6
H index
2
i10 index
165
Citations
Yaşar Üniversitesi | 6 H index 2 i10 index 165 Citations RESEARCH PRODUCTION: 13 Articles 3 Papers RESEARCH ACTIVITY: 11 years (2009 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pum28 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 2 |
The North American Journal of Economics and Finance | 2 |
Year | Title of citing document |
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2023 | Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers || Download paper |
2023 | Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246. Full description at Econpapers || Download paper |
2023 | Industry costs of equity: Evidence from frontier markets. (2023). McGroarty, Frank ; Demiralay, Sercan ; Wang, Yan ; Hourani, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000893. Full description at Econpapers || Download paper |
2023 | Capital market liberalization and opportunistic insider sales: Evidence from China. (2023). Dai, Yunhao ; Wang, LI ; Liu, Xiaojun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s104244312200169x. Full description at Econpapers || Download paper |
2023 | Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043. Full description at Econpapers || Download paper |
2023 | Exploiting the dynamics of commodity futures curves. (2023). Zhang, Tingxi ; Miffre, Joelle ; Fan, John Hua ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001632. Full description at Econpapers || Download paper |
2023 | Returnâvolume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363. Full description at Econpapers || Download paper |
2023 | Market segmentation and international diversification across country and industry portfolios. (2023). Zaremba, Adam ; Yargi, Seher Goren ; Umutlu, Mehmet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000806. Full description at Econpapers || Download paper |
2023 | A bibliometric review of dividend policy literature. (2023). Iqbal, Najaf ; Patel, Ritesh ; Ed-Dafali, Slimane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001137. Full description at Econpapers || Download paper |
2023 | Moderating Effect of Tactical Asset Allocation on the Risk-Return Relationship in the Nigerian Stock Market. (2023). Voloshyna, Olena ; Samson, Regina ; Kolawole, Olusola Segun ; Oyedeko, Yusuf Olatunji. In: Oblik i finansi. RePEc:iaf:journl:y:2023:i:2:p:83-91. Full description at Econpapers || Download paper |
2023 | Are return predictors of industrial equity indexes common across regions?. (2023). Umutlu, Mehmet ; Bengitoz, Pelin. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00313-4. Full description at Econpapers || Download paper |
2023 | Cracking the Code of Market Secrets: A Deep Dive into Financial Anomalies. (2023). Pu, Suan Hui ; Uluyol, Burhan ; Kanaparan, Geetha ; Shaturaev, Jakhongir. In: MPRA Paper. RePEc:pra:mprapa:119039. Full description at Econpapers || Download paper |
2023 | Machine learning techniques for cross-sectional equity returnsâ prediction. (2023). Loy, Thomas ; Poddig, Thorsten ; Metko, Daniel ; Fieberg, Christian. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00693-w. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Foreign Equity Trading and Average Stock-return Volatility In: The World Economy. [Full Text][Citation analysis] | article | 6 |
2018 | Size matters everywhere: Decomposing the small country and small industry premia In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
2019 | Does idiosyncratic volatility matter at the global level? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
2019 | Alpha momentum and alpha reversal in country and industry equity indexes In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 5 |
2020 | The cross-section of industry equity returns and global tactical asset allocation across regions and industries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
2020 | Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
2010 | The degree of financial liberalization and aggregated stock-return volatility in emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 95 |
2009 | The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets.(2009) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | paper | |
2009 | The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets.(2009) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | paper | |
2015 | Stock-return volatility and daily equity trading by investor groups in Korea In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 9 |
2010 | Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 2 |
2016 | Option-Implied Volatility Measures and Stock Return Predictability In: Post-Print. [Citation analysis] | paper | 4 |
2020 | Financial Openness and Financial Development: Evidence from Emerging Countries In: Istanbul Business Research. [Full Text][Citation analysis] | article | 0 |
2014 | The Link between Financial System and Economics: Functions of the Financial System, Financial Crises, and Policy Implications In: International Journal of Financial Research. [Full Text][Citation analysis] | article | 0 |
2010 | Firm leverage and investment decisions in an emerging market In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 7 |
2018 | Strategies can be expensive too! The value spread and asset allocation in global equity markets In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
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