Mehmet Umutlu : Citation Profile


Are you Mehmet Umutlu?

Yaşar Üniversitesi

5

H index

1

i10 index

117

Citations

RESEARCH PRODUCTION:

9

Articles

2

Papers

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 11
   Journals where Mehmet Umutlu has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 4 (3.31 %)

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   Permalink: http://citec.repec.org/pum28
   Updated: 2021-03-27    RAS profile: 2019-09-22    
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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 Mehmet Umutlu.

Is cited by:

Asongu, Simplice (26)

Tchamyou, Vanessa (8)

Sidiropoulos, Moise (4)

Vo, Xuan Vinh (4)

Papadamou, Stephanos (4)

Spyromitros, Eleftherios (4)

Ahmed, Walid (3)

Balli, Faruk (3)

DE TRUCHIS, Gilles (2)

Lau, Wee Yeap (2)

ALOY, Marcel (2)

Cites to:

Bekaert, Geert (10)

Harvey, Campbell (9)

Campbell, John (6)

Ferreira, Miguel (6)

Fama, Eugene (5)

Summers, Lawrence (5)

Wang, Jianxin (4)

merton, robert (4)

Shleifer, Andrei (4)

Lundblad, Christian (3)

Stulz, René (3)

Main data


Where Mehmet Umutlu has published?


Journals with more than one article published# docs
The North American Journal of Economics and Finance2

Recent works citing Mehmet Umutlu (2021 and 2020)


YearTitle of citing document
2020The behavior of stock market prices throughout the episodes of capital inflows. (2020). SEVIL, Guven ; Baba, Boubekeur. In: Papers. RePEc:arx:papers:2008.13472.

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2020Volatility Modelling for Tourism Sector Stocks in Borsa Istanbul. (2020). Elik, Gulah Gener. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-20.

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2020Anomalies in emerging markets: The case of Mexico. (2020). Vasquez, Aurelio ; Herrerias, Renata ; Diaz-Ruiz, Polux. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300851.

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2020Is there an illiquidity premium in frontier markets?. (2020). Umar, Zaghum ; Zaremba, Adam ; Stereczak, Szymon. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119302481.

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2020The long-run reversal in the long run: Insights from two centuries of international equity returns. (2020). Zaremba, Adam ; Raza, Muhammad Wajid ; Kizys, Renatas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:177-199.

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2020The cross-section of industry equity returns and global tactical asset allocation across regions and industries. (2020). Bengitoz, Pelin ; Umutlu, Mehmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302180.

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2020Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns. (2020). Maydybura, Alina ; Umutlu, Mehmet ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302284.

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2020Business sentiment and the cross-section of global equity returns. (2020). Szyszka, Adam ; Zaremba, Adam ; Zawadka, Dariusz ; Long, Huaigang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x20301554.

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2020The impact of monetary policy stance, financial conditions, and the GFC on investment-cash flow sensitivity. (2020). Tastan, Huseyin ; Gul, Selcuk ; Tatan, Huseyin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:692-707.

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2020Government R&D subsidies, information asymmetry, and the role of foreign investors: Evidence from a quasi-natural experiment on the shanghai-hong kong stock connect. (2020). Zhou, Zhao ; Hu, Die ; Wang, Yuandi ; Chen, YU. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309884.

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2020The Relationship between Accounting Information Quality and Idiosyncratic Volatility: An Empirical Study on Chinese A-Share Listed Companies. (2020). Zhen-Jia-Liu, ; Wang, Yi-Shu . In: Eurasian Journal of Business and Management. RePEc:ejn:ejbmjr:v:8:y:2020:i:2:p:150-166.

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2020The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: MPRA Paper. RePEc:pra:mprapa:102027.

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2020The comparative African regional economics of globalization in financial allocation efficiency: the pre-crisis era revisited. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-019-0166-9.

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2020What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Zhang, Mengyu ; Voukelatos, Nikolaos. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91.

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Works by Mehmet Umutlu:


YearTitleTypeCited
2013Foreign Equity Trading and Average Stock-return Volatility In: The World Economy.
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article5
2018Size matters everywhere: Decomposing the small country and small industry premia In: The North American Journal of Economics and Finance.
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article4
2019Does idiosyncratic volatility matter at the global level? In: The North American Journal of Economics and Finance.
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article7
2010The degree of financial liberalization and aggregated stock-return volatility in emerging markets In: Journal of Banking & Finance.
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article81
2009The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets.(2009) In: Discussion Paper.
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This paper has another version. Agregated cites: 81
paper
2015Stock-return volatility and daily equity trading by investor groups in Korea In: Pacific-Basin Finance Journal.
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article6
2010Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? In: Czech Journal of Economics and Finance (Finance a uver).
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article2
2016Option-Implied Volatility Measures and Stock Return Predictability In: Post-Print.
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paper4
2014The Link between Financial System and Economics: Functions of the Financial System, Financial Crises, and Policy Implications In: International Journal of Financial Research.
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article0
2010Firm leverage and investment decisions in an emerging market In: Quality & Quantity: International Journal of Methodology.
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article5
2018Strategies can be expensive too! The value spread and asset allocation in global equity markets In: Applied Economics.
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article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team