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 2 5 87
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 0 1 1 90
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 3 4 5 31
Total Working Papers 0 0 0 20 4 7 11 208

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 1 2 9 118
Are return predictors of industrial equity indexes common across regions? 0 0 1 1 1 2 7 12
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns 0 0 0 0 1 1 5 11
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 1 2 2 172
Does idiosyncratic volatility matter at the global level? 0 0 0 11 1 1 4 71
Financial Openness and Financial Development: Evidence from Emerging Countries 0 0 2 7 2 3 11 33
Firm leverage and investment decisions in an emerging market 0 0 0 43 1 2 2 103
Foreign Equity Trading and Average Stock-return Volatility 0 0 4 12 0 0 6 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 2 3 7 1 6 11 17
Market segmentation and international diversification across country and industry portfolios 0 0 0 0 2 3 5 12
Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis 0 0 1 1 0 2 6 6
Size matters everywhere: Decomposing the small country and small industry premia 0 0 0 9 1 1 2 49
Stock-return volatility and daily equity trading by investor groups in Korea 0 0 2 15 0 0 3 71
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 0 0 1 56
The cross-section of industry equity returns and global tactical asset allocation across regions and industries 0 0 2 13 1 2 7 49
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 0 86 0 1 3 253
To diversify or not to diversify internationally? 0 0 0 2 0 2 2 14
Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns 1 3 4 18 4 6 13 73
Total Journal Articles 2 5 19 322 17 37 102 1,203

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Statistics updated 2025-12-06