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 1 1 1 30 2 3 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 2 9 141
Total Working Papers 1 1 1 67 2 5 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 0 3 12 38
A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns 0 0 2 6 0 8 21 36
Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme 0 0 0 19 1 4 13 72
Big players’ aggregated trading and market returns in Istanbul Stock Exchange 0 0 0 4 1 3 5 70
COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? 0 0 1 5 1 6 20 39
Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it? 0 0 0 11 1 8 12 87
Country world betas: The link between the stock market beta and macroeconomic beta 0 0 0 41 1 6 12 180
Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market 0 0 0 14 0 3 16 109
Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data 0 0 0 11 0 4 16 100
Drivers of technical trend-following rules' profitability in world stock markets 0 2 3 66 0 11 18 315
Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey 0 0 0 8 1 2 6 50
Foreign investor trading behavior has evolved 0 0 0 11 1 1 5 44
Foreigners’ trading and stock returns in Spain 0 0 1 20 0 1 6 97
Further Out-of-Sample Tests of Simple Technical Trading Rules 0 0 0 14 0 21 37 92
How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market 0 0 0 7 0 9 16 70
Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns 0 0 1 15 1 3 6 50
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 2 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 1 2 2 4 13 63 64
Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis 0 0 1 8 1 3 15 32
Institutional Overcrowding Everyday 0 0 0 4 2 4 13 27
Investor types' trading around the short‐term reversal pattern 0 0 0 15 4 10 30 56
Joint dynamics of foreign exchange and stock markets in emerging Europe 0 1 3 100 0 5 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 1 5 11 39
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited 0 0 0 7 0 2 11 34
Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market 0 0 0 19 1 1 3 103
Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors 1 2 3 13 3 10 22 64
Reversal of Monday returns 0 0 2 8 1 7 24 51
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 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 0 3 13 86
Tournament-type utility, absolute cumulative intra-quarter return, institutional feedback trading and return autocorrelation 0 1 1 1 0 4 26 26
Trading volume and prediction of stock return reversals: Conditioning on investor types' trading 0 2 9 34 5 12 33 94
Weekday seasonality of stock returns: The contrary case of China 0 0 0 11 0 13 66 146
Who drives the Monday effect? 0 0 0 35 22 27 37 260
Total Journal Articles 2 9 32 646 53 217 652 3,360

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Statistics updated 2026-07-10