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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

The interaction between foreigners' trading and emerging stock returns : evidence from Turkey

Ülkü, Numan; İkizlerli, Deniz - In: Emerging markets review 13 (2012) 3, pp. 381-409

Persistent link: https://www.econbiz.de/10009676059

Political risk and foreigners' trading : evidence from an emerging stock market

Ikizlerli, Deniz; Ülkü, Numan - In: Emerging markets finance & trade : a journal of the … 48 (2012) 3, pp. 106-121

Persistent link: https://www.econbiz.de/10009682751

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

Identifying the interaction between foreign investor flows and emerging stock market returns

Ülkü, Numan; Weber, Enzo - In: Review of finance : journal of the European Finance … 18 (2014) 4, pp. 1541-1581

Persistent link: https://www.econbiz.de/10010442837

The interaction between foreigners' trading and stock market returns in emerging Europe

Ülkü, Numan - In: Journal of empirical finance 33 (2015), pp. 243-262

Persistent link: https://www.econbiz.de/10011556886

Stock market's response to real output shocks in Eastern European frontier markets : a VARwAL model

Ülkü, Numan; Kuruppuarachchi, Duminda; Kuzmicheva, Olga - In: Emerging markets review 33 (2017), pp. 140-154

Persistent link: https://www.econbiz.de/10011803338

Idiosyncratic volatility and the cross-section of abnormal returns in Pakistan : evidence from a country with religious bans on lotteries and substantive institutional investor participation

Khurram, Muhammad Usman; Ali, Fahad; Ülkü, Numan - In: International review of economics & finance : IREF 98 (2025), pp. 1-22

Persistent link: https://www.econbiz.de/10015330660