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Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data. (2013). Weber, Enzo ; Ülkü, Numan ; Ulku, Numan.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:37:y:2013:i:8:p:2733-2749.

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  1. Investor types trading around the short?term reversal pattern. (2022). Ulku, Numan ; Onishchenko, Olena.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2627-2647.

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  2. COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market. (2021). Ma, Hongkun ; Bing, Tao.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:71:y:2021:i:c:p:384-396.

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  3. Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis. (2021). Ulku, Numan ; Djalilov, Abdulaziz.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000939.

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  4. Investor behavior around monetary policy announcements: Evidence from the Korean stock market. (2019). Jimmy, Ji Yeol ; Hong, Dahae ; Park, Keun Woo.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:355-362.

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  5. Who drives the Monday effect?. (2018). Ulku, Numan ; Rogers, Madeline.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:148:y:2018:i:c:p:46-65.

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  6. Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam. (2017). Vo, Xuan Vinh.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:88-93.

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  7. Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds. (2014). Chang, Chia-Lin ; Ke, Yu-Pei .
    In: MPRA Paper.
    RePEc:pra:mprapa:57625.

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