Numan Ülkü
Names
Identifer
Contact
Affiliations
-
Univerzita Karlova v Praze
/ Institut ekonomických studií (weight: 6%)
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University of Otago
/ School of Business
/ Department of Accountancy and Finance (weight: 47%)
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University of South Australia
/ Business School
/ School of Commerce (weight: 47%)
Research profile
author of:
- Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope (RePEc:bay:rdwiwi:18951)
by Ülkü, Numan & Weber, Enzo - Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market (RePEc:bdd:journl:v:2:y:2008:i:1:p:85-108)
by Numan Ülkü - Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation (RePEc:bla:chinae:v:31:y:2023:i:5:p:1-25)
by Numan Ülkü & Kexing Wu - How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market (RePEc:bla:irvfin:v:15:y:2015:i:4:p:521-553)
by Numan Ülkü & Petar Petrov - Stock Market's Response to Real Output Shocks: Connection Restored but Delayed (RePEc:bla:irvfin:v:15:y:2015:i:4:p:613-622)
by Numan Ülkü & Duminda Kuruppuarachchi - Monday Effect in the RMW and the Short‐Term Reversal Factors (RePEc:bla:irvfin:v:19:y:2019:i:3:p:681-691)
by Fahad Ali & Numan Ülkü - Further Out-of-Sample Tests of Simple Technical Trading Rules (RePEc:bor:iserev:v:11:y:2009:i:41:p:25-44)
by Numan Ulku - Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme (RePEc:bor:iserev:v:5:y:2001:i:17:p:93-124)
by Numan Ulku - Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey (RePEc:boz:journl:v:22:y:2008:i:1+2:p:1-16)
by M. Numan Ünlü - Weekday seasonality of stock returns: The contrary case of China (RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300452)
by Ali, Fahad & Ülkü, Numan - Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis (RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000939)
by Djalilov, Abdulaziz & Ülkü, Numan - Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model (RePEc:eee:ememar:v:33:y:2017:i:c:p:140-154)
by Ülkü, Numan & Kuruppuarachchi, Duminda & Kuzmicheva, Olga - Drivers of technical trend-following rules' profitability in world stock markets (RePEc:eee:finana:v:30:y:2013:i:c:p:214-229)
by Ülkü, Numan & Prodan, Eugeniu - Country world betas: The link between the stock market beta and macroeconomic beta (RePEc:eee:finlet:v:11:y:2014:i:1:p:36-46)
by Ülkü, Numan & Baker, Saleh - Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors (RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316615)
by Ali, Fahad & Ülkü, Numan - Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it? (RePEc:eee:finmar:v:27:y:2016:i:c:p:28-54)
by Ülkü, Numan & Fatullayev, Sabutay & Diachenko, Daria - Tests of technical trading rules and the 52-week high strategy in the corporate bond market (RePEc:eee:glofin:v:40:y:2019:i:c:p:85-103)
by Montgomery, William & Raza, Ahmad & Ülkü, Numan - Joint dynamics of foreign exchange and stock markets in emerging Europe (RePEc:eee:intfin:v:22:y:2012:i:1:p:55-86)
by Ülkü, Numan & Demirci, Ebru - Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data (RePEc:eee:intfin:v:29:y:2014:i:c:p:150-169)
by Ülkü, Numan & Karpova, Yekaterina - Foreigners’ trading and stock returns in Spain (RePEc:eee:intfin:v:34:y:2015:i:c:p:111-126)
by Porras, Eva & Ülkü, Numan - Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data (RePEc:eee:jbfina:v:37:y:2013:i:8:p:2733-2749)
by Ülkü, Numan & Weber, Enzo - Who drives the Monday effect? (RePEc:eee:jeborg:v:148:y:2018:i:c:p:46-65)
by Ülkü, Numan & Rogers, Madeline - Foreign investor trading behavior has evolved (RePEc:eee:mulfin:v:51:y:2019:i:c:p:98-115)
by Onishchenko, Olena & Ülkü, Numan - COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? (RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001105)
by Ülkü, Numan & Ali, Fahad & Saydumarov, Saidgozi & İkizlerli, Deniz - Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul (RePEc:fau:fauart:v:61:y:2011:i:3:p:277-304)
by Numan Ülkü - Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market (RePEc:mes:emfitr:v:48:y:2012:i:3:p:106-121)
by Deniz Ikizlerli & Numan Ülkü - Bigger Fish in Small Pond : The Interaction between Foreigners' Trading and Emerging Stock Market Returns under the Microscope (RePEc:ost:wpaper:294)
by Numan Ülkü & Enzo Weber - Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns (RePEc:oup:revfin:v:18:y:2014:i:4:p:1541-1581.)
by Numan Ülkü & Enzo Weber - 'Leverage Effect' in country betas and volatilities? (RePEc:taf:apeclt:v:22:y:2015:i:11:p:848-853)
by Alina Synyavska & Numan Ülkü - Unknown item RePEc:taf:apfiec:v:22:y:2012:i:6:p:491-508 (article)
- Institutional Overcrowding Everyday (RePEc:taf:hbhfxx:v:24:y:2023:i:1:p:1-21)
by Numan Ülkü & Olena Onishchenko - Reversal of Monday returns (RePEc:taf:quantf:v:16:y:2016:i:4:p:649-665)
by Numan Ülkü & Kristiyan Andonov - Investor types' trading around the short‐term reversal pattern (RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2627-2647)
by Olena Onishchenko & Numan Ülkü - Trading volume and prediction of stock return reversals: Conditioning on investor types' trading (RePEc:wly:jforec:v:38:y:2019:i:6:p:582-599)
by Numan Ülkü & Olena Onishchenko - Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited (RePEc:wly:jfutmk:v:29:y:2009:i:3:p:218-243)
by David G. McMillan & Numan Ülkü