Numan Ülkü : Citation Profile

Are you Numan Ülkü?

Univerzita Karlova v Praze (60% share)
University of Otago (20% share)
University of South Australia (20% share)

6

H index

2

i10 index

121

Citations

RESEARCH PRODUCTION:

32

Articles

2

Papers

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 5
   Journals where Numan Ülkü has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 15 (11.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pul52
   Updated: 2024-11-08    RAS profile: 2024-07-05    
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Relations with other researchers

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:

Salisu, Afees (4)

Menla Ali, Faek (3)

Hunter, John (3)

Sensoy, Ahmet (3)

Caporale, Guglielmo Maria (3)

Vo, Xuan Vinh (2)

Isah, Kazeem (2)

Brooks, Robert (2)

Liew, Venus (2)

Phylaktis, Kate (2)

Gebka, Bartosz (2)

Cites to:

Warnock, Francis (20)

Stulz, René (19)

Cao, Huining (18)

Shleifer, Andrei (15)

Wongswan, Jon (15)

Thomas, Charles (13)

Hau, Harald (13)

Schneider, Martin (12)

Bauer, Gregory (12)

Rey, Helene (11)

Brennan, Michael (11)

Main data

Where Numan Ülkü has published?

Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money3
Finance Research Letters2
Istanbul Stock Exchange Review2
International Review of Finance2

Recent works citing Numan Ülkü (2024 and 2023)

YearTitle of citing document
2024Does Bubble Still Exist after COVID-19? Evidence from Hong Kong Housing Market. (2024). , Edward. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:1:p:27-46.

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2023The 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.

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2023Macroeconomic 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.

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2023Who 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.

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2023Be greedy when others are fearful: Evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes. (2023). Ni, Yensen ; Day, Min-Yuh. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003721.

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2023How 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.

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2023Investor sentiment and futures market mispricing. (2023). Yang, Heejin ; Ryu, Doowon. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009315.

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2023The 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.

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2023Factor-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.

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2024Green cryptocurrencies and portfolio diversification in the era of greener paths. (2024). Sensoy, Ahmet ; Khurram, Muhammad Usman ; Ali, Fahad ; Vo, Xuan Vinh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009954.

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2023Identifying 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.

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2024Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine. (2024). Hammoudeh, Shawkat ; Iftiolu, Serhan ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002787.

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2023Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

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2024Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries. (2024). Ur, Ramiz ; Bashir, Usman ; Hussain, Muntazir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09411-0.

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2023Price 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.

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2023The 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.

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2024EXCHANGE RATE MOVEMENT AND STOCK RETURNS IN MOST CAPITALISED ECONOMIES IN SUB-SAHARAN AFRICA. (2024). Adamson, Temitope Wasiu ; Ogunsanya, Ibukun. In: Ilorin Journal of Economic Policy. RePEc:ris:ilojep:0074.

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2023Testing 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.

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2024Smart money or chasing stars: Evidence from northbound trading in China. (2024). Xu, Xiaoying ; Tang, Guohao ; Liao, Cunfei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1781-1803.

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Works by Numan Ülkü:

YearTitleTypeCited
2011Bigger 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.
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2011Bigger Fish in Small Pond : The Interaction between Foreigners Trading and Emerging Stock Market Returns under the Microscope.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2008Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market In: Journal of BRSA Banking and Financial Markets.
[Full Text][Citation analysis]		article0
2023Stock Markets Response to Real Output Shocks in China: A VARwAL Estimation In: China & World Economy.
[Full Text][Citation analysis]		article0
2015How 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]		article1
2015Stock Markets Response to Real Output Shocks: Connection Restored but Delayed In: International Review of Finance.
[Full Text][Citation analysis]		article0
2009Further Out-of-Sample Tests of Simple Technical Trading Rules In: Istanbul Stock Exchange Review.
[Full Text][Citation analysis]		article0
2001Behavioral 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]		article0
2008Expectations 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]		article0
2020Weekday seasonality of stock returns: The contrary case of China In: Journal of Asian Economics.
[Full Text][Citation analysis]		article8
2021Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article3
2017Stock markets response to real output shocks in Eastern European frontier markets: A VARwAL model In: Emerging Markets Review.
[Full Text][Citation analysis]		article2
2013Drivers of technical trend-following rules profitability in world stock markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2014Country world betas: The link between the stock market beta and macroeconomic beta In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2021Quest 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]		article2
2016Can 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]		article6
2019Tests of technical trading rules and the 52-week high strategy in the corporate bond market In: Global Finance Journal.
[Full Text][Citation analysis]		article2
2012Joint dynamics of foreign exchange and stock markets in emerging Europe In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article37
2014Do 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]		article2
2015Foreigners’ trading and stock returns in Spain In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article7
2013Identifying 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]		article5
2018Who drives the Monday effect? In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article6
2019Foreign investor trading behavior has evolved In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article3
2023COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article5
2011Modeling 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]		article2
2012Political Risk and Foreigners Trading: Evidence from an Emerging Stock Market In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2014Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns In: Review of Finance.
[Full Text][Citation analysis]		article10
2024A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns In: Empirical Economics.
[Full Text][Citation analysis]		article0
2015Leverage Effect in country betas and volatilities? In: Applied Economics Letters.
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2012Big players’ aggregated trading and market returns in Istanbul Stock Exchange In: Applied Financial Economics.
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2023Institutional Overcrowding Everyday In: Journal of Behavioral Finance.
[Full Text][Citation analysis]		article1
2016Reversal of Monday returns In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2019Trading volume and prediction of stock return reversals: Conditioning on investor types trading In: Journal of Forecasting.
[Full Text][Citation analysis]		article4
2009Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7

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