All Stories

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

    Article • Journal of Financial Markets, January 2016, Elsevier

    Dr Numan Ulku

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

    Article • Journal of Empirical Finance, September 2015, Elsevier

    Dr Numan Ulku

  3. Stock Market's Response to Real Output Shocks: Connection Restored but Delayed

    Article • International Review of Finance, July 2015, Wiley

    Dr Numan Ulku

  4. Reversal of Monday returns

    Article • Quantitative Finance, July 2015, Taylor & Francis

    Dr Numan Ulku

  5. How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market

    Article • International Review of Finance, May 2015, Wiley

    Dr Numan Ulku

  6. Foreigners’ trading and stock returns in Spain

    Article • Journal of International Financial Markets Institutions and Money, January 2015, Elsevier

    Dr Numan Ulku

  7. ‘Leverage Effect’ in country betas and volatilities?

    Article • Applied Economics Letters, December 2014, Taylor & Francis

    Dr Numan Ulku

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

    Article • Finance Research Letters, March 2014, Elsevier

    Dr Numan Ulku

  9. Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data

    Article • Journal of International Financial Markets Institutions and Money, March 2014, Elsevier

    Dr Numan Ulku

  10. Drivers of technical trend-following rules' profitability in world stock markets

    Article • International Review of Financial Analysis, December 2013, Elsevier

    Dr Numan Ulku

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

    Article • Journal of Banking & Finance, August 2013, Elsevier

    Dr Numan Ulku

  12. The interaction between foreigners' trading and emerging stock returns: Evidence from Turkey

    Article • Emerging Markets Review, September 2012, Elsevier

    Dr Numan Ulku

  13. Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market

    Article • Emerging Markets Finance and Trade, May 2012, Taylor & Francis

    Dr Numan Ulku

  14. Joint dynamics of foreign exchange and stock markets in emerging Europe

    Article • Journal of International Financial Markets Institutions and Money, February 2012, Elsevier

    Dr Numan Ulku

  15. Big players’ aggregated trading and market returns in Istanbul Stock Exchange

    Article • Applied Financial Economics, November 2011, Taylor & Francis

    Dr Numan Ulku

  16. Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited

    Article • Journal of Futures Markets, March 2009, Wiley

    Dr Numan Ulku, Professor David G McMillan