[11]  Arisoy, Y. E., T. G. Bali, and Y. Tang,  2024, "Investor Regret and Stock Returns", Management Science, forthcoming.

[10]  Aretz, K., Y. E. Arisoy, 2023, "The Pricing of Skewness Over Different Return Horizons", Journal of Banking and Finance 148, 106713. 

[9] Aboura, S., Y. E. Arisoy,  2019, "Can Tail Risk Explain Size, Book-to-Market, Momentum, and Idiosyncratic Volatility Anomalies?", Journal of Business Finance and Accounting 46, 1263-1298.

[8] Agarwal, V., Y. E. Arisoy, and N. Y. Naik, 2017, "Volatility of Aggregate Volatility and Hedge Fund Returns", Journal of Financial Economics 125, 491-510. Click here for the Internet Appendix.

[7]  Aboura, S., and Y. E. Arisoy, 2017, "Does Aggregate Uncertainty Explain Size and Value Anomalies?", Applied Economics 32, 3214-3230.

[6] Fu, X., Y. E. Arisoy, M. Shackleton, and M. Umutlu, 2016, "Option-Implied Volatility Measures and Stock Return Predictability", Journal of Derivatives 24, 58–78.

[5] Arisoy, Y. E., A. Altay-Salih, and L. Akdeniz, 2015, “Aggregate Volatility Expectations and Threshold CAPM”, North American Journal of Economics and Finance 34, 231–253.

[4] Arisoy, Y. E., A. Altay-Salih, and M. C. Pinar, 2014, “Optimal Multi-Period Consumption and Investment with Short-Sale Constraints”, Finance Research Letters 11, 16–24.

[3] Arisoy, Y. E., 2014, “Aggregate Volatility and Market Jump Risk: An Option-Based Explanation to Size and Value Premia”, Journal of Futures Markets 34, 34–55.

[2] Arisoy, Y. E., 2010, “Volatility Risk and the Value Premium: Evidence from the French Stock Market”, Journal of Banking and Finance 34, 975–983.

[1] Arisoy, Y. E., A. Altay-Salih, and L. Akdeniz, 2007, “Is Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options”, Journal of Futures Markets 27, 617–642.