Yakup Eser ARISOY : Citation Profile


Are you Yakup Eser ARISOY?

Neoma Business School

2

H index

2

i10 index

37

Citations

RESEARCH PRODUCTION:

7

Articles

12

Papers

RESEARCH ACTIVITY:

   10 years (2007 - 2017). See details.
   Cites by year: 3
   Journals where Yakup Eser ARISOY has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 1 (2.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par202
   Updated: 2020-08-09    RAS profile: 2018-08-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yakup Eser ARISOY.

Is cited by:

Skiadopoulos, George (3)

Ruenzi, Stefan (2)

Racicot, François-Éric (2)

Shah, Mohamed (1)

Rakowski, David (1)

Ebrahim, M. Shahid (1)

JAWADI, Fredj (1)

Goodell, John (1)

Hudson, Robert (1)

Derwall, Jeroen (1)

Watugala, Sumudu (1)

Cites to:

Campbell, John (12)

Buraschi, Andrea (7)

Harvey, Campbell (7)

French, Kenneth (6)

Ang, Andrew (6)

Xing, Yuhang (5)

Jagannathan, Ravi (5)

Trojani, Fabio (5)

Ferson, Wayne (5)

Bekaert, Geert (4)

Bollerslev, Tim (4)

Main data


Where Yakup Eser ARISOY has published?


Journals with more than one article published# docs
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Post-Print / HAL9
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)2

Recent works citing Yakup Eser ARISOY (2018 and 2017)


YearTitle of citing document
2020Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20146.

Full description at Econpapers || Download paper

2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

Full description at Econpapers || Download paper

2017Modeling volatility of the French stock market. (2017). Mgadmi, Nidhal ; Bougatef, Khemaies . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00154.

Full description at Econpapers || Download paper

2019Hedge fund return higher moments over the business cycle. (2019). Racicot, François-Éric ; Theoret, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:73-97.

Full description at Econpapers || Download paper

2017Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds. (2017). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:91-107.

Full description at Econpapers || Download paper

2018Hedge fund performance attribution under various market conditions. (2018). Stafylas, Dimitrios ; Uddin, Moshfique ; Anderson, Keith. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:221-237.

Full description at Econpapers || Download paper

2020Volatility-of-volatility and the cross-section of option returns. (2020). Ruan, Xinfeng. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118300818.

Full description at Econpapers || Download paper

2019Does the volatility of volatility risk forecast future stock returns?. (2019). JAWADI, Fredj ; Fu, XI ; Bu, Ruijun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:16-36.

Full description at Econpapers || Download paper

2020Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. (2020). Yang, Lin ; Liu, Jing ; Ma, Feng ; Wang, LU. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:684-694.

Full description at Econpapers || Download paper

2019Upside potential of hedge funds as a predictor of future performance. (2019). Bali, Turan G ; Caglayan, Mustafa O ; Brown, Stephen J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:212-229.

Full description at Econpapers || Download paper

2017Tail risk in hedge funds: A unique view from portfolio holdings. (2017). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:610-636.

Full description at Econpapers || Download paper

2018Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2018). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:417-434.

Full description at Econpapers || Download paper

2019Downside jump risk and the levels of futures-cash basis. (2019). Chen, Chin-Ho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19300745.

Full description at Econpapers || Download paper

2018Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market. (2018). Yu, Honghai ; Sun, Wencong ; Fang, Libing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:931-940.

Full description at Econpapers || Download paper

2017Macroeconomic factors and index option returns. (2017). Lai, Ya-Wen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:452-477.

Full description at Econpapers || Download paper

2018Multi-moment risk, hedging strategies, & the business cycle. (2018). Racicot, François-Éric ; Theoret, Raymond . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:637-675.

Full description at Econpapers || Download paper

2017Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds. (2017). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-121.

Full description at Econpapers || Download paper

2019Skin or Skim? Inside Investment and Hedge Fund Performance. (2019). Sachdeva, Kunal ; Gupta, Arpit. In: NBER Working Papers. RePEc:nbr:nberwo:26113.

Full description at Econpapers || Download paper

2017Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds. (2017). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S. In: Working Papers. RePEc:ofr:wpaper:17-07.

Full description at Econpapers || Download paper

2019Trends everywhere? The case of hedge fund styles. (2019). darolles, serge ; Chevalier, Charles. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:6:d:10.1057_s41260-019-00141-5.

Full description at Econpapers || Download paper

2018Unobserved Performance of Hedge Funds. (2018). Weigert, Florian ; Ruenzi, Stefan ; Agarwal, Vikas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:25.

Full description at Econpapers || Download paper

2018Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?. (2018). Weigert, Florian ; Bali, Turan G. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:27.

Full description at Econpapers || Download paper

2020What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Zhang, Mengyu ; Voukelatos, Nikolaos. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91.

Full description at Econpapers || Download paper

2017Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2017). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T. In: CFR Working Papers. RePEc:zbw:cfrwps:1508.

Full description at Econpapers || Download paper

Works by Yakup Eser ARISOY:


YearTitleTypeCited
2015Aggregate volatility expectations and threshold CAPM In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article1
2015Aggregate Volatility Expectations and Threshold CAPM.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2014Optimal multi-period consumption and investment with short-sale constraints In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2014Optimal Multi-Period Consumption and Investment with Short-Sale Constraints.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010Volatility risk and the value premium: Evidence from the French stock market In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article10
2010Volatility risk and the value premium : evidence from the french stock market.(2010) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
2017Volatility of aggregate volatility and hedge fund returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article21
2015Volatility of Aggregate Volatility and Hedge Fund Returns.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 21
paper
2017Volatility of Aggregate Volatility and Hedge Fund Returns.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 21
paper
2015Volatility of aggregate volatility and hedge funds returns.(2015) In: CFR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 21
paper
2015Volatility of aggregate volatility and hedge funds returns.(2015) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2017Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies? In: CEPN Working Papers.
[Citation analysis]
paper0
2007Is volatility risk priced in the securities market ? Evidence from S&P 500 index options. In: Post-Print.
[Citation analysis]
paper1
2007Is volatility risk priced in the securities market? Evidence from S&P 500 index options.(2007) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2016Option-Implied Volatility Measures and Stock Return Predictability In: Post-Print.
[Citation analysis]
paper2
2016Does Aggregate Uncertainty Explain Size and Value Anomalies? In: Post-Print.
[Citation analysis]
paper0
2017Does aggregate uncertainty explain size and value anomalies?.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2014Aggregate Volatility and Market Jump Risk : An Option-Based Explanation to Size and Value Premia In: Post-Print.
[Citation analysis]
paper2
2014Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia.(2014) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team