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 2 5 5 199
Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope 0 0 0 37 2 2 2 134
Total Working Papers 0 0 0 66 4 7 7 333

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 3 27
A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns 0 0 3 5 1 5 14 23
Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme 0 0 0 19 2 4 6 63
Big players’ aggregated trading and market returns in Istanbul Stock Exchange 0 0 0 4 0 0 1 66
COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? 0 0 3 5 4 6 13 27
Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it? 0 0 0 11 0 3 3 78
Country world betas: The link between the stock market beta and macroeconomic beta 0 0 1 41 1 3 7 172
Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market 0 0 0 14 2 4 5 98
Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data 0 0 0 11 1 3 4 88
Drivers of technical trend-following rules' profitability in world stock markets 0 0 1 63 0 2 6 301
Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey 0 0 0 8 1 1 1 45
Foreign investor trading behavior has evolved 0 0 1 11 0 0 1 39
Foreigners’ trading and stock returns in Spain 0 0 1 19 0 2 4 93
Further Out-of-Sample Tests of Simple Technical Trading Rules 0 0 0 14 4 5 9 61
How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market 0 0 1 7 0 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 3 4 7 265
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 5 11 14 14
Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis 1 1 2 8 3 6 10 25
Institutional Overcrowding Everyday 0 0 1 4 3 6 7 20
Investor types' trading around the short‐term reversal pattern 0 0 3 15 8 9 12 35
Joint dynamics of foreign exchange and stock markets in emerging Europe 1 1 3 98 1 1 10 256
Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul 0 0 0 50 1 5 6 170
Monday Effect in the RMW and the Short‐Term Reversal Factors 0 0 0 8 1 2 4 30
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited 0 0 0 7 2 2 5 28
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 2 2 6 44
Reversal of Monday returns 0 1 2 7 3 9 16 36
Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation 0 0 0 4 1 2 3 14
Stock Market's Response to Real Output Shocks: Connection Restored but Delayed 0 0 0 5 1 1 2 30
Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model 0 1 1 9 1 2 3 48
Tests of technical trading rules and the 52-week high strategy in the corporate bond market 0 0 1 8 1 1 4 76
Tournament-type utility, absolute cumulative intra-quarter return, institutional feedback trading and return autocorrelation 0 0 0 0 4 4 4 4
Trading volume and prediction of stock return reversals: Conditioning on investor types' trading 1 4 9 31 2 9 16 72
Weekday seasonality of stock returns: The contrary case of China 0 0 0 11 26 41 48 123
Who drives the Monday effect? 0 0 0 35 0 4 6 228
Total Journal Articles 3 8 36 628 85 162 269 2,900

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Statistics updated 2026-01-09