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 1 30 1 1 13 207
Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope 0 0 0 37 0 0 9 141
Total Working Papers 0 0 1 67 1 1 22 348

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 0 2 14 40
A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns 0 0 1 6 1 3 21 39
Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme 0 0 0 19 1 2 15 74
Big players’ aggregated trading and market returns in Istanbul Stock Exchange 0 0 0 4 0 1 5 71
COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? 0 0 0 5 0 0 18 39
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 12 87
Country world betas: The link between the stock market beta and macroeconomic beta 0 0 0 41 0 2 13 182
Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market 0 0 0 14 0 0 15 109
Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data 0 0 0 11 0 1 16 101
Drivers of technical trend-following rules' profitability in world stock markets 0 1 4 67 1 4 20 319
Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey 0 0 0 8 0 0 6 50
Foreign investor trading behavior has evolved 0 0 0 11 0 1 6 45
Foreigners’ trading and stock returns in Spain 0 0 1 20 2 2 8 99
Further Out-of-Sample Tests of Simple Technical Trading Rules 0 0 0 14 1 3 39 95
How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market 0 0 0 7 0 1 16 71
Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns 0 1 2 16 1 2 8 52
Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data 0 0 0 49 1 1 13 274
Idiosyncratic volatility and the cross-section of abnormal returns in Pakistan: Evidence from a country with religious bans on lotteries and substantive institutional investor participation 0 1 2 3 0 4 65 68
Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis 0 0 1 8 2 2 15 34
Institutional Overcrowding Everyday 0 0 0 4 0 1 14 28
Investor types' trading around the short‐term reversal pattern 1 3 3 18 2 6 36 62
Joint dynamics of foreign exchange and stock markets in emerging Europe 0 2 5 102 0 3 15 270
Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul 0 0 0 50 0 0 22 187
Monday Effect in the RMW and the Short‐Term Reversal Factors 1 1 2 10 1 3 14 42
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited 0 0 0 7 0 0 8 34
Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market 0 0 0 19 1 1 4 104
Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors 0 0 3 13 0 0 22 64
Reversal of Monday returns 0 0 2 8 0 7 31 58
Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation 0 0 0 4 0 0 3 15
Stock Market's Response to Real Output Shocks: Connection Restored but Delayed 0 0 0 5 0 1 6 35
Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model 0 0 1 9 0 1 8 54
Tests of technical trading rules and the 52-week high strategy in the corporate bond market 0 0 0 8 2 2 13 88
Tournament-type utility, absolute cumulative intra-quarter return, institutional feedback trading and return autocorrelation 0 0 1 1 0 8 34 34
Trading volume and prediction of stock return reversals: Conditioning on investor types' trading 0 0 7 34 3 7 38 101
Weekday seasonality of stock returns: The contrary case of China 0 0 0 11 2 5 69 151
Who drives the Monday effect? 0 1 1 36 0 1 37 261
Total Journal Articles 2 10 36 656 21 77 699 3,437

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Statistics updated 2026-10-11