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 1 1 1 1
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 1 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 0 0 1 1
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 0 1 1
Volatility of aggregate volatility and hedge funds returns 0 0 0 12 5 7 13 37
Volatility of aggregate volatility and hedge funds returns 0 1 6 12 2 5 29 43
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 0 1 4 7
Total Working Papers 0 1 6 24 9 15 52 103


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 3 30
Aggregate volatility expectations and threshold CAPM 0 0 0 3 0 0 12 26
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 1 0 0 3 9
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 6 0 0 8 42
Volatility risk and the value premium: Evidence from the French stock market 0 2 2 75 0 2 6 257
Total Journal Articles 0 2 3 100 0 2 32 364


Statistics updated 2017-08-03