| The degree of financial liberalization and aggregated stock-return volatility in emerging markets M Umutlu, L Akdeniz, A Altay-Salih Journal of banking & finance 34 (3), 509-521, 2010 | 257 | 2010 |
| Firm leverage and investment decisions in an emerging market M Umutlu Quality & Quantity 44, 1005-1013, 2010 | 53 | 2010 |
| Idiosyncratic volatility and expected returns at the global level M Umutlu Financial Analysts Journal 71 (6), 58-71, 2015 | 42 | 2015 |
| Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns A Zaremba, M Umutlu, A Maydybura Journal of Banking & Finance 121, 105966, 2020 | 39 | 2020 |
| Does idiosyncratic volatility matter at the global level? M Umutlu The North American Journal of Economics and Finance 47, 252-268, 2019 | 37 | 2019 |
| Stock-return volatility and daily equity trading by investor groups in Korea M Umutlu, MB Shackleton Pacific-Basin Finance Journal 34, 43-70, 2015 | 35 | 2015 |
| Foreign Equity Trading and Average Stock‐return Volatility M Umutlu, L Akdeniz, A Altay‐Salih The World Economy 36 (9), 1209-1228, 2013 | 34 | 2013 |
| Alpha momentum and alpha reversal in country and industry equity indexes A Zaremba, M Umutlu, A Karathanasopoulos Journal of Empirical Finance 53, 144-161, 2019 | 24 | 2019 |
| Option-implied volatility measures and stock return predictability X Fu, YE Arisoy, MB Shackleton, M Umutlu Journal of Derivatives 24 (1), 58-78, 2016 | 23 | 2016 |
| Return range and the cross-section of expected index returns in international stock markets M Umutlu, P Bengitoz Quantitative Finance and Economics, 2020 | 21* | 2020 |
| Size matters everywhere: Decomposing the small country and small industry premia A Zaremba, M Umutlu The North American Journal of Economics and Finance 43, 1-18, 2018 | 21 | 2018 |
| Less pain, more gain: Volatility-adjusted residual momentum in international equity markets A Zaremba, M Umutlu, A Maydybura Investment Analysts Journal 47 (2), 165-191, 2018 | 19 | 2018 |
| Does ADR listing affect the dynamics of volatility in emerging markets? M Umutlu, AA Salih, L Akdeniz Finance a Uver-Czech Journal of Economics and Finance 60, 122-137, 2010 | 19* | 2010 |
| The cross-section of industry equity returns and global tactical asset allocation across regions and industries M Umutlu, P Bengitöz International Review of Financial Analysis 72, 101574, 2020 | 17 | 2020 |
| Strategies can be expensive too! The value spread and asset allocation in global equity markets A Zaremba, M Umutlu Applied Economics 50 (60), 6529-6546, 2018 | 17 | 2018 |
| Borsa Istanbul’Da Islem Goren Yatirim Ve Emeklilik Fonlarının Fon Giderleri Etkisi Altında Performans Degerlendirmesi (Performance Evaluation of Mutual and Pension Funds Traded … S Gören Yargi, M Umutlu Journal of Economics, Finance and Accounting 2 (4), 603-623, 2015 | 12* | 2015 |
| To diversify or not to diversify internationally? M Umutlu, SG Yargı Finance Research Letters 44, 102110, 2022 | 7 | 2022 |
| Financial Openness and Financial Development: Evidence from Emerging Countries M Umutlu, M Gultekin, H Özkaya Istanbul Business Research 49 (2), 316-338, 2020 | 7 | 2020 |
| The Link between Financial System and Economics: Functions of the Financial System, Financial Crises, and Policy Implications S Akdogu, M Umutlu International Journal of Financial Research, 52-66, 2014 | 7 | 2014 |
| INTERACTION BETWEEN EQUITY TRADING OF VARIOUS INVESTOR TYPES AND MARKET RETURN M GÜLTEKİN, M Umutlu Ege Academic Review 16 (3), 451-460, 2016 | 3* | 2016 |
Adam ZarembaMontpellier Business School (France), Poznan University of Economics and Business (PolandVerified email at ue.poznan.pl
