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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Brennan, Michael J."
~person:"Stambaugh, Robert F."
~subject:"Arbitrage"
~type_genre:"Article in journal"
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The journal of finance : the journal of the American Finance Association
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
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Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
The journal of finance : the journal of the American …
70
(
2015
)
5
,
pp. 1903-1948
Persistent link: https://www.econbiz.de/10011408672
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