3

Super-replication of the best pairs trade in hindsight

Garivaltis, Alex, Ulku, Numan
Journal:
Cogent Economics & Finance
Year:
2019
Language:
english
File:
PDF, 1015 KB
english, 2019
5

The evolution of foreign investor trading behavior

Onishchenko, Olena, Ülkü, Numan
Journal:
Journal of Multinational Financial Management
Year:
2019
Language:
english
File:
PDF, 938 KB
english, 2019
12

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

Ülkü, Numan, Baker, Saleh
Journal:
Finance Research Letters
Year:
2014
Language:
english
File:
PDF, 384 KB
english, 2014
13

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

Ülkü, Numan
Journal:
Applied Financial Economics
Year:
2012
Language:
english
File:
PDF, 438 KB
english, 2012
15

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

Ülkü, Numan
Journal:
Journal of Empirical Finance
Year:
2015
Language:
english
File:
PDF, 1.24 MB
english, 2015
17

Reversal of Monday returns

Ülkü, Numan, Andonov, Kristiyan
Journal:
Quantitative Finance
Year:
2015
Language:
english
File:
PDF, 243 KB
english, 2015
19

‘Leverage Effect’ in country betas and volatilities?

Synyavska, Alina, Ülkü, Numan
Journal:
Applied Economics Letters
Year:
2015
Language:
english
File:
PDF, 349 KB
english, 2015
22

Monday effect in Fama–French’s RMW factor

Ülkü, Numan
Journal:
Economics Letters
Year:
2017
Language:
english
File:
PDF, 890 KB
english, 2017
25

Who drives the Monday effect?

Ülkü, Numan, Rogers, Madeline
Journal:
Journal of Economic Behavior & Organization
Year:
2018
Language:
english
File:
PDF, 1.22 MB
english, 2018
26

Monday Effect in the RMW and the Short-Term Reversal Factors

Ali, Fahad, Ülkü, Numan
Journal:
International Review of Finance
Year:
2018
Language:
english
File:
PDF, 117 KB
english, 2018