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Idiosyncratic risk and the cross-section of stock returns: Merton (1987) meets Miller (1977)
Boehme, Rodney D., (2009)
Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short Sale Constraints
Danielsen, Bartley R., (2001)
Short-Sale Constraints, Differences of Opinion, and Overvaluation
Boehme, Rodney D., (2006)