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 1 194
Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope 0 0 0 37 0 0 0 127
Total Working Papers 0 0 0 66 0 0 1 321


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 1 23
Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme 0 0 3 16 0 0 5 50
Big players’ aggregated trading and market returns in Istanbul Stock Exchange 0 0 0 4 0 0 0 65
Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it? 0 0 0 10 0 0 2 69
Country world betas: The link between the stock market beta and macroeconomic beta 0 1 1 38 0 1 4 157
Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market 0 0 0 14 0 0 0 92
Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data 0 0 0 11 0 0 0 83
Drivers of technical trend-following rules' profitability in world stock markets 2 2 3 55 2 8 29 257
Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey 0 0 0 8 0 0 1 44
Foreign investor trading behavior has evolved 0 1 4 7 0 1 14 31
Foreigners’ trading and stock returns in Spain 0 0 0 17 0 0 3 85
Further Out-of-Sample Tests of Simple Technical Trading Rules 0 0 1 14 0 0 6 51
How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market 0 0 0 6 0 0 4 51
Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns 0 1 1 9 0 1 3 36
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 5 18 238
Investor types' trading around the short‐term reversal pattern 0 1 1 1 0 1 4 4
Joint dynamics of foreign exchange and stock markets in emerging Europe 0 1 7 73 0 2 11 210
Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul 0 0 0 50 0 0 0 164
Monday Effect in the RMW and the Short‐Term Reversal Factors 0 0 2 6 0 0 2 22
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited 0 0 0 4 0 0 4 18
Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market 0 0 0 18 0 0 0 94
Reversal of Monday returns 0 0 0 3 0 0 1 15
Stock Market's Response to Real Output Shocks: Connection Restored but Delayed 0 0 0 5 0 0 2 28
Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model 0 0 0 6 0 0 2 41
Tests of technical trading rules and the 52-week high strategy in the corporate bond market 0 0 1 3 0 0 7 64
Trading volume and prediction of stock return reversals: Conditioning on investor types' trading 0 1 6 16 1 3 13 42
Weekday seasonality of stock returns: The contrary case of China 0 0 0 9 0 2 18 62
Who drives the Monday effect? 0 2 5 31 0 2 15 211
Total Journal Articles 2 10 35 486 4 27 169 2,307


Statistics updated 2022-11-05