Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|70|5|1903-1948

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.70, Iss.5, 2015-10, pp. : 1903-1948

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Abstract