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 0 1 10
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 1 1 1 1
Volatility of aggregate volatility and hedge funds returns 0 3 6 10 2 9 23 33
Volatility of aggregate volatility and hedge funds returns 0 0 0 12 1 2 11 29
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 0 0 3 5
Total Working Papers 0 3 6 22 4 12 39 78


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 1 1 15 0 1 3 30
Aggregate volatility expectations and threshold CAPM 0 0 2 3 0 3 16 25
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 1 0 0 4 8
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 6 0 1 11 41
Volatility risk and the value premium: Evidence from the French stock market 0 0 1 73 0 0 6 254
Total Journal Articles 0 1 4 98 0 5 40 358


Statistics updated 2017-03-07