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Yakup Eser ARISOY
Title
Cited by
Cited by
Year
Volatility of aggregate volatility and hedge fund returns
V Agarwal, YE Arisoy, NY Naik
Journal of Financial Economics 125 (3), 491-510, 2017
1012017
Volatility risk and the value premium: Evidence from the French stock market
YE Arisoy
Journal of Banking & Finance 34 (5), 975-983, 2010
352010
Is volatility risk priced in the securities market? Evidence from S&P 500 index options
YE Arisoy, A Salih, L Akdeniz
Journal of Futures Markets 27 (7), 617-642, 2007
242007
Option-implied volatility measures and stock return predictability
X Fu, YE Arisoy, MB Shackleton, M Umutlu
The Journal of Derivatives 24 (1), 58-78, 2016
192016
Aggregate volatility expectations and threshold CAPM
YE Arısoy, A Altay-Salih, L Akdeniz
The North American Journal of Economics and Finance 34, 231-253, 2015
12*2015
Can tail risk explain size, book‐to‐market, momentum, and idiosyncratic volatility anomalies?
S Aboura, YE Arisoy
Journal of Business Finance & Accounting 46 (9-10), 1263-1298, 2019
112019
Aggregate volatility and market jump risk: An option‐based explanation to size and value premia
YE Arisoy
Journal of Futures Markets 34 (1), 34-55, 2014
82014
Does aggregate uncertainty explain size and value anomalies?
S Aboura, YE Arisoy
Applied Economics 49 (32), 3214-3230, 2017
62017
Do stock markets really care about skewnesss?
K Aretz, YE Arısoy
2*2017
The Pricing of Skewness Over Different Return Horizons
K Aretz, YE Arisoy
Journal of Banking & Finance 148, 106713, 2023
2023
Eponymous Hedge Funds
V Agarwal, YE Arısoy, T Trinh
Available at SSRN 3883705, 2021
2021
Investor Regret and Stock Returns
YE Arısoy, TG Bali, Y Tang
Georgetown McDonough School of Business Research Paper, 2019
2019
Implication of Regret on Mutual Fund Managers' Risk-Shifting Decision
B Benyelles, E Arisoy
Behavioral Finance Working Group Conference: Can Behavioural Finance inform†…, 2019
2019
Anticipated Regret and Equity Returns
YE Arisoy, T Bali, Y Tang
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3195191, 2018
2018
Can exposure to tail risk explain size, book-to-market, momentum, and idiosyncratic volatility anomalies?
S Aboura, E Arisoy
HAL Working Papers, 2017
2017
Optimal multi-period consumption and investment with short-sale constraints
YE Arısoy, A Altay-Salih, M« Pınar
Finance Research Letters 11 (1), 16-24, 2014
2014
Asset Pricing in a Multiperiod Securities Market with Nonnegative Wealth Constraints/«ok Peri̇yodlu Menkul Kiymet Pi̇yasalarinda Eksi̇ Olmayan Servet Kisitlari İle Varlik†…
YE Arısoy
Bilkent Universitesi (Turkey), 2007
2007
Asset pricing in a multiperiod securities market with nonnegative wealth constraints
YE Arısoy
PQDT-Global, 2007
2007
Do Stock Markets Price Expected Stock Skewness? New Evidence from Quantile Regression based Skewness Forecasts
K Aretz, E Arisoy
Discussion of “Do Stock Markets Price Expected Stock Skewness? New Evidence from Quantile Regression based Skewness Forecasts”
K Aretz, E Arisoy, X Yu, K Zhang, R Gencay
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