| Zaremba Adam,UMUTLU MEHMET,MAYDYBURA ALINA |
Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns✰ | Journal of Banking Finance, 121(December), 105966-0. |
(SSCI) 2020 |
| 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 |
