Numan Ülkü : Citation Profile


Are you Numan Ülkü?

University of South Australia (83% share)
University of Otago (17% share)

4

H index

1

i10 index

43

Citations

RESEARCH PRODUCTION:

18

Articles

2

Papers

RESEARCH ACTIVITY:

   15 years (2001 - 2016). See details.
   Cites by year: 2
   Journals where Numan Ülkü has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 3 (6.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pul52
   Updated: 2019-10-15    RAS profile: 2019-08-08    
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Relations with other researchers


Works with:

Weber, Enzo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Numan Ülkü.

Is cited by:

Menla Ali, Faek (2)

Caporale, Guglielmo Maria (2)

CHONG, Terence Tai Leung (2)

Hunter, John (2)

Savvides, Andreas (2)

Diaconaşu, Delia (2)

Liew, Venus (2)

Atilgan, Yigit (1)

Bein, murad (1)

Tuna, Gulcay (1)

Chang, Chia-Lin (1)

Cites to:

Stulz, René (11)

Cao, Huining (10)

Warnock, Francis (8)

Albuquerque, Rui (8)

Froot, Kenneth (8)

Harvey, Campbell (7)

Hau, Harald (7)

Richards, Anthony (7)

Fama, Eugene (7)

Schneider, Martin (7)

Bauer, Gregory (7)

Main data


Where Numan Ülkü has published?


Journals with more than one article published# docs
Istanbul Stock Exchange Review2
Journal of International Financial Markets, Institutions and Money2
International Review of Finance2

Recent works citing Numan Ülkü (2018 and 2017)


YearTitle of citing document
2017Does the Design of Spot Markets Matter for the Success of Futures Markets? Evidence from Dairy Futures. (2017). Biakowski, Jdrzej ; Koeman, Jan. In: Working Papers in Economics. RePEc:cbt:econwp:17/18.

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2019The influence of cultural distance on the volatility of the international stock market. (2019). Wang, Weiqing ; Wu, Shihwei ; Cui, Yadi ; Zhou, Xiaoguang. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:289-300.

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2017Stock markets response to real output shocks in Eastern European frontier markets: A VARwAL model. (2017). Ulku, Numan ; Kuzmicheva, Olga ; Kuruppuarachchi, Duminda . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:140-154.

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2017Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:88-93.

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2019Investor behavior around monetary policy announcements: Evidence from the Korean stock market. (2019). Jimmy, Ji Yeol ; Hong, Dahae ; Park, Keun Woo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:355-362.

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2018A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218.

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2019Tests of technical trading rules and the 52-week high strategy in the corporate bond market. (2019). Ulku, Numan ; Raza, Ahmad ; Montgomery, William . In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:85-103.

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2018The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles. (2018). Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:38-54.

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2018Who drives the Monday effect?. (2018). Ulku, Numan ; Rogers, Madeline. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:46-65.

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2017A literature review of technical analysis on stock markets. (2017). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Lima, Jessica ; Farias, Rodolfo Toribio . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:115-126.

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2018Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

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2017Real exchange rate returns and real stock price returns. (2017). Wong, Hock Tsen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:340-352.

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2019The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe. (2019). Stanciu, Cristian-Valeriu ; Clichici, Dorina ; Moagr-Poladian, Simona. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3985-:d:250829.

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2017Does the CBOE Volatility Index Predict Downside Risk at the Tokyo Stock Exchange?. (2017). Tsuji, Chikashi. In: International Business Research. RePEc:ibn:ibrjnl:v:10:y:2017:i:3:p:1-7.

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2019The Asymmetric Impact of Macroeconomic Shocks on Stock Returns in Turkey: A Nonlinear ARDL Approach. (2019). Altintas, Halil ; Yacouba, Kassouri. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:2:p:98-116.

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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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paper
2008Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market In: Journal of BRSA Banking and Financial Markets.
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2015How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market In: International Review of Finance.
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article1
2015Stock Markets Response to Real Output Shocks: Connection Restored but Delayed In: International Review of Finance.
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article1
2009Further Out-of-Sample Tests of Simple Technical Trading Rules In: Istanbul Stock Exchange Review.
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2001Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme In: Istanbul Stock Exchange Review.
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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.
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2013Drivers of technical trend-following rules profitability in world stock markets In: International Review of Financial Analysis.
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2014Country world betas: The link between the stock market beta and macroeconomic beta In: Finance Research Letters.
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article2
2012Joint dynamics of foreign exchange and stock markets in emerging Europe In: Journal of International Financial Markets, Institutions and Money.
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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.
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article3
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.
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2011Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul In: Czech Journal of Economics and Finance (Finance a uver).
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2012Political Risk and Foreigners Trading: Evidence from an Emerging Stock Market In: Emerging Markets Finance and Trade.
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article1
2014Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns In: Review of Finance.
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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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2016Reversal of Monday returns In: Quantitative Finance.
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article1
2009Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited In: Journal of Futures Markets.
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