Similar Search Results

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

Can risk-rebalancing explain the negative correlation between stock return differential and currency? : or, does source status drive it?

Ülkü, Numan; Fatullayev, Sabutay; Diachenko, Daria - In: Journal of financial markets 27 (2016), pp. 28-54

Persistent link: https://www.econbiz.de/10011722217

Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors

Ali, Fahad; Ülkü, Numan - In: Finance research letters 41 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10013336158

A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns

Eroğlu, Burak Alparslan; İkizlerli, Deniz; Ülkü, Numan - In: Empirical economics : a quarterly journal of the … 67 (2024) 1, pp. 47-73

Persistent link: https://www.econbiz.de/10015048348