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 4 4 8 192
Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope 0 0 0 36 0 0 6 125
Total Working Papers 0 0 0 65 4 4 14 317


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 1 5 16
Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme 0 1 2 8 0 1 9 39
Big players’ aggregated trading and market returns in Istanbul Stock Exchange 1 1 1 4 1 1 5 62
Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it? 0 0 2 10 0 2 14 59
Country world betas: The link between the stock market beta and macroeconomic beta 0 0 6 34 0 0 22 129
Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market 1 2 2 14 1 2 5 86
Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data 0 0 0 10 0 1 11 80
Drivers of technical trend-following rules' profitability in world stock markets 0 1 3 49 3 6 29 193
Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey 0 0 0 7 0 0 5 41
Foreign investor trading behavior has evolved 0 1 1 1 1 2 5 5
Foreigners’ trading and stock returns in Spain 0 0 2 14 2 3 13 72
Further Out-of-Sample Tests of Simple Technical Trading Rules 0 0 0 12 0 0 4 43
How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market 0 0 0 5 0 2 7 40
Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns 0 0 1 8 1 2 9 31
Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data 0 0 0 45 3 4 17 199
Joint dynamics of foreign exchange and stock markets in emerging Europe 2 3 9 55 2 6 20 176
Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul 0 0 0 49 0 0 9 162
Monday Effect in the RMW and the Short‐Term Reversal Factors 0 2 2 2 0 2 15 15
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited 0 1 1 4 0 1 3 11
Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market 0 0 1 16 0 0 4 87
Reversal of Monday returns 0 0 0 3 0 0 3 12
Stock Market's Response to Real Output Shocks: Connection Restored but Delayed 0 0 1 5 0 0 5 24
Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model 0 0 1 6 0 2 9 31
Tests of technical trading rules and the 52-week high strategy in the corporate bond market 0 0 2 2 3 8 40 46
Trading volume and prediction of stock return reversals: Conditioning on investor types' trading 1 1 5 5 1 1 13 16
Weekday seasonality of stock returns: The contrary case of China 3 3 3 3 5 8 8 8
Who drives the Monday effect? 0 0 11 20 3 8 110 165
Total Journal Articles 8 16 56 394 27 63 399 1,848


Statistics updated 2020-09-04