Concepedia

Yakup Eser Arısoy

YE

Statistics

Publications

4

Citations

102

H-Index

4

Active since

2007

Affiliations

London School of Business and Finance(Current)

Yakup Eser Arısoy is an author at London School of Business and Finance specializing in finance, business, and volatility modeling.

Publications per year

2007–2014

4

Publications

4

Volatility of Aggregate Volatility and Hedge Fund Returns

Vikas Agarwal, Yakup Eser Arısoy, Narayan Y. Naik · SSRN Electronic Journal · 2014 · 40 citations · Full text

Business, Economics, Finance +14

Volatility risk and the value premium: Evidence from the French stock market

Yakup Eser Arısoy · Journal of Banking & Finance · 2009 · 27 citations

Business, Economics, Finance +16

Is volatility risk priced in the securities market? Evidence from S&P 500 index options

Yakup Eser Arısoy, Aslihan Altay‐Salih, Levent Akdeniz · Journal of Futures Markets · 2007 · 23 citations · Full text

Business, Finance, Risk Management +17

Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia

Yakup Eser Arısoy · Journal of Futures Markets · 2012 · 12 citations

Business, Economics, Finance +17

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