6
H index
2
i10 index
131
Citations
Univerzita Karlova v Praze (60% share) | 6 H index 2 i10 index 131 Citations RESEARCH PRODUCTION: 34 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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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Journal of International Financial Markets, Institutions and Money | 3 |
International Review of Finance | 3 |
Finance Research Letters | 2 |
Istanbul Stock Exchange Review | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Does 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. Full description at Econpapers || Download paper |
2024 | From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x. Full description at Econpapers || Download paper |
2024 | The time-varying interaction of northbound capital flows and stock market performance in China. (2024). He, Yun ; Li, Wei ; Tan, Xiaofen ; Wang, Yufan. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011061. Full description at Econpapers || Download paper |
2024 | Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115. Full description at Econpapers || Download paper |
2024 | The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995. Full description at Econpapers || Download paper |
2024 | Large shareholders stock selling and corporate performance: Evidence from China. (2024). Zhang, Yun ; Liu, Yun ; Tang, Yicheng ; Gao, Qun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x2400177x. Full description at Econpapers || Download paper |
2024 | Green 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. Full description at Econpapers || Download paper |
2024 | Comparative 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. Full description at Econpapers || Download paper |
2024 | Exchange 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. Full description at Econpapers || Download paper |
2024 | EXCHANGE 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. Full description at Econpapers || Download paper |
2025 | Safe havens for Bitcoin and Ethereum: evidence from high-frequency data. (2025). Sensoy, Ahmet ; Khurram, Muhammad Usman ; Ali, Fahad. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00686-4. Full description at Econpapers || Download paper |
2025 | Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening. (2025). Sokhanvar, Amin ; Ahmadian-Yazdi, Farzaneh ; Tiwari, Aviral Kumar ; Roudari, Soheil. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00694-4. Full description at Econpapers || Download paper |
2024 | Smart 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. 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 | 1 |
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 | 6 |
2014 | Country world betas: The link between the stock market beta and macroeconomic beta In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
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 | 2 |
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 | 39 |
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 | 8 |
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 | 5 |
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 | 7 |
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 | 10 |
2024 | A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
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 | 2 |
2016 | Reversal of Monday returns In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
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 | 4 |
2009 | Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
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