Details about Numan Ülkü
Access statistics for papers by Numan Ülkü.
Last updated 2021-05-08. Update your information in the RePEc Author Service.
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- 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)
Also in University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics (2011)
- Weekday seasonality of stock returns: The contrary case of China
Journal of Asian Economics, 2020, 68, (C)
- Foreign investor trading behavior has evolved
Journal of Multinational Financial Management, 2019, 51, (C), 98-115 View citations (1)
- Monday Effect in the RMW and the Short‐Term Reversal Factors
International Review of Finance, 2019, 19, (3), 681-691 View citations (1)
- Tests of technical trading rules and the 52-week high strategy in the corporate bond market
Global Finance Journal, 2019, 40, (C), 85-103
- Trading volume and prediction of stock return reversals: Conditioning on investor types' trading
Journal of Forecasting, 2019, 38, (6), 582-599
- Who drives the Monday effect?
Journal of Economic Behavior & Organization, 2018, 148, (C), 46-65 View citations (2)
- Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model
Emerging Markets Review, 2017, 33, (C), 140-154 View citations (2)
- 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 View citations (1)
- Reversal of Monday returns
Quantitative Finance, 2016, 16, (4), 649-665 View citations (1)
- 'Leverage Effect' in country betas and volatilities?
Applied Economics Letters, 2015, 22, (11), 848-853
- Foreigners’ trading and stock returns in Spain
Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 111-126 View citations (4)
- 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 View citations (1)
- Stock Market's Response to Real Output Shocks: Connection Restored but Delayed
International Review of Finance, 2015, 15, (4), 613-622 View citations (1)
- Country world betas: The link between the stock market beta and macroeconomic beta
Finance Research Letters, 2014, 11, (1), 36-46 View citations (3)
- 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 View citations (3)
- Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns
Review of Finance, 2014, 18, (4), 1541-1581 View citations (4)
- Drivers of technical trend-following rules' profitability in world stock markets
International Review of Financial Analysis, 2013, 30, (C), 214-229 View citations (4)
- 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 View citations (4)
- Big players’ aggregated trading and market returns in Istanbul Stock Exchange
Applied Financial Economics, 2012, 22, (6), 491-508
- Joint dynamics of foreign exchange and stock markets in emerging Europe
Journal of International Financial Markets, Institutions and Money, 2012, 22, (1), 55-86 View citations (25)
- Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market
Emerging Markets Finance and Trade, 2012, 48, (3), 106-121 View citations (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
- Further Out-of-Sample Tests of Simple Technical Trading Rules
Istanbul Stock Exchange Review, 2009, 11, (41), 25-44
- Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited
Journal of Futures Markets, 2009, 29, (3), 218-243 View citations (6)
- 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
- 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
- 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 View citations (1)
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