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Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
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Metadata
- Authors
- Stambaugh, R. F., Yu, J., & Yuan, Y.
- Venue
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Published
- 2012
- ISSN
- 1556-5068 (ISSN-L)
- OpenAlex
- W2171209577
- Cited by
- 286
- References
- 110
- Type
- posted content
- Language
- en
- Open access
- green
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