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Toplam kayıt 2, listelenen: 1-2

    • Does idiosyncratic volatility matter at the global level? 

      Umutlu, M. (North American Journal of Economics and Finance, 2019)
      I test the existence of a time-series relationship between the aggregate idiosyncratic volatility and the market index return at the global level by introducing various global measures of aggregate idiosyncratic volatility. ...

    • Size matters everywhere: Decomposing the small country and small industry premia 

      Zaremba, A.; Umutlu, M. (North American Journal of Economics and Finance, 2018)
      We explore the country and industry size effects by decomposing market value into four components: short-term return, representing momentum; long-run return, representing reversal; composite issuance; and lagged market ...