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 1 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 0 1 9 29
Volatility of aggregate volatility and hedge funds returns 1 1 6 11 2 6 24 35
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 0 0 3 5
Total Working Papers 1 1 6 23 3 9 39 81


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 1 3 17 26
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 1 1 1 5 9
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 6 0 0 11 41
Volatility risk and the value premium: Evidence from the French stock market 0 0 1 73 1 1 7 255
Total Journal Articles 0 0 4 98 3 5 43 361


Statistics updated 2017-04-03