Takip et
Mehmet Umutlu
Mehmet Umutlu
Assoc. Professor (Reader) in Finance, Edinburgh Napier University
napier.ac.uk üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
The degree of financial liberalization and aggregated stock-return volatility in emerging markets
M Umutlu, L Akdeniz, A Altay-Salih
Journal of banking & finance 34 (3), 509-521, 2010
2572010
Firm leverage and investment decisions in an emerging market
M Umutlu
Quality & Quantity 44, 1005-1013, 2010
532010
Idiosyncratic volatility and expected returns at the global level
M Umutlu
Financial Analysts Journal 71 (6), 58-71, 2015
422015
Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns
A Zaremba, M Umutlu, A Maydybura
Journal of Banking & Finance 121, 105966, 2020
392020
Does idiosyncratic volatility matter at the global level?
M Umutlu
The North American Journal of Economics and Finance 47, 252-268, 2019
372019
Stock-return volatility and daily equity trading by investor groups in Korea
M Umutlu, MB Shackleton
Pacific-Basin Finance Journal 34, 43-70, 2015
352015
Foreign Equity Trading and Average Stock‐return Volatility
M Umutlu, L Akdeniz, A Altay‐Salih
The World Economy 36 (9), 1209-1228, 2013
342013
Alpha momentum and alpha reversal in country and industry equity indexes
A Zaremba, M Umutlu, A Karathanasopoulos
Journal of Empirical Finance 53, 144-161, 2019
242019
Option-implied volatility measures and stock return predictability
X Fu, YE Arisoy, MB Shackleton, M Umutlu
Journal of Derivatives 24 (1), 58-78, 2016
232016
Return range and the cross-section of expected index returns in international stock markets
M Umutlu, P Bengitoz
Quantitative Finance and Economics, 2020
21*2020
Size matters everywhere: Decomposing the small country and small industry premia
A Zaremba, M Umutlu
The North American Journal of Economics and Finance 43, 1-18, 2018
212018
Less pain, more gain: Volatility-adjusted residual momentum in international equity markets
A Zaremba, M Umutlu, A Maydybura
Investment Analysts Journal 47 (2), 165-191, 2018
192018
Does ADR listing affect the dynamics of volatility in emerging markets?
M Umutlu, AA Salih, L Akdeniz
Finance a Uver-Czech Journal of Economics and Finance 60, 122-137, 2010
19*2010
The cross-section of industry equity returns and global tactical asset allocation across regions and industries
M Umutlu, P Bengitöz
International Review of Financial Analysis 72, 101574, 2020
172020
Strategies can be expensive too! The value spread and asset allocation in global equity markets
A Zaremba, M Umutlu
Applied Economics 50 (60), 6529-6546, 2018
172018
Borsa Istanbul’Da Islem Goren Yatirim Ve Emeklilik Fonlarının Fon Giderleri Etkisi Altında Performans Degerlendirmesi (Performance Evaluation of Mutual and Pension Funds Traded …
S Gören Yargi, M Umutlu
Journal of Economics, Finance and Accounting 2 (4), 603-623, 2015
12*2015
To diversify or not to diversify internationally?
M Umutlu, SG Yargı
Finance Research Letters 44, 102110, 2022
72022
Financial Openness and Financial Development: Evidence from Emerging Countries
M Umutlu, M Gultekin, H Özkaya
Istanbul Business Research 49 (2), 316-338, 2020
72020
The Link between Financial System and Economics: Functions of the Financial System, Financial Crises, and Policy Implications
S Akdogu, M Umutlu
International Journal of Financial Research, 52-66, 2014
72014
INTERACTION BETWEEN EQUITY TRADING OF VARIOUS INVESTOR TYPES AND MARKET RETURN
M GÜLTEKİN, M Umutlu
Ege Academic Review 16 (3), 451-460, 2016
3*2016
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20