December 2015 Mehmet Umutlu Experience Yaşar University Faculty of Economics and Administrative Sciences Department of International Trade and Finance No:35-37, Ağaçlı Yol, Bornova, İzmir, PK. 35100, Turkey e-mail: mehmet.umutlu@yasar.edu.tr URL: http://mumutlu.yasar.edu.tr Phone: (+9) 0 232 4115195 Fax: (+9) 0 232 3745474 Head of Department, Department of Int l Trade and Finance, Yaşar University, Turkey September 2013 still Assistant Professor of Finance, Department of Int'l Trade and Finance, Yaşar University, Turkey February 2013 still Assistant Professor of Finance, Department of Accounting and Finance, Lancaster University, UK (accredited by AACSB, EQUIS and AMBA) August 2012 January 2013 Postdoctoral Associate, Department of Accounting and Finance, Lancaster University, UK February 2012 July 2012 Assistant Professor of Finance, Department of Management, Çankaya University, Turkey January 2011 January 2012 Compulsory military service December 2009 December 2010 Postdoctoral Fellow, Department of Finance, Tilburg University, Netherlands (accredited by AACSB) March 2009 August 2009 Instructor, Department of Management, Çankaya University, Turkey November 2008 December 2009 Education PhD in Finance, Faculty of Business Administration (accredited by AACSB) Bilkent University, Turkey, October 2008 MBA Hacettepe University, Turkey, July 2002 BSc, Department of Civil Engineering (accredited by ABET) Middle East Technical University, Turkey, June 2000 High School, Eskisehir Fatih Fen Lisesi, 1993-1995 and Manisa Lisesi, 1995-1996. (Ranked 520th in Science High Schools Entrance Exam of Turkey) 1
Areas of Interest Asset Pricing, Investments, Portfolio Management, International Finance, Financial Volatility Publications Total Number of Citations: 127, H-Index: 4 Idiosyncratic Volatility and Expected Returns at the Global Level (2015), Financial Analysts Journal, 71, no.6 (November/December), 58-71. (SSCI Journal) Stock-return Volatility and Daily Equity Trading by Investor Groups in Korea, (2015), Pacific-Basin Finance Journal, 34, 43-70. with Shackleton, M., (SSCI Journal) Borsa İstanbul da İşlem Gören Yatırım ve Emeklilik Fonlarının Fon Giderleri Etkisi Altında Performans Değerlendirmesi (2015), Journal of Economics, Finance and Accounting, Forthcoming, with Gören, S. Borsa İstanbul da Çeşitli Beta Ölçütleri ve Hisse Senedi Getirileri: Portföy Düzeyinde Bir Çalışma (2015), Prof. Dr. Halil Sarıaslan a Armağan Kitabı Bölümü, Forthcoming, with Bengitöz, P. The Link between Financial System and Economics: Functions of the Financial System, Financial Crises, and Policy Implications (2014), International Journal of Financial Research, 5, 52-66. with Akdoğu, S.K Alternatif Sistematik Risk Ölçütleri ile Sermaye Varlıkları Fiyatlama Modelinin Borsa İstanbul da Test Edilmesi (2014) Finans Politik ve Ekonomik Yorumlar 51, 598, 75-92, with Bengitöz, P., Foreign equity trading and average stock-return volatility (2013), The World Economy, 36, 1209-1228 with Akdeniz, L., and Altay Salih A., (SSCI Journal) The degree of financial liberalization and aggregated stock-return volatility in emerging markets, (2010) Journal of Banking and Finance, 34, 509-521, with Akdeniz, L., and Altay Salih A., (SSCI Journal) Does ADR listing affect the dynamics of volatility in emerging markets? (2010) Finance a Uver-Czech Journal of Economics and Finance 60, 122-137, with Altay Salih, A., Akdeniz L., (SSCI Journal) (Formerly circulated as Do ADR listings affect the dynamics of volatility in emerging markets? ) Firm leverage and investment decisions in an emerging market, (2010) Quality and Quantity 44, 1005-1013. (SSCI Journal) Conference Proceedings Sector Selection for Cluster Formation at OSTİM Industrial Zone: An AHP Application, Path to Innovation:Clusters E-Proceedings, Çankaya University, 05-06 November 2009, Ankara, Turkey, with Çetinkaya, F.C., Kandiller, L., Satır, B. Working Papers Option-Implied Volatility Measures and Stock Return Predictability Available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2378969 (with Fu,X., Shackleton, M. and Arisoy, E.) (Under revision) 2
Work-in-progress Alternative Idiosyncratic Risk Measures and Returns in Emerging Markets Teaching Experience Principles of Finance I, Principles of Finance II, Business Finance I, Business Finance II, Investment Management, International Finance, Financial Risk and Derivatives, Computer Aided Financial Applications in Equity Markets, Financial Management (MBA), Financial Risk Management (PhD), Advanced Investment Analysis (PhD), Finansal Yönetim (in Turkish, MBA)), Uluslararası Yatırım ve Portföy Yönetimi (in Turkish, MA), Uluslararası Finansal Piyasalar ve Kurumlar (in Turkish, MA) Reviewing and Refereeing Journal of Banking and Finance (SSCI), International Review of Economics and Finance (SSCI), Journal of International Financial Markets, Institutions & Money, Emerging Markets, Finance and Trade (SSCI), Finance A Uver Czech Journal of Economics and Finance (SSCI), International Journal of Financial Markets and Derivatives, Applied Financial Economics, International Journal of Emerging Markets, Journal of Investment Strategies, Global Business and Economics Anthology, Iktisat/Isletme ve Finans (SSCI), Dokuz Eylül Üniversitesi İİBF Dergisi, Journal of Yaşar University Research Project Evaluation Social Sciences and Humanities Research Council of Canada (1 project in 2013) The Scientific and Technological Research Council of Turkey (4 projects in 2015) Editorial Board Membership Grants Journal of Yaşar University, Area Editor (November 2014 - still) Project No: 111K311 Stock-return volatility and trade characteristics by investor type by TUBITAK (The Scientific and Technological Research Council of Turkey) Title: Principal Investigator Project No: 106K230 Effects of Financial Liberalization on Emerging Markets by TUBITAK Title: Researcher Project No: 2008-1-TR1-LEO05-03157 Strategic Planning for Sustainable Clustering of Collaborative SMEs by European Commission Title: Researcher 3
Awards Received Publication Awards by Yaşar University (once in 2014, twice in 2015) Included in the shortlisted 10 papers for the Best Paper Award at the 20 th Annual Conference of the Multinational Finance Society (2013) Publication Awards by TUBITAK (Three times in 2010, once in 2015) Publication Awards by Çankaya University (Three times in 2010) Merit-based scholarship (full) for PhD studies by Bilkent University (2003-2008) International Conference Participation Award by TUBITAK (BIDEB 2224, 2007-2008) Administrative Duties Head of Department, Department of International Trade and Finance Yaşar University (2013 - still) Board Member of The Faculty Council, Faculty of Economics and Administrative Sciences Yaşar U. (2013 still) Board Member of The Council of Graduate School of Social Sciences Yaşar University (2013 still) Board Member of the Education Commission Yaşar University (2013 2015) National/International Conferences and Seminars 19 th Finance Symposium, Platform of Finance Science, Hitit University 21-124 October 2015, Çorum, Turkey (participant as a co-author) 13 th INFINITI Conference on International Finance, Ljubljana University 8-9 June 2015, Ljubljana, Slovenia (presenter and discussant) 18 th Finance Symposium, Platform of Finance Science, Pamukkale University 15-18 October 2014, Denizli, Turkey (participant as a co-author) Seminar at Mediterranean Research and Observatory, Yaşar University, 12 September 2013, İzmir, Turkey (presenter) 20 th Annual Conference of the Multinational Finance Society 1-2 July 2013, Izmir, Turkey (presenter and discussant) Seminar at the Department of Management Engineering, Istanbul Technical University, 27 December 2012, Istanbul, Turkey (presenter) Seminar at the Department of Accounting and Finance, Lancaster University 4
27 June 2012, Lancaster, United Kingdom (presenter) Euroconference 2011: Crisis and Recovery in Emerging Markets, The Society for the Study of Emerging Markets (SSEM) and Izmir University of Economics 27-30 June 2011, Izmir, Turkey (presenter) Path to Innovation: Clusters, International Workshop at Çankaya University, 5-6 November 2009, Ankara, Turkey (presenter) Seminar at the Department of Finance, Tilburg University 02 April 2009, Tilburg, Netherlands (presenter) 17 th Annual Conference of the European Financial Management Association 25-28 June 2008, Athens, Greece (presenter and discussant) 6 th INFINITI Conference on International Finance at the Trinity College Dublin 9-10 June 2008, Dublin, Ireland (presenter and discussant) 14 th Annual Conference of the Multinational Finance Society 1-4 July 2007, Thessaloniki, Greece (presenter and discussant) 11 th Annual Conference of Business & Economics Society International 16-20 July 2007, Antibes, France (presenter) Master Theses Supervised Seher Gören, Performance Analysis of Funds in BIST under the Control of Fund Costs, Department of International Trade and Finance, Yaşar University. Melis Gültekin, Interaction Between Equity Trading of Various Investor Types and Market Return, Department of International Trade and Finance, Yaşar University. Pelin Bengitöz, Alternatıve Beta Measures and Stock Returns in Istanbul Stock Exchange: Portfolio Level Analysis, (Co-superviser), Department of Actuarial Sciences, Yaşar University. Language Skills English: Fluent, Turkish: Native Computer Skills MatLab, E-views, MS-Office References Available upon request 5