65
COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? 0 0 1 2 0 0 5 14
Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it? 0 0 0 11 0 0 3 75
Country world betas: The link between the stock market beta and macroeconomic beta 1 1 1 41 1 1 2 166
Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market 0 0 0 14 0 0 0 93
Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data 0 0 0 11 0 0 1 84
Drivers of technical trend-following rules' profitability in world stock markets 0 0 1 62 0 0 5 295
Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey 0 0 0 8 0 0 0 44
Foreign investor trading behavior has evolved 0 1 1 10 0 1 2 38
Foreigners’ trading and stock returns in Spain 0 0 0 18 0 1 3 90
Further Out-of-Sample Tests of Simple Technical Trading Rules 0 0 0 14 1 1 1 53
How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market 0 0 0 6 1 1 1 52
Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns 0 0 0 14 1 1 1 44
Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data 0 0 0 49 0 0 2 258
Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis 0 0 0 6 0 0 1 15
Institutional Overcrowding Everyday 0 0 1 3 0 0 2 13
Investor types' trading around the short‐term reversal pattern 0 0 2 12 0 1 6 23
Joint dynamics of foreign exchange and stock markets in emerging Europe 0 0 10 95 1 2 19 248
Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul 0 0 0 50 0 0 0 164
Monday Effect in the RMW and the Short‐Term Reversal Factors 0 0 1 8 1 2 4 28
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited 0 0 2 7 0 0 3 23
Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market 0 0 0 18 0 0 3 98
Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors 0 1 1 10 0 2 5 40
Reversal of Monday returns 0 0 1 5 1 1 3 21
Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation 0 0 2 4 1 2 5 12
Stock Market's Response to Real Output Shocks: Connection Restored but Delayed 0 0 0 5 0 0 0 28
Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model 0 1 1 8 0 1 1 45
Tests of technical trading rules and the 52-week high strategy in the corporate bond market 0 0 2 7 0 0 3 72
Trading volume and prediction of stock return reversals: Conditioning on investor types' trading 1 1 4 23 1 2 6 58
Weekday seasonality of stock returns: The contrary case of China 0 0 1 11 3 4 7 79
Who drives the Monday effect? 0 0 0 35 0 0 1 222
Total Journal Articles 2 5 37 595 15 28 113 2,653

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Statistics updated 2025-03-03