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 1 5 14 99
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 0 2 9 98
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 1 2 9 35
Total Working Papers 0 0 0 20 2 9 32 232


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 11 25 141
Are return predictors of industrial equity indexes common across regions? 0 0 1 1 0 0 12 19
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns 0 0 0 0 0 2 5 14
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 0 3 10 180
Does idiosyncratic volatility matter at the global level? 0 0 0 11 1 4 6 75
Financial Openness and Financial Development: Evidence from Emerging Countries 0 0 0 7 1 1 10 38
Firm leverage and investment decisions in an emerging market 0 0 0 43 0 1 5 106
Foreign Equity Trading and Average Stock-return Volatility 0 0 0 12 0 0 5 58
Idiosyncratic Volatility and Expected Returns at the Global Level 0 0 0 0 0 4 7 7
Interaction effects in the cross-section of country and industry returns 0 0 3 8 1 3 26 36
Market segmentation and international diversification across country and industry portfolios 0 0 1 1 0 1 6 15
Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis 0 0 0 1 0 2 8 12
Size matters everywhere: Decomposing the small country and small industry premia 0 0 0 9 1 7 13 61
Stock-return volatility and daily equity trading by investor groups in Korea 0 0 2 15 0 7 19 88
Strategies can be expensive too! The value spread and asset allocation in global equity markets 0 0 1 9 0 2 8 34
The Link between Financial System and Economics: Functions of the Financial System, Financial Crises, and Policy Implications 0 0 1 20 1 4 15 71
The cross-section of industry equity returns and global tactical asset allocation across regions and industries 0 0 1 13 1 5 12 57
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 0 86 1 6 12 264
To diversify or not to diversify internationally? 0 0 1 3 0 1 11 23
Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns 0 0 4 19 0 8 27 94
Total Journal Articles 0 0 15 328 7 72 242 1,393


Statistics updated 2026-06-04