Mehmet Umutlu

Research output

Working papers

1. Xi Fu & Eser Arisoy & Mark Shackleton & Mehmet Umutlu, 2016. "Option-Implied Volatility Measures and Stock Return Predictability," Post-Print hal-01484672, HAL.
2. Umutlu, M. & Akdeniz, L. & Salih, A.A., 2009. "The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets," Discussion Paper 2009-67, Tilburg University, Center for Economic Research.
   • Umutlu, Mehmet & Akdeniz, Levent & Altay-Salih, Aslihan, 2010. "The degree of financial liberalization and aggregated stock-return volatility in emerging markets," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 509-521, March.
3. Umutlu, M. & Akdeniz, L. & Salih, A.A., 2009. "The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets," Other publications TiSEM 33c2d6de-346d-4575-bb25-b, Tilburg University, School of Economics and Management.

Articles

1. Umar, Zaghum & Zaremba, Adam & Umutlu, Mehmet & Mercik, Aleksander, 2024. "Interaction effects in the cross-section of country and industry returns," Journal of Banking & Finance, Elsevier, vol. 165(C).
2. Pelin Bengitöz & Mehmet Umutlu, 2023. "Are return predictors of industrial equity indexes common across regions?," Journal of Asset Management, Palgrave Macmillan, vol. 24(5), pages 396-418, September.
3. Umutlu, Mehmet & Yargı, Seher Gören & Zaremba, Adam, 2023. "Market segmentation and international diversification across country and industry portfolios," Research in International Business and Finance, Elsevier, vol. 65(C).
4. Umutlu, Mehmet & Yargı, Seher Gören, 2022. "To diversify or not to diversify internationally?," Finance Research Letters, Elsevier, vol. 44(C).
5. Mehmet Umutlu & Pelin Bengitöz & Adam Zaremba, 2021. "Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns," Applied Economics, Taylor & Francis Journals, vol. 53(54), pages 6213-6230, November.
6. Umutlu, Mehmet & Bengitöz, Pelin, 2020. "The cross-section of industry equity returns and global tactical asset allocation across regions and industries," International Review of Financial Analysis, Elsevier, vol. 72(C).
7. Mehmet Umutlu & Melis Gultekin & Hakan Özkaya, 2020. "Financial Openness and Financial Development: Evidence from Emerging Countries," Istanbul Business Research, Istanbul University Business School, vol. 49(2), pages 316-338, November.
8. Zaremba, Adam & Umutlu, Mehmet & Maydybura, Alina, 2020. "Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns," Journal of Banking & Finance, Elsevier, vol. 121(C).
9. Umutlu, Mehmet, 2019. "Does idiosyncratic volatility matter at the global level?," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 252-268.
10. Zaremba, Adam & Umutlu, Mehmet & Karathanasopoulos, Andreas, 2019. "Alpha momentum and alpha reversal in country and industry equity indexes," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 144-161.
11. Zaremba, Adam & Umutlu, Mehmet, 2018. "Size matters everywhere: Decomposing the small country and small industry premia," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 1-18.
12. Adam Zaremba & Mehmet Umutlu, 2018. "Strategies can be expensive too! The value spread and asset allocation in global equity markets," Applied Economics, Taylor & Francis Journals, vol. 50(60), pages 6529-6546, December.
13. Umutlu, Mehmet & Shackleton, Mark B., 2015. "Stock-return volatility and daily equity trading by investor groups in Korea," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 43-70.
14. Mehmet Umutlu, 2015. "Idiosyncratic Volatility and Expected Returns at the Global Level," Financial Analysts Journal, Taylor & Francis Journals, vol. 71(6), pages 58-71, November.
15. Serpil Kahraman Akdogu & Mehmet Umutlu, 2014. "The Link between Financial System and Economics: Functions of the Financial System, Financial Crises, and Policy Implications," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(4), pages 52-66, October.
16. Mehmet Umutlu & Levent Akdeniz & Aslihan Altay-Salih, 2013. "Foreign Equity Trading and Average Stock-return Volatility," The World Economy, Wiley Blackwell, vol. 36(9), pages 1209-1228, September.
17. Umutlu, Mehmet & Akdeniz, Levent & Altay-Salih, Aslihan, 2010. "The degree of financial liberalization and aggregated stock-return volatility in emerging markets," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 509-521, March.
    • Umutlu, M. & Akdeniz, L. & Salih, A.A., 2009. "The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets," Discussion Paper 2009-67, Tilburg University, Center for Economic Research.
18. Mehmet Umutlu & Aslihan Altay-Salih, 2010. "Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(2), pages 122-137, May.
19. Mehmet Umutlu, 2010. "Firm leverage and investment decisions in an emerging market," Quality & Quantity: International Journal of Methodology, Springer, vol. 44(5), pages 1005-1013, August.