Details about Yakup Eser ARISOY
Access statistics for papers by Yakup Eser ARISOY.
Last updated 2017-07-08. Update your information in the RePEc Author Service.
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- Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies?
CEPN Working Papers, HAL
- Does Aggregate Uncertainty Explain Size and Value Anomalies?
- Option-Implied Volatility Measures and Stock Return Predictability
- Volatility of Aggregate Volatility and Hedge Fund Returns
Also in CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) (2015) View citations (2)
CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) (2015) View citations (2)
- Volatility risk and the value premium: evidence from the french stock market
Post-Print, HAL View citations (7)
See also Journal Article in Journal of Banking & Finance (2010)
- Is volatility risk priced in the securities market ? Evidence from S&P 500 index options
Post-Print, HAL View citations (2)
See also Journal Article in Journal of Futures Markets (2007)
- Aggregate volatility expectations and threshold CAPM
The North American Journal of Economics and Finance, 2015, 34, (C), 231-253
- Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia
Journal of Futures Markets, 2014, 34, (1), 34-55 View citations (1)
- Optimal multi-period consumption and investment with short-sale constraints
Finance Research Letters, 2014, 11, (1), 16-24
- Volatility risk and the value premium: Evidence from the French stock market
Journal of Banking & Finance, 2010, 34, (5), 975-983 View citations (9)
See also Working Paper (2010)
- Is volatility risk priced in the securities market? Evidence from S&P 500 index options
Journal of Futures Markets, 2007, 27, (7), 617-642 View citations (1)
See also Working Paper (2007)
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