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 1 1 30 0 2 12 206
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 1 1 67 0 2 21 347

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 2 14 40
A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns 0 0 1 6 2 2 21 38
Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme 0 0 0 19 0 2 14 73
Big players’ aggregated trading and market returns in Istanbul Stock Exchange 0 0 0 4 1 2 6 71
COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? 0 0 1 5 0 1 19 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 1 12 87
Country world betas: The link between the stock market beta and macroeconomic beta 0 0 0 41 1 3 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 1 1 16 101
Drivers of technical trend-following rules' profitability in world stock markets 0 1 4 67 0 3 20 318
Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey 0 0 0 8 0 1 6 50
Foreign investor trading behavior has evolved 0 0 0 11 0 2 6 45
Foreigners’ trading and stock returns in Spain 0 0 1 20 0 0 6 97
Further Out-of-Sample Tests of Simple Technical Trading Rules 0 0 0 14 1 2 39 94
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 1 1 2 16 1 2 7 51
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 1 12 273
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 1 2 2 3 2 8 65 68
Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis 0 0 1 8 0 1 13 32
Institutional Overcrowding Everyday 0 0 0 4 0 3 14 28
Investor types' trading around the short‐term reversal pattern 0 2 2 17 1 8 34 60
Joint dynamics of foreign exchange and stock markets in emerging Europe 1 2 5 102 2 3 16 270
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 0 0 1 9 1 3 13 41
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited 0 0 0 7 0 0 9 34
Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market 0 0 0 19 0 1 3 103
Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors 0 1 3 13 0 3 22 64
Reversal of Monday returns 0 0 2 8 5 8 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 1 1 8 54
Tests of technical trading rules and the 52-week high strategy in the corporate bond market 0 0 0 8 0 0 11 86
Tournament-type utility, absolute cumulative intra-quarter return, institutional feedback trading and return autocorrelation 0 0 1 1 7 8 34 34
Trading volume and prediction of stock return reversals: Conditioning on investor types' trading 0 0 7 34 0 9 35 98
Weekday seasonality of stock returns: The contrary case of China 0 0 0 11 1 3 68 149
Who drives the Monday effect? 0 1 1 36 0 23 37 261
Total Journal Articles 3 10 35 654 28 109 686 3,416

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Statistics updated 2026-09-10