6
H index
3
i10 index
180
Citations
Mehmet Umutlu : Citation Profile
Edinburgh Napier University | RESEARCH PRODUCTION: 19 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
15 years (2009 - 2024). 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:
| Cites to:
|
Main data
Where Mehmet Umutlu has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 3 |
| Applied Economics | 2 |
| The North American Journal of Economics and Finance | 2 |
Recent works citing Mehmet Umutlu (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 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 | Machine learning goes global: Cross-sectional return predictability in international stock markets. (2023). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001318. 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 |
| 2024 | Does cybersecurity risk stifle corporate innovation activities?. (2024). Shan, Yuan George ; Ho, Choy Yeing ; Wang, Jimin. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005446. Full description at Econpapers || Download paper |
| 2024 | Zoom in on momentum. (2024). Kim, Junyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency anomalies and economic constraints. (2024). Zaremba, Adam ; Liedtke, Gerrit ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509. Full description at Econpapers || Download paper |
| 2024 | Why 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. Full description at Econpapers || Download paper |
| 2023 | ESG controversy as a potential asset-pricing factor. (2023). Webb, Robert I ; Ryu, Doojin ; Bang, Jeongseok. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006876. 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 | Trust and price efficiency. (2023). Ho, Kung-Cheng ; Gong, Yujing ; Li, Jinxian ; Zhang, Cheng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001233. Full description at Econpapers || Download paper |
| 2024 | Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518. 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 |
| 2024 | Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations. (2024). Bouri, Elie ; Nekhili, Ramzi ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000979. Full description at Econpapers || Download paper |
| 2023 | Return–volume 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 | 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 | 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 returns’ 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 |
Works by Mehmet Umutlu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Foreign Equity Trading and Average Stock-return Volatility In: The World Economy. [Full Text][Citation analysis] | article | 8 |
| 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 | 9 |
| 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 | 6 |
| 2022 | To diversify or not to diversify internationally? In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 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 | 17 |
| 2024 | Interaction effects in the cross-section of country and industry returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | The degree of financial liberalization and aggregated stock-return volatility in emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 100 |
| 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: 100 | 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: 100 | paper | |
| 2015 | Stock-return volatility and daily equity trading by investor groups in Korea In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 11 |
| 2023 | Market segmentation and international diversification across country and industry portfolios In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
| 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 | 5 |
| 2020 | Financial Openness and Financial Development: Evidence from Emerging Countries In: Istanbul Business Research. [Full Text][Citation analysis] | article | 1 |
| 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 |
| 2023 | Are return predictors of industrial equity indexes common across regions? In: Journal of Asset Management. [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 | 2 |
| 2021 | Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team