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 1 3 83
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 18 0 0 0 89
The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets 0 0 0 0 0 0 1 26
Total Working Papers 0 0 0 20 1 1 4 198


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 1 34 0 0 7 109
Are return predictors of industrial equity indexes common across regions? 0 0 0 0 1 2 7 7
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns 0 0 0 0 2 2 4 8
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? 0 0 0 36 0 0 2 170
Does idiosyncratic volatility matter at the global level? 0 0 0 11 0 1 3 68
Financial Openness and Financial Development: Evidence from Emerging Countries 1 2 3 7 2 5 8 27
Firm leverage and investment decisions in an emerging market 0 0 0 43 0 0 1 101
Foreign Equity Trading and Average Stock-return Volatility 0 2 3 10 0 3 4 51
Idiosyncratic Volatility and Expected Returns at the Global Level 0 0 0 0 0 0 0 0
Interaction effects in the cross-section of country and industry returns 0 1 5 5 0 4 10 10
Market segmentation and international diversification across country and industry portfolios 0 0 0 0 1 1 5 8
Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis 0 1 1 1 1 3 3 3
Size matters everywhere: Decomposing the small country and small industry premia 0 0 0 9 0 0 2 47
Stock-return volatility and daily equity trading by investor groups in Korea 0 0 1 13 0 1 5 69
Strategies can be expensive too! The value spread and asset allocation in global equity markets 0 0 0 8 0 0 2 26
The Link between Financial System and Economics: Functions of the Financial System, Financial Crises, and Policy Implications 0 0 0 19 1 1 2 56
The cross-section of industry equity returns and global tactical asset allocation across regions and industries 0 0 1 11 0 0 2 42
The degree of financial liberalization and aggregated stock-return volatility in emerging markets 0 0 1 86 0 1 8 251
To diversify or not to diversify internationally? 0 0 1 2 0 0 1 12
Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns 0 1 1 15 1 4 7 64
Total Journal Articles 1 7 18 310 9 28 83 1,129


Statistics updated 2025-03-03