Items where Author is "Umutlu, Mehmet"

Journal Article

Fu, Xi and Arisoy, Y. Eser and Shackleton, Mark Broughton and Umutlu, Mehmet (2016) Option implied volatility measures and stock return predictability. Journal of Derivatives, 24 (1). pp. 58-78. ISSN 1074-1240

Umutlu, Mehmet and Shackleton, Mark (2015) Stock-return volatility and daily equity trading by investor groups in Korea. Pacific-Basin Finance Journal, 34. pp. 43-70. ISSN 0927-538X

Umutlu, Mehmet and Akdeniz, Levent and Altay-Salih, Aslihan (2013) Foreign equity trading and average stock-return volatility. The World Economy, 36 (9). pp. 1209-1228. ISSN 0378-5920

Umutlu, Mehmet (2010) Firm leverage and investment decisions in an emerging market. Quality and Quantity, 44 (5). pp. 1005-1013. ISSN 0033-5177

Umutlu, Mehmet and Altay-Salih, Aslihan and Akdeniz, Levent (2010) Does ADR listing affect the dynamics of volatility in emerging markets? Finance a uver-Czech Journal of Economics and Finance, 60 (2). pp. 122-137. ISSN 0015-1920

Umutlu, Mehmet and Akdeniz, Levent and Altay-Salih, Aslihan (2010) The degree of financial liberalization and aggregated stock-return volatility in emerging markets. Journal of Banking and Finance, 34 (3). pp. 509-521. ISSN 0378-4266

Monograph

Shackleton, Mark and Umutlu, Mehmet (2014) Stock-return volatility and daily equity trading by investor groups in Korea. Working Paper. Lancaster University, Lancaster.