Similar Search Results

Weekday seasonality of stock returns : the contrary case of China

Ali, Fahad; Ülkü, Numan - In: Journal of Asian economics 68 (2020)

Persistent link: https://www.econbiz.de/10012513084

Investor types' trading around the short-term reversal pattern

Onishchenko, Olena; Ülkü, Numan - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2627-2647

Persistent link: https://www.econbiz.de/10013184916

Individual investors' trading behavior in Moscow Exchange and the COVID-19 crisis

Djalilov, Abdulaziz; Ülkü, Numan - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012815798

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

Joint dynamics of foreign exchange and stock markets in emerging Europe

Ülkü, Numan; Demirci, Ebru - In: Journal of international financial markets, … 22 (2012) 1, pp. 55-86

Persistent link: https://www.econbiz.de/10009540839

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

Tests of technical trading rules and the 52-week high strategy in the corporate bond market

Montgomery, William; Raza, Ahmad; Ülkü, Numan - In: Global finance journal 40 (2019), pp. 85-103

Persistent link: https://www.econbiz.de/10012257041

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

Who drives the Monday effect?

Ülkü, Numan; Rogers, Madeline - In: Journal of economic behavior & organization : JEBO 148 (2018), pp. 46-65

Persistent link: https://www.econbiz.de/10011985905