Numan Ülkü : Citation Profile

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

7

H index

4

i10 index

149

Citations

RESEARCH PRODUCTION:

36

Articles

2

Papers

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 6
   Journals where Numan Ülkü has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 17 (10.24 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pul52
   Updated: 2026-02-21    RAS profile: 2025-04-24    
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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:

Gebka, Bartosz (4)

Salisu, Afees (4)

Sensoy, Ahmet (4)

Menla Ali, Faek (3)

Caporale, Guglielmo Maria (3)

Hunter, John (3)

CHONG, Terence Tai Leung (2)

Tiwari, Aviral (2)

Vo, Xuan Vinh (2)

Taamouti, Abderrahim (2)

Phylaktis, Kate (2)

Cites to:

Cao, Huining (20)

Stulz, René (20)

Warnock, Francis (20)

Shleifer, Andrei (15)

Wongswan, Jon (15)

Kaniel, Ron (14)

Hau, Harald (13)

Hirshleifer, David (13)

Fama, Eugene (13)

French, Kenneth (13)

Thomas, Charles (13)

Main data

Where Numan Ülkü has published?

Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money3
International Review of Finance3
Finance Research Letters2
Journal of Behavioral and Experimental Finance2
Istanbul Stock Exchange Review2

Recent works citing Numan Ülkü (2025 and 2024)

YearTitle of citing document
2024Examining the Impacts of the Pandemic on the Housing Bubble in Hong Kong. (2024). , Edward. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:1:p:27-46.

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2024Navigating the financial fog: The impact of pandemic priming on economic decisions and future valuations. (2024). Shapir, Offer Moshe ; Bayer, Ya'Akov M ; Shtudiner, Zeev ; Shapir-Tidhar, Michal H. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001199.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2025Kuwait Stock Exchange: A re-examination of seasonal anomalies. (2025). Alsabah, Humoud. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000664.

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2025Examining high-frequency patterns in Robinhood users’ trading behavior. (2025). Aymard, Clment ; Cenesizoglu, Tolga ; Ardia, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004569.

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2024From 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.

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2024Heterogeneous trading behaviors of individual investors: A deep clustering approach. (2024). Hwang, Yoontae ; Lee, Yongjae ; Park, Junpyo ; Ho, Jang ; Fabozzi, Frank J. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005117.

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2024Reversal of Monday returns: It is the afternoon that matters. (2024). Pigorsch, Uta ; Schafer, Sebastian. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005555.

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2024The 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.

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2025Reevaluating intermarket connectedness: The impact of Monday return calculations on cryptocurrencies and traditional assets. (2025). Ali, Fahad ; Du, Anna Min ; Majeed, Muhammad Ansar. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002806.

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2024Cross-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.

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2024The 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.

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2024Large 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.

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2025Which investor corrects mispricing around earnings announcements?. (2025). Goh, Jihoon ; Jeon, Byounghyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000824.

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

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2025The response of emerging financial markets to IMF news during COVID-19 pandemic11We are grateful for the comments and suggestions of Ali Kutan, Kate Phylaktis, Mahmoud Mohieldin and Galina Hale.. (2025). Yamani, Ehab ; Abuelfadl, Moustafa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003399.

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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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2024Trading Volume Concentration across S&P 500 Index Constituents—A Gini-Based Analysis and Concentration-Driven (Daily Rebalanced) Portfolio Performance Evaluation: Is Chasing Concentration Profitable?. (2024). Sobieraj, Janusz ; Metelski, Dominik. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:325-:d:1443830.

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2024Mastery of “Monthly Effects”: Big Data Insights into Contrarian Strategies for DJI 30 and NDX 100 Stocks over a Two-Decade Period. (2024). Chen, Yuhsin ; Ni, Yensen ; Huang, Paoyu ; Day, Min-Yuh ; Chiu, Chien-Liang. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:2:p:356-:d:1324159.

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2025A crypto-stock weekend effect: Predicting Monday stock returns using weekend cryptocurrency returns. (2025). Oiman, Florentina ; Shahrour, Mohamad H ; Mourey, Mathis. In: Post-Print. RePEc:hal:journl:hal-05415054.

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2025Stock Price Bubbles, Inflation and Monetary Surprises. (2025). Saadaoui, Jamel ; Salachas, Evangelos ; Ginn, William. In: Working Papers. RePEc:inf:wpaper:2025.17.

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2024Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries. (2024). Bashir, Usman ; Ur, Ramiz ; 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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2025Trade informativeness of foreign investors in India. (2025). Raizada, Gaurav ; Nawn, Samarpan. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:1:d:10.1057_s41260-024-00387-8.

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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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2025Safe havens for Bitcoin and Ethereum: evidence from high-frequency data. (2025). Sensoy, Ahmet ; Ali, Fahad ; Khurram, Muhammad Usman. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00686-4.

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2025Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening. (2025). Tiwari, Aviral ; Roudari, Soheil ; Sokhanvar, Amin ; Ahmadian-Yazdi, Farzaneh. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00694-4.

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2025Trading behavior-stock market volatility nexus among institutional and individual investors. (2025). Zolfaghari, Mehdi ; Saranj, Alireza. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00717-0.

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2025Unveiling the optimal factor model in Pakistan: a machine learning approach using support vector regression and extreme gradient boosting algorithms. (2025). Ullah, Rizwan ; Jan, Muhammad Naveed ; Tahir, Muhammad. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00560-4.

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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
2019Monday Effect in the RMW and the Short‐Term Reversal Factors In: International Review of Finance.
[Full Text][Citation analysis]		article3
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]		article10
2021Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article6
2025Tournament-type utility, absolute cumulative intra-quarter return, institutional feedback trading and return autocorrelation In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article0
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]		article6
2014Country world betas: The link between the stock market beta and macroeconomic beta In: Finance Research Letters.
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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]		article3
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]		article7
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]		article39
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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2015Foreigners’ trading and stock returns in Spain In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
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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2018Who drives the Monday effect? In: Journal of Economic Behavior & Organization.
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2019Foreign investor trading behavior has evolved In: Journal of Multinational Financial Management.
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2023COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article10
2025Idiosyncratic volatility and the cross-section of abnormal returns in Pakistan: Evidence from a country with religious bans on lotteries and substantive institutional investor participation In: International Review of Economics & 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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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.
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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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2023Institutional Overcrowding Everyday In: Journal of Behavioral Finance.
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2016Reversal of Monday returns In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2022Investor types trading around the short‐term reversal pattern In: International Journal of Finance & Economics.
[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]		article5
2009Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team