Access Statistics for Mehmet Umutlu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 2 0 7 11 94
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 0 2 7 33
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 1 6 7 96
Total Working Papers 0 0 0 20 1 15 25 223


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alpha momentum and alpha reversal in country and industry equity indexes 0 0 0 34 3 12 21 130
Are return predictors of industrial equity indexes common across regions? 0 0 1 1 0 7 12 19
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns 0 0 0 0 0 1 4 12
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 0 5 7 177
Does idiosyncratic volatility matter at the global level? 0 0 0 11 0 0 3 71
Financial Openness and Financial Development: Evidence from Emerging Countries 0 0 0 7 0 4 10 37
Firm leverage and investment decisions in an emerging market 0 0 0 43 1 2 4 105
Foreign Equity Trading and Average Stock-return Volatility 0 0 2 12 0 4 7 58
Idiosyncratic Volatility and Expected Returns at the Global Level 0 0 0 0 0 2 3 3
Interaction effects in the cross-section of country and industry returns 0 1 3 8 9 16 23 33
Market segmentation and international diversification across country and industry portfolios 0 1 1 1 0 2 6 14
Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis 0 0 0 1 2 4 7 10
Size matters everywhere: Decomposing the small country and small industry premia 0 0 0 9 1 5 7 54
Stock-return volatility and daily equity trading by investor groups in Korea 0 0 2 15 2 10 12 81
Strategies can be expensive too! The value spread and asset allocation in global equity markets 0 1 1 9 1 4 6 32
The Link between Financial System and Economics: Functions of the Financial System, Financial Crises, and Policy Implications 1 1 1 20 2 11 11 67
The cross-section of industry equity returns and global tactical asset allocation across regions and industries 0 0 2 13 0 3 10 52
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 0 86 1 5 7 258
To diversify or not to diversify internationally? 0 1 1 3 0 8 10 22
Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns 1 1 4 19 3 13 22 86
Total Journal Articles 2 6 18 328 25 118 192 1,321


Statistics updated 2026-03-04