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 4 192
Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope 0 0 1 37 0 0 2 127
Total Working Papers 0 0 1 66 0 0 6 319


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 0 1 16
Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme 1 2 5 13 1 2 6 45
Big players’ aggregated trading and market returns in Istanbul Stock Exchange 0 0 1 4 0 0 3 64
Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it? 0 0 0 10 1 1 8 66
Country world betas: The link between the stock market beta and macroeconomic beta 0 3 3 37 0 6 22 151
Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market 0 0 2 14 0 0 5 89
Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data 0 1 1 11 0 1 3 83
Drivers of technical trend-following rules' profitability in world stock markets 0 0 2 51 5 6 21 210
Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey 0 0 1 8 0 1 2 43
Foreign investor trading behavior has evolved 1 1 3 3 2 2 11 14
Foreigners’ trading and stock returns in Spain 0 0 3 17 0 1 10 79
Further Out-of-Sample Tests of Simple Technical Trading Rules 1 1 1 13 1 1 1 44
How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market 0 0 0 5 0 0 3 43
Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns 0 0 0 8 1 1 4 33
Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data 0 0 2 47 2 4 19 214
Joint dynamics of foreign exchange and stock markets in emerging Europe 2 5 11 64 4 12 22 196
Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul 0 0 0 49 0 0 1 163
Monday Effect in the RMW and the Short‐Term Reversal Factors 0 0 2 4 0 1 5 20
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited 0 0 1 4 0 0 4 14
Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market 0 0 0 16 0 0 0 87
Reversal of Monday returns 0 0 0 3 0 1 2 14
Stock Market's Response to Real Output Shocks: Connection Restored but Delayed 0 0 0 5 0 1 1 25
Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model 0 0 0 6 1 2 8 38
Tests of technical trading rules and the 52-week high strategy in the corporate bond market 0 0 0 2 0 1 12 54
Trading volume and prediction of stock return reversals: Conditioning on investor types' trading 1 2 6 10 1 2 13 28
Weekday seasonality of stock returns: The contrary case of China 1 3 8 8 2 10 37 37
Who drives the Monday effect? 0 1 6 26 2 6 29 191
Total Journal Articles 7 19 58 441 23 62 253 2,061


Statistics updated 2021-07-05