Items where Author is "Arisoy, Y E"

Journal Article

Arisoy, Y E (2010) Volatility Risk and the Value Premium: Evidence from the French Stock Market. Journal of Banking and Finance, 34. pp. 975-983. ISSN 0378-4266

Arisoy, Y E and Salih, A and Akdeniz, L (2007) Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options. Journal of Futures Markets, 27. pp. 617-642. ISSN 0270-7314