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 1 10 204
Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope 0 0 0 37 0 3 9 141
Total Working Papers 0 0 0 66 0 4 19 345

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 3 13 38
A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns 0 1 2 6 1 10 21 36
Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme 0 0 0 19 0 4 12 71
Big players’ aggregated trading and market returns in Istanbul Stock Exchange 0 0 0 4 0 2 4 69
COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? 0 0 3 5 0 6 21 38
Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it? 0 0 0 11 0 7 11 86
Country world betas: The link between the stock market beta and macroeconomic beta 0 0 0 41 1 6 13 179
Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market 0 0 0 14 0 8 16 109
Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data 0 0 0 11 1 6 16 100
Drivers of technical trend-following rules' profitability in world stock markets 2 2 3 66 4 11 18 315
Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey 0 0 0 8 0 1 5 49
Foreign investor trading behavior has evolved 0 0 1 11 0 0 5 43
Foreigners’ trading and stock returns in Spain 0 1 1 20 1 2 6 97
Further Out-of-Sample Tests of Simple Technical Trading Rules 0 0 0 14 12 28 38 92
How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market 0 0 0 7 4 9 16 70
Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns 0 0 1 15 1 2 5 49
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 11 272
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 0 1 1 0 16 59 60
Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis 0 0 1 8 0 3 14 31
Institutional Overcrowding Everyday 0 0 0 4 0 2 11 25
Investor types' trading around the short‐term reversal pattern 0 0 3 15 3 10 29 52
Joint dynamics of foreign exchange and stock markets in emerging Europe 0 2 3 100 0 7 13 267
Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul 0 0 0 50 0 1 23 187
Monday Effect in the RMW and the Short‐Term Reversal Factors 0 0 1 9 0 4 10 38
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited 0 0 0 7 1 2 11 34
Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market 0 0 0 19 0 0 2 102
Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors 1 1 2 12 1 12 20 61
Reversal of Monday returns 0 0 2 8 2 8 23 50
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 1 2 6 34
Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model 0 0 1 9 0 0 7 53
Tests of technical trading rules and the 52-week high strategy in the corporate bond market 0 0 1 8 2 5 13 86
Tournament-type utility, absolute cumulative intra-quarter return, institutional feedback trading and return autocorrelation 1 1 1 1 3 6 26 26
Trading volume and prediction of stock return reversals: Conditioning on investor types' trading 0 3 9 34 1 11 28 89
Weekday seasonality of stock returns: The contrary case of China 0 0 0 11 5 14 67 146
Who drives the Monday effect? 0 0 0 35 2 7 15 238
Total Journal Articles 4 11 36 644 46 216 611 3,307

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Statistics updated 2026-06-04