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 3 3 197
Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope 0 0 0 37 0 0 0 132
Total Working Papers 0 0 0 66 0 3 3 329

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 2 26
A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns 0 0 3 5 0 5 13 22
Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme 0 0 0 19 0 2 6 61
Big players’ aggregated trading and market returns in Istanbul Stock Exchange 0 0 0 4 0 1 1 66
COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? 0 1 3 5 1 3 9 23
Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it? 0 0 0 11 1 3 3 78
Country world betas: The link between the stock market beta and macroeconomic beta 0 0 1 41 2 2 6 171
Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market 0 0 0 14 0 2 3 96
Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data 0 0 0 11 1 2 3 87
Drivers of technical trend-following rules' profitability in world stock markets 0 0 1 63 1 3 6 301
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 0 2 11 0 0 2 39
Foreigners’ trading and stock returns in Spain 0 0 1 19 2 2 4 93
Further Out-of-Sample Tests of Simple Technical Trading Rules 0 0 0 14 1 2 5 57
How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market 0 0 1 7 1 1 5 56
Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns 0 0 0 14 0 1 2 45
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 4 262
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 2 6 9 9
Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis 0 0 1 7 1 3 7 22
Institutional Overcrowding Everyday 0 0 1 4 2 3 4 17
Investor types' trading around the short‐term reversal pattern 0 0 3 15 1 1 5 27
Joint dynamics of foreign exchange and stock markets in emerging Europe 0 0 2 97 0 1 9 255
Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul 0 0 0 50 3 4 5 169
Monday Effect in the RMW and the Short‐Term Reversal Factors 0 0 0 8 1 1 3 29
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited 0 0 0 7 0 1 3 26
Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market 0 0 1 19 0 0 2 100
Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors 0 0 1 10 0 0 4 42
Reversal of Monday returns 1 1 2 7 3 6 13 33
Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation 0 0 0 4 1 1 3 13
Stock Market's Response to Real Output Shocks: Connection Restored but Delayed 0 0 0 5 0 0 1 29
Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model 0 1 2 9 0 1 3 47
Tests of technical trading rules and the 52-week high strategy in the corporate bond market 0 0 1 8 0 0 3 75
Tournament-type utility, absolute cumulative intra-quarter return, institutional feedback trading and return autocorrelation 0 0 0 0 0 0 0 0
Trading volume and prediction of stock return reversals: Conditioning on investor types' trading 1 3 8 30 2 7 14 70
Weekday seasonality of stock returns: The contrary case of China 0 0 0 11 14 16 22 97
Who drives the Monday effect? 0 0 0 35 3 4 6 228
Total Journal Articles 2 6 35 625 44 85 190 2,815

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Statistics updated 2025-12-06