Access Statistics for Yakup Eser ARISOY

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies? 0 0 0 0 0 1 1 1
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 0 1 2 2
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 0 1 11
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 0 1 2 3 3
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 3 3 4 4
Volatility of aggregate volatility and hedge funds returns 2 2 7 14 5 7 31 48
Volatility of aggregate volatility and hedge funds returns 2 2 2 14 2 8 15 40
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 0 0 2 7
Total Working Papers 4 4 9 28 11 22 59 116


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia 0 0 1 15 0 0 2 30
Aggregate volatility expectations and threshold CAPM 0 0 0 3 0 0 6 26
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 1 0 0 1 9
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 6 0 0 6 42
Volatility risk and the value premium: Evidence from the French stock market 0 0 2 75 0 0 4 257
Total Journal Articles 0 0 3 100 0 0 19 364


Statistics updated 2017-10-05