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 5 8 12 94
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 1 5 7 33
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 3 5 6 95
Total Working Papers 0 0 0 20 9 18 25 222

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 7 10 18 127
Are return predictors of industrial equity indexes common across regions? 0 0 1 1 5 8 13 19
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns 0 0 0 0 1 2 6 12
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 3 6 7 177
Does idiosyncratic volatility matter at the global level? 0 0 0 11 0 1 3 71
Financial Openness and Financial Development: Evidence from Emerging Countries 0 0 1 7 3 6 12 37
Firm leverage and investment decisions in an emerging market 0 0 0 43 0 2 3 104
Foreign Equity Trading and Average Stock-return Volatility 0 0 2 12 4 4 7 58
Idiosyncratic Volatility and Expected Returns at the Global Level 0 0 0 0 2 2 3 3
Interaction effects in the cross-section of country and industry returns 0 2 3 8 4 8 14 24
Market segmentation and international diversification across country and industry portfolios 1 1 1 1 1 4 7 14
Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis 0 0 0 1 1 2 6 8
Size matters everywhere: Decomposing the small country and small industry premia 0 0 0 9 4 5 6 53
Stock-return volatility and daily equity trading by investor groups in Korea 0 0 2 15 6 8 10 79
Strategies can be expensive too! The value spread and asset allocation in global equity markets 1 1 1 9 3 3 5 31
The Link between Financial System and Economics: Functions of the Financial System, Financial Crises, and Policy Implications 0 0 0 19 7 9 10 65
The cross-section of industry equity returns and global tactical asset allocation across regions and industries 0 0 2 13 2 4 10 52
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 0 86 2 4 6 257
To diversify or not to diversify internationally? 0 1 1 3 6 8 10 22
Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns 0 1 3 18 6 14 20 83
Total Journal Articles 2 6 17 326 67 110 176 1,296

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Statistics updated 2026-02-12