6
H index
1
i10 index
104
Citations
Univerzita Karlova v Praze (6% share) | 6 H index 1 i10 index 104 Citations RESEARCH PRODUCTION: 33 Articles 2 Papers RESEARCH ACTIVITY: 22 years (2001 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pul52 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Numan Ülkü. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Review of Finance | 3 |
Journal of International Financial Markets, Institutions and Money | 3 |
Istanbul Stock Exchange Review | 2 |
Finance Research Letters | 2 |
Year | Title of citing document |
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2023 | The day?of?the?month effect and the performance of the dollar cost averaging strategy: Evidence from China. (2023). Yu, Bin ; Li, Hongze ; Jin, Xuejun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:797-815. Full description at Econpapers || Download paper |
2023 | The beta anomaly and the quality effect in international stock markets. (2023). Wu, Winston ; Veron, Jose Francisco ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000229. Full description at Econpapers || Download paper |
2023 | Macroeconomic news and price synchronicity. (2023). Wang, Qingwei ; Eshraghi, Arman ; Cheema, Arbab K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:390-412. Full description at Econpapers || Download paper |
2023 | Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151. Full description at Econpapers || Download paper |
2023 | How do investors react to overnight returns? Evidence from Korea. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001526. Full description at Econpapers || Download paper |
2023 | The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846. Full description at Econpapers || Download paper |
2023 | Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty. (2023). Wang, Tianyi ; Yu, Mei ; Li, Zhiyong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000501. Full description at Econpapers || Download paper |
2023 | Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation. (2023). Sensoy, Ahmet ; Goodell, John W ; Ali, Fahad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:744-792. Full description at Econpapers || Download paper |
2023 | Fama–French–Carhart Factor-Based Premiums in the US REIT Market: A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to 2020. (2023). Giouvris, Evangelos ; Essa, Mohammad Sharik. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:12-:d:1024581. Full description at Econpapers || Download paper |
2023 | Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4. Full description at Econpapers || Download paper |
2023 | The determinants of the dynamic correlation between foreign exchange and equity markets: Cross-Country comparisons. (2023). Bonga-Bonga, Lumengo ; Tshikalange, Mulanga. In: MPRA Paper. RePEc:pra:mprapa:118401. Full description at Econpapers || Download paper |
2023 | Testing Granger Non-Causality in Expectiles. (2023). Taamouti, Abderrahim ; Doukali, Mohamed ; Bouezmarni, Taoufik. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2023-02. Full description at Econpapers || Download paper |
2023 | Day?of?the?week effect and market liquidity: A comparative study from emerging stock markets of Asia†. (2023). Zaman, Syed Imran ; Alam, Syed Hasnain ; Aqil, Muhammad ; Khan, Badal. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:544-561. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. [Full Text][Citation analysis] | paper | 0 |
2011 | Bigger Fish in Small Pond : The Interaction between Foreigners Trading and Emerging Stock Market Returns under the Microscope.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2008 | Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market In: Journal of BRSA Banking and Financial Markets. [Full Text][Citation analysis] | article | 0 |
2023 | Stock Markets Response to Real Output Shocks in China: A VARwAL Estimation In: China & World Economy. [Full Text][Citation analysis] | article | 0 |
2015 | How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2015 | Stock Markets Response to Real Output Shocks: Connection Restored but Delayed In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Monday Effect in the RMW and the Short?Term Reversal Factors In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
2009 | Further Out-of-Sample Tests of Simple Technical Trading Rules In: Istanbul Stock Exchange Review. [Full Text][Citation analysis] | article | 0 |
2001 | Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme In: Istanbul Stock Exchange Review. [Full Text][Citation analysis] | article | 0 |
2008 | Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey In: Bogazici Journal, Review of Social, Economic and Administrative Studies. [Full Text][Citation analysis] | article | 0 |
2020 | Weekday seasonality of stock returns: The contrary case of China In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 8 |
2021 | Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 3 |
2017 | Stock markets response to real output shocks in Eastern European frontier markets: A VARwAL model In: Emerging Markets Review. [Full Text][Citation analysis] | article | 2 |
2013 | Drivers of technical trend-following rules profitability in world stock markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
2014 | Country world betas: The link between the stock market beta and macroeconomic beta In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2021 | Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2016 | Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it? In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 6 |
2019 | Tests of technical trading rules and the 52-week high strategy in the corporate bond market In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
2012 | Joint dynamics of foreign exchange and stock markets in emerging Europe In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 34 |
2014 | Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
2015 | Foreigners’ trading and stock returns in Spain In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 6 |
2013 | Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
2018 | Who drives the Monday effect? In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 6 |
2019 | Foreign investor trading behavior has evolved In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 3 |
2023 | COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
2011 | Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 2 |
2012 | Political Risk and Foreigners Trading: Evidence from an Emerging Stock Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
2014 | Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns In: Review of Finance. [Full Text][Citation analysis] | article | 9 |
2015 | Leverage Effect in country betas and volatilities? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2012 | Big players’ aggregated trading and market returns in Istanbul Stock Exchange In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2023 | Institutional Overcrowding Everyday In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 1 |
2016 | Reversal of Monday returns In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Investor types trading around the short?term reversal pattern In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
2019 | Trading volume and prediction of stock return reversals: Conditioning on investor types trading In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2009 | Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team