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 2 2 12 52
Aggregate Volatility and Market Jump Risk: An Option-Based Explanation to Size and Value Premia 0 0 0 0 4 4 6 18
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies? 0 0 0 0 2 3 7 63
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 1 1 5 28
Optimal Multi-Period Consumption and Investment with Short-Sale Constraints 0 0 0 0 6 7 16 23
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 2 4 4 14 98
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 2 8 77
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 1 9 66
Volatility of aggregate volatility and hedge funds returns 0 0 0 23 1 7 17 199
Volatility of aggregate volatility and hedge funds returns 0 0 0 30 0 1 15 190
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 1 1 7 29
Total Working Papers 0 0 0 55 21 33 119 875


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 2 3 6 52
Aggregate volatility expectations and threshold CAPM 0 0 1 6 5 7 21 91
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 2 2 4 21
Optimal multi-period consumption and investment with short-sale constraints 0 0 1 9 4 5 10 64
Volatility of aggregate volatility and hedge fund returns 0 0 0 52 1 4 14 253
Volatility risk and the value premium: Evidence from the French stock market 0 0 0 89 1 1 9 305
Total Journal Articles 0 0 2 182 15 22 69 814


Statistics updated 2026-05-06