| Volatility of aggregate volatility and hedge fund returns V Agarwal, YE Arisoy, NY Naik Journal of Financial Economics 125 (3), 491-510, 2017 | 101 | 2017 |
| Volatility risk and the value premium: Evidence from the French stock market YE Arisoy Journal of Banking & Finance 34 (5), 975-983, 2010 | 35 | 2010 |
| 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 | 24 | 2007 |
| 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 | 19 | 2016 |
| 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 | 11 | 2019 |
| 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 | 8 | 2014 |
| Does aggregate uncertainty explain size and value anomalies? S Aboura, YE Arisoy Applied Economics 49 (32), 3214-3230, 2017 | 6 | 2017 |
| 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, MÇ Pınar Finance Research Letters 11 (1), 16-24, 2014 | | 2014 |
| Asset Pricing in a Multiperiod Securities Market with Nonnegative Wealth Constraints/Çok 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 | | |
Vikas AgarwalProfessor, Georgia State UniversityVerified email at gsu.edu
