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 2 4 7 89
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 2 3 3 92
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 1 5 6 32
Total Working Papers 0 0 0 20 5 12 16 213


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 2 4 11 120
Are return predictors of industrial equity indexes common across regions? 0 0 1 1 2 4 9 14
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns 0 0 0 0 0 1 5 11
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 2 4 4 174
Does idiosyncratic volatility matter at the global level? 0 0 0 11 0 1 4 71
Financial Openness and Financial Development: Evidence from Emerging Countries 0 0 1 7 1 4 10 34
Firm leverage and investment decisions in an emerging market 0 0 0 43 1 3 3 104
Foreign Equity Trading and Average Stock-return Volatility 0 0 3 12 0 0 5 54
Idiosyncratic Volatility and Expected Returns at the Global Level 0 0 0 0 0 0 1 1
Interaction effects in the cross-section of country and industry returns 1 3 4 8 3 9 13 20
Market segmentation and international diversification across country and industry portfolios 0 0 0 0 1 4 6 13
Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis 0 0 1 1 1 3 6 7
Size matters everywhere: Decomposing the small country and small industry premia 0 0 0 9 0 1 2 49
Stock-return volatility and daily equity trading by investor groups in Korea 0 0 2 15 2 2 5 73
Strategies can be expensive too! The value spread and asset allocation in global equity markets 0 0 0 8 0 1 2 28
The Link between Financial System and Economics: Functions of the Financial System, Financial Crises, and Policy Implications 0 0 0 19 2 2 3 58
The cross-section of industry equity returns and global tactical asset allocation across regions and industries 0 0 2 13 1 2 8 50
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 0 86 2 3 4 255
To diversify or not to diversify internationally? 1 1 1 3 2 3 4 16
Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns 0 1 4 18 4 8 16 77
Total Journal Articles 2 5 19 324 26 59 121 1,229


Statistics updated 2026-01-09