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
Aggregate Volatility Expectations and Threshold CAPM 0 0 0 0 0 2 12 52
Aggregate Volatility and Market Jump Risk: An Option-Based Explanation to Size and Value Premia 0 0 0 0 0 4 6 18
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies? 0 0 0 0 2 4 9 65
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 0 0 3 32
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 1 5 28
Optimal Multi-Period Consumption and Investment with Short-Sale Constraints 0 0 0 0 0 6 16 23
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 2 4 9 18 103
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 1 9 67
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 2 10 79
Volatility of aggregate volatility and hedge funds returns 0 0 0 30 0 0 15 190
Volatility of aggregate volatility and hedge funds returns 0 0 0 23 0 2 18 200
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 1 2 8 30
Total Working Papers 0 0 0 55 7 33 129 887


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 0 17 0 2 5 52
Aggregate volatility expectations and threshold CAPM 0 0 1 6 1 6 22 92
Does aggregate uncertainty explain size and value anomalies? 0 0 0 4 0 0 5 28
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 5 0 2 4 21
Optimal multi-period consumption and investment with short-sale constraints 0 0 1 9 0 4 10 64
Volatility of aggregate volatility and hedge fund returns 0 0 0 52 1 2 15 254
Volatility risk and the value premium: Evidence from the French stock market 0 0 0 89 0 1 8 305
Total Journal Articles 0 0 2 182 2 17 69 816


Statistics updated 2026-07-10