Mehmet Umutlu : Citation Profile

Edinburgh Napier University

6

H index

5

i10 index

200

Citations

RESEARCH PRODUCTION:

20

Articles

3

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 13
   Journals where Mehmet Umutlu has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 14 (6.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pum28
   Updated: 2025-12-27    RAS profile: 2025-01-09    
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Relations with other researchers

Works with:

Zaremba, Adam (2)

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)

Zaremba, Adam (11)

Tchamyou, Vanessa (8)

Umar, Zaghum (4)

Demir, Ender (4)

Vo, Xuan Vinh (4)

Spyromitros, Eleftherios (4)

Sidiropoulos, Moise (4)

Papadamou, Stephanos (4)

Balli, Faruk (3)

Ahmed, Walid (3)

Cites to:

Bekaert, Geert (33)

Harvey, Campbell (26)

French, Kenneth (19)

Zaremba, Adam (18)

Fama, Eugene (13)

Pedersen, Lasse (11)

Ferreira, Miguel (9)

Shleifer, Andrei (8)

Lundblad, Christian (8)

West, Kenneth (8)

Newey, Whitney (8)

Main data

Where Mehmet Umutlu has published?

Journals with more than one article published# docs
Journal of Banking & Finance3
Applied Economics2
The North American Journal of Economics and Finance2

Recent works citing Mehmet Umutlu (2025 and 2024)

YearTitle of citing document
2025The 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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2024How does liberalization affect emerging stock markets? Theories and empirical evidence. (2024). Hoang, Bao Trung ; Mateus, Cesario. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:877-898.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2024How do stock markets in emerging economies respond to World Bank loan approvals?. (2024). Kilby, Christopher ; Kersting, Erasmus. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s156601412400102x.

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2025The impact of interest rate liberalization on loan pricing efficiency: Theory and evidence. (2025). Liu, Jianxiong ; Chen, Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002947.

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2024Does cybersecurity risk stifle corporate innovation activities?. (2024). Shan, Yuan George ; Wang, Jimin ; Ho, Choy Yeing. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005446.

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2024Zoom in on momentum. (2024). Kim, Jun Yong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492.

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2024Cryptocurrency anomalies and economic constraints. (2024). Liedtke, Gerrit ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024Why isnt composite equity issuance favored by the stock market? A risk-based explanation for the anomaly. (2024). Yu, Huaibing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002205.

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2024What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015.

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2024Stock price spillovers from foreign institutional investor divestment: Evidence from BlackRocks closure of the China Flexible Equity Fund. (2024). Pan, Changchun ; Song, Yuhang ; Jin, Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006264.

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2025Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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2025Do institutional quality and trade openness enhance the role of financial openness in Eastern European financial development?. (2025). Batten, Jonathan ; Ryu, Doojin ; Nam, Hyun-Jung. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001431.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2025A factor model for the cross-section of country equity risk premia. (2025). Fieberg, Christian ; Cakici, Nusret ; Zaremba, Adam ; Liedtke, Gerrit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002875.

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2024The volatility of capital flows in emerging markets: Measures and determinants. (2024). Pagliari, Maria Sole ; Hannan, Swarnali Ahmed. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000822.

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2025How did banks react to SVB collapse?. (2025). Gleason, Kimberly C ; Samet, Anis ; Ye, XI ; Salama, Feras M. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:78:y:2025:i:c:s1042444x25000040.

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2024Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations. (2024). NEKHILI, Ramzi ; Kristjanpoller, Werner ; Bouri, Elie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000979.

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2025Tariff exposure and sectoral vulnerability: Evidence from equity market responses to the 2025 U.S. trade shock. (2025). Demir, Ender ; Kaczmarek, Tomasz ; Zaremba, Adam ; Rouatbi, Wael. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001813.

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2025Good Corporate Governance, Market Stock Liquidity, and Stock Return Volatility: French Context. (2025). Daliy, Imed ; Mouna, Aloui ; Anis, Jarboui. In: International Journal of Finance, Insurance and Risk Management. RePEc:ers:ijfirm:v:15:y:2025:i:1:p:03-36.

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2024Role of consistent regime-specific policies in recovering the negative relationship between financial development and economic growth. (2024). Khan, Muhammad Arshad ; Rahman, Abdul. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:4:d:10.1007_s10644-024-09722-w.

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2024Foreign Institutional Ownership and Firm Value: Evidence of “Locust Foreign Capital” in Brazil. (2024). Pestana, Pedro Cesar ; Maganini, Natalia Diniz ; Sheng, Hsia Hua ; Caixe, Daniel Ferreira. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:60:y:2024:i:2:p:310-327.

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2025Agreeing to Disagree: The Economics of Betting Exchanges. (2025). Whelan, Karl. In: MPRA Paper. RePEc:pra:mprapa:126351.

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2024Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies. (2024). Shahzad, Syed Jawad Hussain ; Krištoufek, Ladislav ; Bouri, Elie ; Ahmad, Tanveer. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04568-9.

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2025Causality Nexus Between Volatility, Liquidity and Foreign Ownership: Evidence from Borsa Istanbul. (2025). Benturk, Mehmet. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:3:d:10.1007_s40953-025-00446-w.

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2024Financial development in Africa: Do expenditure and population matter? Evidence through pooled mean group and generalized method of moments estimators. (2024). Kapaya, Saganga Mussa. In: Journal of International Development. RePEc:wly:jintdv:v:36:y:2024:i:1:p:728-750.

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Works by Mehmet Umutlu:

YearTitleTypeCited
2013Foreign Equity Trading and Average Stock-return Volatility In: The World Economy.
[Full Text][Citation analysis]		article10
2018Size matters everywhere: Decomposing the small country and small industry premia In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article6
2019Does idiosyncratic volatility matter at the global level? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article10
2024Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis In: Economics Letters.
[Full Text][Citation analysis]		article0
2019Alpha momentum and alpha reversal in country and industry equity indexes In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article5
2020The 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]		article6
2022To diversify or not to diversify internationally? In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2020Where 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]		article21
2024Interaction effects in the cross-section of country and industry returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2010The degree of financial liberalization and aggregated stock-return volatility in emerging markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article109
2009The 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: 109		paper
2009The 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: 109		paper
2015Stock-return volatility and daily equity trading by investor groups in Korea In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article11
2023Market segmentation and international diversification across country and industry portfolios In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2010Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article2
2016Option-Implied Volatility Measures and Stock Return Predictability In: Post-Print.
[Citation analysis]		paper5
2020Financial Openness and Financial Development: Evidence from Emerging Countries In: Istanbul Business Research.
[Full Text][Citation analysis]		article1
2014The 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]		article0
2023Are return predictors of industrial equity indexes common across regions? In: Journal of Asset Management.
[Full Text][Citation analysis]		article0
2010Firm leverage and investment decisions in an emerging market In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article7
2018Strategies can be expensive too! The value spread and asset allocation in global equity markets In: Applied Economics.
[Full Text][Citation analysis]		article2
2021Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns In: Applied Economics.
[Full Text][Citation analysis]		article0
2015Idiosyncratic Volatility and Expected Returns at the Global Level In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1

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