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Details about Numan Ülkü

Workplace:Department of Accountancy and Finance, School of Business, University of Otago, (more information at EDIRC)
School of Commerce, Business School, University of South Australia, (more information at EDIRC)
Institut ekonomických studií (Institute of Economic Studies), Univerzita Karlova v Praze (Charles University), (more information at EDIRC)

Access statistics for papers by Numan Ülkü.

Last updated 2021-05-08. Update your information in the RePEc Author Service.

Short-id: pul52

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Working Papers


  1. Bigger Fish in Small Pond: The Interaction between Foreigners' Trading and Emerging Stock Market Returns under the Microscope
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads
    Also in University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics (2011) Downloads

Journal Articles


  1. Weekday seasonality of stock returns: The contrary case of China
    Journal of Asian Economics, 2020, 68, (C) Downloads


  1. Foreign investor trading behavior has evolved
    Journal of Multinational Financial Management, 2019, 51, (C), 98-115 Downloads View citations (1)
  2. Monday Effect in the RMW and the Short‐Term Reversal Factors
    International Review of Finance, 2019, 19, (3), 681-691 Downloads View citations (1)
  3. Tests of technical trading rules and the 52-week high strategy in the corporate bond market
    Global Finance Journal, 2019, 40, (C), 85-103 Downloads
  4. Trading volume and prediction of stock return reversals: Conditioning on investor types' trading
    Journal of Forecasting, 2019, 38, (6), 582-599 Downloads


  1. Who drives the Monday effect?
    Journal of Economic Behavior & Organization, 2018, 148, (C), 46-65 Downloads View citations (2)


  1. Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model
    Emerging Markets Review, 2017, 33, (C), 140-154 Downloads View citations (2)


  1. Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?
    Journal of Financial Markets, 2016, 27, (C), 28-54 Downloads View citations (1)
  2. Reversal of Monday returns
    Quantitative Finance, 2016, 16, (4), 649-665 Downloads View citations (1)


  1. 'Leverage Effect' in country betas and volatilities?
    Applied Economics Letters, 2015, 22, (11), 848-853 Downloads
  2. Foreigners’ trading and stock returns in Spain
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 111-126 Downloads View citations (4)
  3. How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market
    International Review of Finance, 2015, 15, (4), 521-553 Downloads View citations (1)
  4. Stock Market's Response to Real Output Shocks: Connection Restored but Delayed
    International Review of Finance, 2015, 15, (4), 613-622 Downloads View citations (1)


  1. Country world betas: The link between the stock market beta and macroeconomic beta
    Finance Research Letters, 2014, 11, (1), 36-46 Downloads View citations (3)
  2. Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data
    Journal of International Financial Markets, Institutions and Money, 2014, 29, (C), 150-169 Downloads View citations (3)
  3. Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns
    Review of Finance, 2014, 18, (4), 1541-1581 Downloads View citations (4)


  1. Drivers of technical trend-following rules' profitability in world stock markets
    International Review of Financial Analysis, 2013, 30, (C), 214-229 Downloads View citations (4)
  2. Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data
    Journal of Banking & Finance, 2013, 37, (8), 2733-2749 Downloads View citations (4)


  1. Big players’ aggregated trading and market returns in Istanbul Stock Exchange
    Applied Financial Economics, 2012, 22, (6), 491-508 Downloads
  2. Joint dynamics of foreign exchange and stock markets in emerging Europe
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (1), 55-86 Downloads View citations (25)
  3. Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market
    Emerging Markets Finance and Trade, 2012, 48, (3), 106-121 Downloads View citations (1)


  1. Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul
    Czech Journal of Economics and Finance (Finance a uver), 2011, 61, (3), 277-304 Downloads


  1. Further Out-of-Sample Tests of Simple Technical Trading Rules
    Istanbul Stock Exchange Review, 2009, 11, (41), 25-44 Downloads
  2. Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited
    Journal of Futures Markets, 2009, 29, (3), 218-243 Downloads View citations (6)


  1. Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market
    Journal of BRSA Banking and Financial Markets, 2008, 2, (1), 85-108 Downloads
  2. Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey
    Bogazici Journal, Review of Social, Economic and Administrative Studies, 2008, 22, (1+2), 1-16 Downloads


  1. Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme
    Istanbul Stock Exchange Review, 2001, 5, (17), 93-124 Downloads View citations (1)
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