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
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 1 1 11
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 0 1 1
Volatility of aggregate volatility and hedge funds returns 1 2 6 12 2 7 27 40
Volatility of aggregate volatility and hedge funds returns 0 0 0 12 2 3 10 32
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 1 2 4 7
Total Working Papers 1 2 6 24 5 13 43 91


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 2 3 0 1 15 26
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 1 0 1 5 9
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 6 0 1 11 42
Volatility risk and the value premium: Evidence from the French stock market 1 1 1 74 1 2 6 256
Total Journal Articles 1 1 4 99 1 5 40 363


Statistics updated 2017-06-02