Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

Journal of Finance

Volumn 70, Issue 5, 2015, Pages 1903-1948

  Stambaugh, Robert F ^a   Yu, Jianfeng ^b,c   Yuan, Yu ^a,d  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b UNIVERSITY OF MINNESOTA   (United States)

^c TSINGHUA UNIVERSITY   (China)

^d Shanghai Jiao Tong University 211 West Huaihai Road   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84928970993     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/jofi.12286     Document Type: Article

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