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 4 22 107
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 1 1 10 99
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 0 0 8 35
Total Working Papers 0 0 0 20 1 5 40 241


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 0 4 31 147
Are return predictors of industrial equity indexes common across regions? 0 0 0 1 2 4 13 23
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns 0 0 0 0 2 4 8 18
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 0 0 10 180
Does idiosyncratic volatility matter at the global level? 0 0 0 11 0 0 5 75
Financial Openness and Financial Development: Evidence from Emerging Countries 0 0 0 7 1 1 9 39
Firm leverage and investment decisions in an emerging market 0 0 0 43 2 2 8 109
Foreign Equity Trading and Average Stock-return Volatility 0 0 0 12 0 1 5 59
Idiosyncratic Volatility and Expected Returns at the Global Level 0 0 0 0 0 1 7 8
Interaction effects in the cross-section of country and industry returns 0 0 3 8 0 3 29 40
Market segmentation and international diversification across country and industry portfolios 0 0 1 1 0 1 7 16
Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis 0 0 0 1 2 2 10 14
Size matters everywhere: Decomposing the small country and small industry premia 0 1 1 10 0 2 15 63
Stock-return volatility and daily equity trading by investor groups in Korea 0 0 0 15 2 3 21 92
Strategies can be expensive too! The value spread and asset allocation in global equity markets 0 1 2 10 1 5 12 39
The Link between Financial System and Economics: Functions of the Financial System, Financial Crises, and Policy Implications 0 0 1 20 1 3 18 74
The cross-section of industry equity returns and global tactical asset allocation across regions and industries 0 0 0 13 2 3 13 61
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 0 86 0 0 13 265
To diversify or not to diversify internationally? 0 0 1 3 1 3 13 26
Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns 0 0 3 20 2 6 34 103
Total Journal Articles 0 2 12 331 18 48 281 1,451


Statistics updated 2026-10-11