Mehmet Umutlu
Names
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Mehmet |
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Umutlu |
Identifer
Contact
Affiliations
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Edinburgh Napier University
/ Business School
Research profile
author of:
- Foreign Equity Trading and Average Stock-return Volatility (RePEc:bla:worlde:v:36:y:2013:i:9:p:1209-1228)
by Mehmet Umutlu & Levent Akdeniz & Aslihan Altay-Salih - Size matters everywhere: Decomposing the small country and small industry premia (RePEc:eee:ecofin:v:43:y:2018:i:c:p:1-18)
by Zaremba, Adam & Umutlu, Mehmet - Does idiosyncratic volatility matter at the global level? (RePEc:eee:ecofin:v:47:y:2019:i:c:p:252-268)
by Umutlu, Mehmet - Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis (RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400510x)
by Harb, Hadi & Umutlu, Mehmet - Alpha momentum and alpha reversal in country and industry equity indexes (RePEc:eee:empfin:v:53:y:2019:i:c:p:144-161)
by Zaremba, Adam & Umutlu, Mehmet & Karathanasopoulos, Andreas - The cross-section of industry equity returns and global tactical asset allocation across regions and industries (RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302180)
by Umutlu, Mehmet & Bengitöz, Pelin - To diversify or not to diversify internationally? (RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001914)
by Umutlu, Mehmet & Yargı, Seher Gören - Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns (RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302284)
by Zaremba, Adam & Umutlu, Mehmet & Maydybura, Alina - Interaction effects in the cross-section of country and industry returns (RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171)
by Umar, Zaghum & Zaremba, Adam & Umutlu, Mehmet & Mercik, Aleksander - The degree of financial liberalization and aggregated stock-return volatility in emerging markets (RePEc:eee:jbfina:v:34:y:2010:i:3:p:509-521)
by Umutlu, Mehmet & Akdeniz, Levent & Altay-Salih, Aslihan - Stock-return volatility and daily equity trading by investor groups in Korea (RePEc:eee:pacfin:v:34:y:2015:i:c:p:43-70)
by Umutlu, Mehmet & Shackleton, Mark B. - Market segmentation and international diversification across country and industry portfolios (RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000806)
by Umutlu, Mehmet & Yargı, Seher Gören & Zaremba, Adam - Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? (RePEc:fau:fauart:v:60:y:2010:i:2:p:122-137)
by Mehmet Umutlu & Aslihan Altay-Salih - Option-Implied Volatility Measures and Stock Return Predictability (RePEc:hal:journl:hal-01484672)
by Xi Fu & Eser Arisoy & Mark Shackleton & Mehmet Umutlu - Financial Openness and Financial Development: Evidence from Emerging Countries (RePEc:ist:ibsibr:v:49:y:2020:i:2:p:316-338)
by Mehmet Umutlu & Melis Gultekin & Hakan Özkaya - The Link between Financial System and Economics: Functions of the Financial System, Financial Crises, and Policy Implications (RePEc:jfr:ijfr11:v:5:y:2014:i:4:p:52-66)
by Serpil Kahraman Akdogu & Mehmet Umutlu - Are return predictors of industrial equity indexes common across regions? (RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00313-4)
by Pelin Bengitöz & Mehmet Umutlu - Firm leverage and investment decisions in an emerging market (RePEc:spr:qualqt:v:44:y:2010:i:5:p:1005-1013)
by Mehmet Umutlu - Strategies can be expensive too! The value spread and asset allocation in global equity markets (RePEc:taf:applec:v:50:y:2018:i:60:p:6529-6546)
by Adam Zaremba & Mehmet Umutlu - Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns (RePEc:taf:applec:v:53:y:2021:i:54:p:6213-6230)
by Mehmet Umutlu & Pelin Bengitöz & Adam Zaremba - Idiosyncratic Volatility and Expected Returns at the Global Level (RePEc:taf:ufajxx:v:71:y:2015:i:6:p:58-71)
by Mehmet Umutlu - The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets (RePEc:tiu:tiucen:33c2d6de-346d-4575-bb25-b8950ba97ffd)
by Umutlu, M. & Akdeniz, L. & Salih, A.A. - The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets (RePEc:tiu:tiutis:33c2d6de-346d-4575-bb25-b8950ba97ffd)
by Umutlu, M. & Akdeniz, L. & Salih, A.A.