IDEAS home Printed from https://ideas.repec.org/d/scusaau.html

Publications

by members of

University of South Australia → Business School → School of Commerce

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2014

  1. Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2014, "Golden Rule of Forecasting: Be conservative," MPRA Paper, University Library of Munich, Germany, number 53579, Feb.

2012

  1. Green, Kesten C. & Armstrong, J. Scott, 2012, "Evidence on the effects of mandatory disclaimers in advertising," MPRA Paper, University Library of Munich, Germany, number 37766, Mar.
  2. Armstrong, J. Scott & Green, Kesten C., 2012, "Effects of corporate social responsibility and irresponsibility policies," MPRA Paper, University Library of Munich, Germany, number 43007, Dec.

2011

  1. Ülkü, Numan & Weber, Enzo, 2011, "Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 451, Jan.

2009

  1. Green, Kesten C. & Armstrong, J. Scott, 2009, "Role thinking: Standing in other people’s shoes to forecast decisions in conflicts," MPRA Paper, University Library of Munich, Germany, number 16422, May.

2008

  1. Green, Kesten C & Armstrong, J Scott & Soon, Willie, 2008, "Benchmark forecasts for climate change," MPRA Paper, University Library of Munich, Germany, number 12163, Dec.
  2. Green, Kesten C., 2008, "Assessing probabilistic forecasts about particular situations," MPRA Paper, University Library of Munich, Germany, number 8836, Apr.
  3. Armstrong, J. Scott & Green, Kesten C. & Jones, Randall J. & Wright, Malcolm, 2008, "Predicting elections from politicians’ faces," MPRA Paper, University Library of Munich, Germany, number 9150, Jun.

2007

  1. Green, Kesten C. & Armstrong, J. Scott, 2007, "Global warming: Forecasts by scientists versus scientific forecasts," MPRA Paper, University Library of Munich, Germany, number 4361, Aug.
  2. Green, Kesten C. & Armstrong, J. Scott & Graefe, Andreas, 2007, "Methods to Elicit Forecasts from Groups: Delphi and Prediction Markets Compared," MPRA Paper, University Library of Munich, Germany, number 4663, Aug.
  3. Armstrong, J. Scott & Green, Kesten C. & Soon, Willie, 2007, "Polar Bear Population Forecasts: A Public-Policy Forecasting Audit," MPRA Paper, University Library of Munich, Germany, number 6317, Dec.

2005

  1. Kesten C. Green & J. Scott Armstrong, 2005, "Competitor-oriented Objectives: The Myth of Market Share," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/05, Jul.
  2. J. Scott Armstrong & Kesten C. Green, 2005, "Demand Forecasting: Evidence-based Methods," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/05, Sep.
  3. Kesten C. Green & J. Scott Armstrong, 2005, "The war in Iraq: Should we have expected better forecasts?," Others, University Library of Munich, Germany, number 0511003, Nov.

2004

  1. Kesten C. Green & J. Scott Armstrong, 2004, "Structured analogies for forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/04, Nov.
  2. Kesten C. Green, 2004, "Further evidence on game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/04, Nov.
  3. Kesten C. Green & J. Scott Armstrong, 2004, "Value of Expertise For Forecasting Decisions in Conflicts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 27/04, Dec.

Journal articles

2025

  1. Ülkü, Numan & Dul, Justyna, 2025, "Tournament-type utility, absolute cumulative intra-quarter return, institutional feedback trading and return autocorrelation," Journal of Behavioral and Experimental Finance, Elsevier, volume 45, issue C, DOI: 10.1016/j.jbef.2024.101010.
  2. Khurram, Muhammad Usman & Ali, Fahad & Ülkü, Numan, 2025, "Idiosyncratic volatility and the cross-section of abnormal returns in Pakistan: Evidence from a country with religious bans on lotteries and substantive institutional investor participation," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103883.
  3. Zamanzadeh, Akbar & Eckert, Marion & Corsini, Nadia & Adelson, Pam & Sharplin, Greg, 2025, "Mental health of Australian frontline nurses during the COVID-19 pandemic: Results of a large national survey," Health Policy, Elsevier, volume 151, issue C, DOI: 10.1016/j.healthpol.2024.105214.
  4. Marc K. Chan & Akbar Zamanzadeh, 2025, "Minimum wage and employment in the U.S.: an application of Bayesian quantile kink regression," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 6, pages 673-695, July, DOI: 10.1080/07474938.2025.2451339.

2024

  1. Kesten C. Green, 2024, "J. Scott Armstrong (1937 - 2023): Iconoclast and Champion of Science for Practical Purposes," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 72, pages 5-7, Q1.
  2. Burak Alparslan Eroğlu & Deniz İkizlerli & Numan Ülkü, 2024, "A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns," Empirical Economics, Springer, volume 67, issue 1, pages 47-73, July, DOI: 10.1007/s00181-023-02541-4.
  3. Zamanzadeh, Akbar & Cavoli, Tony & Ghasemi, Matina & Rokni, Ladan, 2024, "The effect of actual and expected income shocks on mental wellbeing: Evidence from three East Asian countries during COVID-19," Economics & Human Biology, Elsevier, volume 53, issue C, DOI: 10.1016/j.ehb.2024.101378.

2023

  1. Numan Ülkü & Kexing Wu, 2023, "Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, volume 31, issue 5, pages 1-25, September, DOI: 10.1111/cwe.12500.
  2. Ülkü, Numan & Ali, Fahad & Saydumarov, Saidgozi & İkizlerli, Deniz, 2023, "COVID caused a negative bubble. Who profited? Who lost? How stock markets changed?," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102044.
  3. Numan Ülkü & Olena Onishchenko, 2023, "Institutional Overcrowding Everyday," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 1, pages 1-21, January, DOI: 10.1080/15427560.2021.1892678.
  4. Akbar Zamanzadeh & Tony Cavoli & Rajabrata Banerjee, 2023, "Travelling, anxiety and the impact of COVID-19: evidence from Italy," Current Issues in Tourism, Taylor & Francis Journals, volume 26, issue 22, pages 3581-3588, November, DOI: 10.1080/13683500.2022.2153651.

2022

  1. Olena Onishchenko & Numan Ülkü, 2022, "Investor types' trading around the short‐term reversal pattern," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2627-2647, April, DOI: 10.1002/ijfe.2291.
  2. Akbar Zamanzadeh & Tony Cavoli, 2022, "The effect of nonpharmaceutical interventions on COVID-19 infections for lower and middle-income countries: A debiased LASSO approach," PLOS ONE, Public Library of Science, volume 17, issue 7, pages 1-17, July, DOI: 10.1371/journal.pone.0271586.

2021

  1. Djalilov, Abdulaziz & Ülkü, Numan, 2021, "Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100549.
  2. Ali, Fahad & Ülkü, Numan, 2021, "Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101847.

2020

  1. Ali, Fahad & Ülkü, Numan, 2020, "Weekday seasonality of stock returns: The contrary case of China," Journal of Asian Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.asieco.2020.101201.
  2. Zamanzadeh, Akbar & Chan, Marc K. & Ehsani, Mohammad Ali & Ganjali, Mojtaba, 2020, "Unemployment duration, Fiscal and monetary policies, and the output gap: How do the quantile relationships look like?," Economic Modelling, Elsevier, volume 91, issue C, pages 613-632, DOI: 10.1016/j.econmod.2019.12.003.

2019

  1. Andreas Graefe & Kesten C Green & J Scott Armstrong, 2019, "Accuracy gains from conservative forecasting: Tests using variations of 19 econometric models to predict 154 elections in 10 countries," PLOS ONE, Public Library of Science, volume 14, issue 1, pages 1-14, January, DOI: 10.1371/journal.pone.0209850.
  2. Maruta, Admasu Asfaw, 2019, "Trade aid, institutional quality, and trade," Journal of Economics and Business, Elsevier, volume 103, issue C, pages 25-37, DOI: 10.1016/j.jeconbus.2018.12.001.
  3. Maruta, Admasu Asfaw, 2019, "Can aid for financial sector buy financial development?," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2018.11.003.
  4. Fahad Ali & Numan Ülkü, 2019, "Monday Effect in the RMW and the Short‐Term Reversal Factors," International Review of Finance, International Review of Finance Ltd., volume 19, issue 3, pages 681-691, September, DOI: 10.1111/irfi.12185.
  5. Montgomery, William & Raza, Ahmad & Ülkü, Numan, 2019, "Tests of technical trading rules and the 52-week high strategy in the corporate bond market," Global Finance Journal, Elsevier, volume 40, issue C, pages 85-103, DOI: 10.1016/j.gfj.2018.01.018.
  6. Onishchenko, Olena & Ülkü, Numan, 2019, "Foreign investor trading behavior has evolved," Journal of Multinational Financial Management, Elsevier, volume 51, issue C, pages 98-115, DOI: 10.1016/j.mulfin.2019.04.005.
  7. Numan Ülkü & Olena Onishchenko, 2019, "Trading volume and prediction of stock return reversals: Conditioning on investor types' trading," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 6, pages 582-599, September, DOI: 10.1002/for.2582.

2018

  1. J. Scott Armstrong & Kesten C. Green, 2018, "Forecasting methods and principles: Evidence-based checklists," Journal of Global Scholars of Marketing Science, Taylor & Francis Journals, volume 28, issue 2, pages 103-159, April, DOI: 10.1080/21639159.2018.1441735.
  2. Ülkü, Numan & Rogers, Madeline, 2018, "Who drives the Monday effect?," Journal of Economic Behavior & Organization, Elsevier, volume 148, issue C, pages 46-65, DOI: 10.1016/j.jebo.2018.02.009.

2017

  1. Ülkü, Numan & Kuruppuarachchi, Duminda & Kuzmicheva, Olga, 2017, "Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model," Emerging Markets Review, Elsevier, volume 33, issue C, pages 140-154, DOI: 10.1016/j.ememar.2017.09.004.

2016

  1. Gupta, Kartick, 2016, "Oil price shocks, competition, and oil & gas stock returns — Global evidence," Energy Economics, Elsevier, volume 57, issue C, pages 140-153, DOI: 10.1016/j.eneco.2016.04.019.
  2. Ülkü, Numan & Fatullayev, Sabutay & Diachenko, Daria, 2016, "Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 28-54, DOI: 10.1016/j.finmar.2015.07.001.
  3. Numan Ülkü & Kristiyan Andonov, 2016, "Reversal of Monday returns," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 4, pages 649-665, April, DOI: 10.1080/14697688.2015.1051099.

2015

  1. Green, Kesten C. & Armstrong, J. Scott, 2015, "Simple versus complex forecasting: The evidence," Journal of Business Research, Elsevier, volume 68, issue 8, pages 1678-1685, DOI: 10.1016/j.jbusres.2015.03.026.
  2. Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2015, "Golden rule of forecasting: Be conservative," Journal of Business Research, Elsevier, volume 68, issue 8, pages 1717-1731, DOI: 10.1016/j.jbusres.2015.03.031.
  3. Green, Kesten C. & Armstrong, J. Scott & Graefe, Andreas, 2015, "Golden rule of forecasting rearticulated: Forecast unto others as you would have them forecast unto you," Journal of Business Research, Elsevier, volume 68, issue 8, pages 1768-1771, DOI: 10.1016/j.jbusres.2015.03.036.
  4. Numan Ülkü & Petar Petrov, 2015, "How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market," International Review of Finance, International Review of Finance Ltd., volume 15, issue 4, pages 521-553, December.
  5. Numan Ülkü & Duminda Kuruppuarachchi, 2015, "Stock Market's Response to Real Output Shocks: Connection Restored but Delayed," International Review of Finance, International Review of Finance Ltd., volume 15, issue 4, pages 613-622, December.
  6. Porras, Eva & Ülkü, Numan, 2015, "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 111-126, DOI: 10.1016/j.intfin.2014.11.008.
  7. Alina Synyavska & Numan Ülkü, 2015, "'Leverage Effect' in country betas and volatilities?," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 11, pages 848-853, July, DOI: 10.1080/13504851.2014.982849.

2014

  1. Ülkü, Numan & Baker, Saleh, 2014, "Country world betas: The link between the stock market beta and macroeconomic beta," Finance Research Letters, Elsevier, volume 11, issue 1, pages 36-46, DOI: 10.1016/j.frl.2013.07.002.
  2. Ülkü, Numan & Karpova, Yekaterina, 2014, "Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 150-169, DOI: 10.1016/j.intfin.2013.12.005.
  3. Numan Ülkü & Enzo Weber, 2014, "Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns," Review of Finance, European Finance Association, volume 18, issue 4, pages 1541-1581.

2013

  1. Armstrong, J. Scott & Green, Kesten C., 2013, "Effects of corporate social responsibility and irresponsibility policies," Journal of Business Research, Elsevier, volume 66, issue 10, pages 1922-1927, DOI: 10.1016/j.jbusres.2013.02.014.
  2. Gupta, Kartick & Krishnamurti, Chandrasekhar & Tourani-Rad, Alireza, 2013, "Is corporate governance relevant during the financial crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 85-110, DOI: 10.1016/j.intfin.2012.10.002.
  3. Kartick Gupta & Stuart Locke & Frank Scrimgeour, 2013, "Profitability of momentum returns under alternative approaches," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 9, issue 3, pages 219-246, June, DOI: 10.1108/IJMF-03-2012-0028.
  4. Ülkü, Numan & Prodan, Eugeniu, 2013, "Drivers of technical trend-following rules' profitability in world stock markets," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 214-229, DOI: 10.1016/j.irfa.2013.08.005.
  5. Ülkü, Numan & Weber, Enzo, 2013, "Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2733-2749, DOI: 10.1016/j.jbankfin.2013.03.021.

2012

  1. Ülkü, Numan & Demirci, Ebru, 2012, "Joint dynamics of foreign exchange and stock markets in emerging Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 55-86, DOI: 10.1016/j.intfin.2011.07.005.
  2. Deniz Ikizlerli & Numan Ülkü, 2012, "Political Risk and Foreigners' Trading: Evidence from an Emerging Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 3, pages 106-121, May.
  3. Numan Ülkü, 2012, "Big players’ aggregated trading and market returns in Istanbul Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 6, pages 491-508, March, DOI: 10.1080/09603107.2011.619492.

2011

  1. Green, Kesten C. & Armstrong, J. Scott, 2011, "Role thinking: Standing in other people's shoes to forecast decisions in conflicts," International Journal of Forecasting, Elsevier, volume 27, issue 1, pages 69-80, January.
  2. J. Scott Armstrong & Kesten C. Green & Willie Soon, 2011, "Research on Forecasting for the Manmade Global Warming Alarm," Energy & Environment, , volume 22, issue 8, pages 1091-1104, December.
  3. Numan Ülkü, 2011, "Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 3, pages 277-304, July.

2010

  1. Gupta, Kartick & Locke, Stuart & Scrimgeour, Frank, 2010, "International comparison of returns from conventional, industrial and 52-week high momentum strategies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 20, issue 4, pages 423-435, October.

2009

  1. Green, Kesten C. & Armstrong, J. Scott & Soon, Willie, 2009, "Validity of climate change forecasting for public policy decision making," International Journal of Forecasting, Elsevier, volume 25, issue 4, pages 826-832, October.
  2. Stuart Locke & Kartick Gupta, 2009, "Applicability of Contrarian Strategy in the Bombay Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 2, pages 165-189, May, DOI: 10.1177/097265270900800204.
  3. S. M. Locke & Kartick Gupta, 2009, "The return to initial public offerings: a Sino-Indian comparison," Venture Capital, Taylor & Francis Journals, volume 11, issue 3, pages 255-277, February, DOI: 10.1080/13691060902975185.
  4. Numan Ulku, 2009, "Further Out-of-Sample Tests of Simple Technical Trading Rules," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 41, pages 25-44.
  5. David G. McMillan & Numan Ülkü, 2009, "Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 29, issue 3, pages 218-243, March.

2008

  1. Kesten Green & Len Tashman, 2008, "Should We Define Forecast Error as E = F - A Or E = A - F?," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 10, pages 38-40, Summer.
  2. J. Scott Armstrong & Kesten C. Green & Willie Soon, 2008, "Polar Bear Population Forecasts: A Public-Policy Forecasting Audit," Interfaces, INFORMS, volume 38, issue 5, pages 382-405, October, DOI: 10.1287/inte.1080.0383.
  3. Numan Ülkü, 2008, "Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 1, pages 85-108.
  4. M. Numan Ünlü, 2008, "Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, volume 22, issue 1+2, pages 1-16.

2007

  1. Green, Kesten C. & Armstrong, J. Scott, 2007, "Structured analogies for forecasting," International Journal of Forecasting, Elsevier, volume 23, issue 3, pages 365-376.
  2. Kesten Green & J. Scott Armstrong & Andreas Graefe, 2007, "Methods to Elicit Forecasts from Groups: Delphi and Prediction Markets Compared," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 8, pages 17-20, Fall.
  3. Kesten C. Green & J. Scott Armstrong, 2007, "The Ombudsman: Value of Expertise for Forecasting Decisions in Conflicts," Interfaces, INFORMS, volume 37, issue 3, pages 287-299, June, DOI: 10.1287/inte.1060.0262.
  4. Kesten C. Green & J. Scott Armstrong, 2007, "Global Warming: Forecasts by Scientists Versus Scientific Forecasts," Energy & Environment, , volume 18, issue 7, pages 997-1021, December, DOI: 10.1260/095830507782616887.
  5. Stuart M. Locke & Kartick Gupta, 2007, "The performance of entrepreneurial companies post-listing on the New Zealand Stock Exchange," Venture Capital, Taylor & Francis Journals, volume 10, issue 1, pages 87-110, May, DOI: 10.1080/13691060701605454.

2005

  1. Green, Kesten C., 2005, "Game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts: Further evidence," International Journal of Forecasting, Elsevier, volume 21, issue 3, pages 463-472.
  2. Kesten C. Green & J. Scott Armstrong, 2005, "The War in Iraq: Should We Have Expected Better Forecasts?," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 2, pages 50-52, October.

2002

  1. Green, Kesten C., 2002, "Forecasting decisions in conflict situations: a comparison of game theory, role-playing, and unaided judgement," International Journal of Forecasting, Elsevier, volume 18, issue 3, pages 321-344.
  2. Green, Kesten C., 2002, "Embroiled in a conflict: who do you call?," International Journal of Forecasting, Elsevier, volume 18, issue 3, pages 389-395.

2001

  1. Numan Ulku, 2001, "Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 5, issue 17, pages 93-124.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.