Mehmet Umutlu : Citation Profile

Are you Mehmet Umutlu?

Edinburgh Napier University

6

H index

3

i10 index

178

Citations

RESEARCH PRODUCTION:

19

Articles

3

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 11
   Journals where Mehmet Umutlu has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 12 (6.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pum28
   Updated: 2024-11-04    RAS profile: 2024-08-15    
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Relations with other researchers

Works with:

Zaremba, Adam (3)

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)

Vo, Xuan Vinh (4)

Spyromitros, Eleftherios (4)

Sidiropoulos, Moise (4)

Papadamou, Stephanos (4)

Umar, Zaghum (4)

Demir, Ender (3)

Ahmed, Walid (3)

Balli, Faruk (3)

Cites to:

Bekaert, Geert (24)

Harvey, Campbell (19)

Zaremba, Adam (16)

French, Kenneth (16)

Fama, Eugene (13)

Pedersen, Lasse (10)

Ferreira, Miguel (9)

Shleifer, Andrei (8)

zhang, xiaoyan (7)

Hodrick, Robert (7)

Summers, Lawrence (7)

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 (2024 and 2023)

YearTitle of citing document
2023Interest 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.

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2023Trade 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.

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2023Machine 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.

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2023Industry 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.

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2024Does 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.

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2024Zoom in on momentum. (2024). Kim, Junyong. 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). Zaremba, Adam ; Liedtke, Gerrit ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509.

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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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2023ESG 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.

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2023Capital 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.

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2023Trust 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.

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2024Changes 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.

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2023Misery 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.

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2023Exploiting 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.

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2024Blockchain 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.

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2023Return–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.

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2023A 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.

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2023Moderating 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.

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2023Cracking 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.

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2023Machine 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.

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2024Option?implied information and stock herding. (2019). Verousis, Thanos ; Voukelatos, Nikolaos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1429-1442.

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2023Investors trading behaviour and stock market volatility during crisis periods: A dual long?memory model for the Korean Stock Exchange. (2021). Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos ; Caporale, Guglielmo Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4441-4461.

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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]		article8
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]		article9
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]		article17
2024Interaction effects in the cross-section of country and industry returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2010The degree of financial liberalization and aggregated stock-return volatility in emerging markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article99
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: 99		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: 99		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]		article0
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
In: .
[Full Text][Citation analysis]		article0

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