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 2 11
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 1 1 1
Volatility of aggregate volatility and hedge funds returns 0 0 0 12 1 2 10 30
Volatility of aggregate volatility and hedge funds returns 0 1 6 11 3 7 27 38
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 1 1 4 6
Total Working Papers 0 1 6 23 5 12 44 86


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 16 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 1 1 11 42
Volatility risk and the value premium: Evidence from the French stock market 0 0 1 73 0 1 6 255
Total Journal Articles 0 0 4 98 1 4 41 362


Statistics updated 2017-05-02