Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Year of publication: |
2020
|
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Authors: | Stambaugh, Robert F. |
Other Persons: | Yu, Jianfeng (contributor) ; Yuan, Yu (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Arbitrage | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risiko | Risk |
Extent: | 1 Online-Ressource (58 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Finance, Vol 70, pp 1903-1948, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 12, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2155491 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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