Yaşar University | Curriculum Vitae

Assoc.Prof. (PhD) Mehmet Umutlu

Faculty of Business /

Short CV

Dr. Mehmet Umutlu is the Head of the Department of International Trade and Finance and Associate Professor of Finance at Yaşar University. Before joining to Yaşar University, he held several positions in Turkey as well as abroad. He served as an Assistant Professor of Finance and as a Postdoctoral Associate at the Department of Accounting and Finance at Lancaster University in the UK. He visited the Department of Finance at Tilburg University in Netherlands as a Postdoctoral Fellow. He took role at Çankaya University in Turkey as an Assistant Professor of Finance. He received BSc degree in Civil Engineering at Middle East Technical University; completed the MBA program at Hacettepe University; and earned PhD degree at Bilkent University in the track of Finance. His main research interests fall in the areas of asset pricing, investments, portfolio management and financial economics. His papers appeared in journals such as Journal of Banking and Finance, Financial Analysts Journal, North American Journal of Economics and Finance, Pacific-Basin Finance Journal, Journal of Derivatives, Investment Analysts Journal, World Economy, Applied Economics, Czech Journal of Economics and Finance, Quality and Quantity which are covered by SSCI. He served as a reviewer for several international journals, and for international and national research projects. He acted as the Principal Investigator for a project sponsored by The Scientific and Technological Research Council of Turkey and as a Researcher in another one. He presented and discussed many papers at national and international conferences and seminars. He is the holder of Successful Researcher Award given by Yaşar University.

  • Email mehmet.umutlu@yasar.edu.tr  
  • Phone 0232-570 8935  

Education

Phd

İŞLETME (DR) / İHSAN DOĞRAMACI BİLKENT ÜNİVERSİTESİ
EKONOMİ VE SOSYAL BİLİMLER ENSTİTÜSÜ/İŞLETME (DR)/
Thesis Name: Financial liberalization, foreign equity investment and volatility in emerging stock exchanges (2009)
Thesis Advisor: LEVENT AKDENİZ
2003 - 2009

Master

/ HACETTEPE ÜNİVERSİTESİ
Sosyal Bilimler Enstitüsü/İşletme (YL/Tesiz)/İşletme
2000 - 2002

Bachelor

İNŞAAT MÜHENDİSLİĞİ BÖLÜMÜ / ORTA DOĞU TEKNİK ÜNİVERSİTESİ
MÜHENDİSLİK FAKÜLTESİ/İNŞAAT MÜHENDİSLİĞİ BÖLÜMÜ/İNŞAAT MÜHENDİSLİĞİ PR. (İNGİLİZCE)/
1996 - 2000

Academic Titles

Assoc.Prof.

YAŞAR ÜNİVERSİTESİ / ULUSLARARASI TİCARET VE FİNANSMAN BÖLÜMÜ
2016 -

Asst.Prof.

YAŞAR ÜNİVERSİTESİ / ULUSLARARASI TİCARET VE FİNANSMAN BÖLÜMÜ
2013 - 2016

Asst.Prof.

Lancaster University / Accounting and Finance
2012 - 2013

Lecturer (PhD.)

Lancaster University / Accounting and Finance
2012 - 2012

Asst.Prof.

ÇANKAYA ÜNİVERSİTESİ / İŞLETME BÖLÜMÜ
2011 - 2012

Lecturer

ÇANKAYA ÜNİVERSİTESİ / İŞLETME BÖLÜMÜ
2008 - 2010

Research Assistant

ÇANKAYA ÜNİVERSİTESİ / İŞLETME BÖLÜMÜ
2002 - 2008

Thesis Superviser

Master Thesis
LATİFE SARI Modelden bağımsız alternatif bir dağıtılabilir oynaklık ölçütü Yaşar Üniversitesi 2019
EFE DEMİR Global düzeyde modelden bağımsız sistematik olmayan volatilite ölçümü Yaşar Üniversitesi 2017
PELİN BENGİTÖZ Uluslararası portföy yatırımı getirilerinde aylık maksimum getiri oranının rolü Yaşar Üniversitesi 2017
SEHER GÖREN Fon giderleri etkisi altında BIST'deki fonların performans analizi Yaşar Üniversitesi 2015
PELİN BENGİTÖZ Borsa İstanbul'da çeşitli beta ölçütleri ve hisse senedi getirileri: Portföy düzeyinde bir çalışma Yaşar Üniversitesi 2015
MELİS GÜLTEKİN Çeşitli yatırımcı gruplarının hisse senedi alım-satım işlemleri ve pazar getirisi arasındaki etkileşim Yaşar Üniversitesi 2015
PhD Thesis

Publications

7.1 Published or Accepted to be Published in International Journals Covered by (SCI & SCI-E & SSCI & AHCI)
UMUTLU MEHMET Does Idiosyncratic Volatility Matter at the Global Level? North American Journal of Economics and Finance, 47(), 252-268. (SSCI) 2019
Zaremba Adam,UMUTLU MEHMET,Karathanasopoulos Andreas Alpha momentum and alpha reversal in country and industry equity indexes Journal of Empirical Finance, 53(), 144-161. (SSCI) 2019
Zaremba Adam,UMUTLU MEHMET,MAYDYBURA ALINA Less pain, more gain: Volatility-adjusted residual momentum in international equity markets Investment Analysts Journal, 47(2), 165-191. (SSCI) 2018
Zaremba Adam,UMUTLU MEHMET Strategies can be expensive too! The value spread and asset allocation in global equity markets Applied Economics, 50(60), 6529-6546. (SSCI) 2018
Zaremba Adam,UMUTLU MEHMET Size matters everywhere: Decomposing the small country and small industry premia North American Journal of Economics and Finance, 43(), 1-18. (SSCI) 2018
Fu Xi,Arisoy Eser,Shackleton Mark,UMUTLU MEHMET Option-Implied Volatility Measures and Stock Return Predictability The Journal of Derivatives, 24(1), 58-78. (SSCI) 2016
UMUTLU MEHMET Idiosyncratic Volatility and Expected Returns at the Global Level Financial Analysts Journal, 71(6), 58-71. (SSCI) 2015
UMUTLU MEHMET,SHACKLETON MARK Stock return volatility and daily equity trading by investor groups in Korea Pacific-Basin Finance Journal, 34(), 43-70. (SSCI) 2015
UMUTLU MEHMET,AKDENİZ LEVENT,SALİH ASLIHAN Foreign equity trading and average stock return volatility WORLD ECONOMY, 36(9), 1209-1228. (SSCI) 2013
UMUTLU MEHMET Firm leverage and investment decisions in an emerging market Quality & Quantity, 44(5), 1005-1013. (SSCI) 2010
UMUTLU MEHMET,AKDENİZ LEVENT,SALİH ASLIHAN The degree of financial liberalization and aggregated stock-return volatility in emerging markets Journal of Banking & Finance, 34(3), 509-521. (SSCI) 2010
UMUTLU MEHMET,SALİH ASLIHAN,AKDENİZ LEVENT Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets Finance a uver-Czech Journal of Economics and Finance, 60(2), 122-137. (SSCI) 2010
7.2 Published or accepted to be published in International journals covered by other indexes
GÜLTEKİN MELİS,UMUTLU MEHMET INTERACTION BETWEEN EQUITY TRADING OF VARIOUS INVESTOR TYPES AND MARKET RETURN EGE ACADEMIC REVIEW, 16(3), 451-460. ESCI: Emerging Sources Citation Index 2016
GÖREN SEHER,UMUTLU MEHMET Performance evaluation of mutual and pension funds traded on Borsa Istanbul under the control of fund costs Journal of Economics Finance and Accounting, 2(4), 603-603. EBSCO 2015
KAHRAMAN AKDOĞU SERPİL,UMUTLU MEHMET The Link between Financial System and Economics Functions of the Financial System Financial Crises and Policy Implications International Journal of Financial Research, 5(4), 52-66. Econlit, EbscoHost, Academic Journal Databases, Scirus 2014
7.3 Published in CPCI-S or CPCI-SSH indexed conference proceedings International
Çetinkaya Ferda, Kandiller Levent, Satır Benhür, Umutlu Mehmet Sector Selection for Cluster Formation at OSTİM Industrial Zone An AHP Application Path to Innovation:Cluster, E-Proceedings 2009
7.5 Published or Accepted to be Published in National Journals
BENGİTÖZ PELİN,UMUTLU MEHMET Alternatif Sistematik Risk Ölçütleri ile Sermaye Varlıkları Fiyatlama Modelinin Borsa İstanbul da Test Edilmesi Finans Politik ve Ekonomik Yorumlar, 51(598), 77-94. ULAKBİM 2014
7.6 Published Conference Proceedings National
GÖREN SEHER,UMUTLU MEHMET Fon Giderleri Etkisi Altında Yatırım ve Emeklilik Fonlarının Performans Analizi () 19.FİNANS SEMPOZYUMU 2015
Bengitöz Pelin, Umutlu Mehmet Alternatif Sistematik Risk Ölçütleri ile Sermaye Varlıkları Fiyatlama Modelinin Borsa İstanbul da Test Edilmesi () 18.Finans Sempozyumu 2014
7.7 Other Publications
Others
BENGİTÖZ PELİN,UMUTLU MEHMET Sn Prof Dr Halil Sarıaslan a Armağan Kitabı Siyasal Kitabevi 2015

8. Projects

106K230 Finansal Liberalizasyonun Gelişmekte Olan Ülkelerdeki Etkileri

TÜBİTAK PROJESİ

111K311 Hisse Senedi Getiri Volatilitesi Ve Yatırımcı Tipine Göre Islem Özellikleri

TÜBİTAK PROJESİ

2008 1 TR1 LEO05 03157 Strategic Planning for Sustainable Clustering ofCollaborative SMEs

Avrupa Birliği

9. Administrative Duties

Fakülte Yönetim Kurulu Üyeliği YAŞAR ÜNİVERSİTESİ

2018 -

Bölüm Bşk. YAŞAR ÜNİVERSİTESİ

2016 -

Fakülte Kurulu Üyeliği YAŞAR ÜNİVERSİTESİ

2016 -

Bölüm Bşk. YAŞAR ÜNİVERSİTESİ

2013 -

Fakülte Kurulu Üyeliği YAŞAR ÜNİVERSİTESİ

2013 -

Anabilim Dalı Başkanı YAŞAR ÜNİVERSİTESİ

2013 -

Komisyon Üyeliği YAŞAR ÜNİVERSİTESİ

2013 - 2015

10. Membership in Scientific and Professional Organizations

Yaşar Üniversitesi Eğitim Komisyonu

2013 - 2015

Yaşar Üniversitesi Sosyal Bilimler Enstitüsü Kurulu

2013 -

Yaşar Üniversitesi İktisadi ve İdari Bilimler Fakültesi Kurulu

2013 -

Ege Finans Derneği

2013 -

Yaşar Üniversitesi Uluslararası Ticaret ve Finansman Bölümü Kurulu

2013 -

E-Journal of Yasar University, Yayın Kurulu

2014 -

Yaşar Üniveritesi İşletme Fakültesi Kurulu

2016 -

12. Son Dört Yılda Verilen Lisans ve Lisansüstü Düzeydeki Dersler

INTF 3303 - PRINICIPLES OF FINANCE I (2018-2019)

Weekly Hour : 4

INTF 4472 -INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT (2018-2019)

Weekly Hour : 3

FINC 602 - ASSET PRİCİNG (2018-2019)

Weekly Hour : 3

INTF 3304 - PRINCIPLES OF FINANCE II (2018-2019)

Weekly Hour : 4

INTF 4461 - FINANCIAL RISK AND DERIVATIVES (2018-2019)

Weekly Hour : 3

INTF 4461 - FINANCIAL RISK AND DERIVATIVES (2018-2019)

Weekly Hour : 3

ULTF 562 - ULUSLARARASI YATIRIM VE PORTFÖY YÖNETİMİ (2018-2019)

Weekly Hour : 3

ULTFF 550 TEZ (2018-2019)

Weekly Hour : 1

FINC 650 PHD DİSSERTATİON (2018-2019)

Weekly Hour : 1

FINC 670 - SEMINAR (2018-2019)

Weekly Hour : 1

INTF 303 PRINCIPLES OF FINANCE I (2017-2018)

Weekly Hour : 3

INTF 303 PRINCIPLES OF FINANCE I (2017-2018)

Weekly Hour : 3

ULTF 561 ULUSLARARASI FİNANSAL PİYASALAR VE KURUMLAR (2017-2018)

Weekly Hour : 3

ULTF 570 SEMİNER (2017-2018)

Weekly Hour : 1

ULTFF 550 TEZ (2017-2018)

Weekly Hour : 1

ULTF 560 BİTİRME PROJESİ (2017-2018)

Weekly Hour : 1

FINC 650 PHD DİSSERTATİON (2017-2018)

Weekly Hour : 1

INTF 303 PRINCIPLES OF FINANCE I (2016-2017)

Weekly Hour : 3

INTF 304 - PRİNCİPLES OF FİNANCE II (2016-2017)

Weekly Hour : 3

ULTF 561 ULUSLARARASI FİNANSAL PİYASALAR VE KURUMLAR (2016-2017)

Weekly Hour : 3

ULTF 562 ULUSLARARASI YATIRIM VE PORTFÖY YÖNETİMİ (2016-2017)

Weekly Hour : 3

FINC 661 FİNANCİAL RİSK MANAGEMENT (2016-2017)

Weekly Hour : 3

FINC 602 - ASSET PRİCİNG (2016-2017)

Weekly Hour : 3

ULTFF 550 TEZ (2016-2017)

Weekly Hour : 1

ULTF 560 Bitirme Projesi (2016-2017)

Weekly Hour : 1

İŞLT 560 Bitirme Projesi (2016-2017)

Weekly Hour : 1

FINC 650 PhD Dissertation (2016-2017)

Weekly Hour : 1

Contact

Üniversite Cad. No: 37-39 Ağaçlı Yol
Bornova / İZMİR