Similar Search Results - EconBiz

Modeling comovement among emerging stock markets : the case of Budapest and Istanbul

Ülkü, Numan - In: Finance a úvěr 61 (2011) 3, pp. 277-304

Persistent link: https://www.econbiz.de/10009373920

Monday effect in Fama-French's RMW factor

Ülkü, Numan - In: Economics letters 150 (2017), pp. 44-47

Persistent link: https://www.econbiz.de/10011762589

Bigger fish in small pond: The interaction between foreigners' trading and emerging stock market returns under the microscope

Ülkü, Numan; Weber, Enzo - 2011

This paper provides the first study of foreign investors' trading in a sizeable European emerging stock market, using a combination of daily and monthly complete data collected at the destination. It also introduces the structural conditional correlation (SCC) methodology to identify the...

Persistent link: https://www.econbiz.de/10010281894

Institutional overcrowding everyday

Ülkü, Numan; Oniščenko, Olena - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10013547839

Stock market's response to real output shocks in China : a VARwAL estimation

Ülkü, Numan; Wu, Kexing - In: China & world economy 31 (2023) 5, pp. 1-25

Persistent link: https://www.econbiz.de/10014375145

Identifying the interaction between stock market returns and trading flows of investor types : looking into the day using daily data

Ülkü, Numan; Weber, Enzo - In: Journal of banking & finance 37 (2013) 8, pp. 2733-2749

Persistent link: https://www.econbiz.de/10009776379

Country world betas : the link between the stock market beta and macroeconomic beta

Ülkü, Numan; Baker, Saleh - In: Finance research letters 11 (2014) 1, pp. 36-46

Persistent link: https://www.econbiz.de/10010393629

Bigger fish in small pond : the interaction between foreigners' trading and emerging stock market returns under the microscope

Ülkü, Numan; Weber, Enzo - 2011

Persistent link: https://www.econbiz.de/10008811114

Bigger fish in small pond : the interaction between foreigners' trading and emerging stock market returns under the microscope

Ülkü, Numan; Weber, Enzo - 2011

This paper provides the first study of foreign investors' trading in a sizeable European emerging stock market, using a combination of daily and monthly complete data collected at the destination. It also introduces the structural conditional correlation (SCC) methodology to identify the...

Persistent link: https://www.econbiz.de/10008811276

"Leverage Effect" in country betas and volatilities?

Synyavska, Alina; Ülkü, Numan - In: Applied economics letters 22 (2015) 10/12, pp. 848-853

Persistent link: https://www.econbiz.de/10011286056

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