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 6 9 203
Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope 0 0 0 37 2 6 6 138
Total Working Papers 0 0 0 66 2 12 15 341

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 9 10 35
A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns 0 0 3 5 1 4 16 26
Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme 0 0 0 19 1 6 9 67
Big players’ aggregated trading and market returns in Istanbul Stock Exchange 0 0 0 4 0 1 2 67
COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? 0 0 3 5 3 9 18 32
Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it? 0 0 0 11 0 1 4 79
Country world betas: The link between the stock market beta and macroeconomic beta 0 0 0 41 1 2 7 173
Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market 0 0 0 14 2 5 8 101
Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data 0 0 0 11 1 7 10 94
Drivers of technical trend-following rules' profitability in world stock markets 1 1 2 64 2 3 9 304
Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey 0 0 0 8 0 4 4 48
Foreign investor trading behavior has evolved 0 0 1 11 1 4 5 43
Foreigners’ trading and stock returns in Spain 0 0 1 19 0 2 5 95
Further Out-of-Sample Tests of Simple Technical Trading Rules 0 0 0 14 0 7 11 64
How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market 0 0 1 7 1 5 9 61
Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns 0 1 1 15 0 2 3 47
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 9 13 271
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 13 35 44 44
Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis 0 1 2 8 0 6 13 28
Institutional Overcrowding Everyday 0 0 1 4 0 6 10 23
Investor types' trading around the short‐term reversal pattern 0 0 3 15 4 15 19 42
Joint dynamics of foreign exchange and stock markets in emerging Europe 0 1 3 98 2 5 12 260
Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul 0 0 0 50 0 17 22 186
Monday Effect in the RMW and the Short‐Term Reversal Factors 0 1 1 9 1 5 6 34
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited 0 0 0 7 0 6 9 32
Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market 0 0 1 19 1 2 4 102
Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors 0 1 1 11 1 7 9 49
Reversal of Monday returns 0 1 3 8 1 9 21 42
Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation 0 0 0 4 0 2 3 15
Stock Market's Response to Real Output Shocks: Connection Restored but Delayed 0 0 0 5 0 3 4 32
Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model 0 0 1 9 0 6 8 53
Tests of technical trading rules and the 52-week high strategy in the corporate bond market 0 0 1 8 2 6 9 81
Tournament-type utility, absolute cumulative intra-quarter return, institutional feedback trading and return autocorrelation 0 0 0 0 9 20 20 20
Trading volume and prediction of stock return reversals: Conditioning on investor types' trading 0 1 8 31 3 8 20 78
Weekday seasonality of stock returns: The contrary case of China 0 0 0 11 3 35 53 132
Who drives the Monday effect? 0 0 0 35 1 3 9 231
Total Journal Articles 1 8 38 633 56 276 438 3,091

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Statistics updated 2026-03-04