Open AccessArbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Author(s) -
Robert F. Stambaugh,
Jianfeng Yu,
Yu Yuan
Publication year - 2012
Language(s) - English
Resource type - Reports
DOI - 10.3386/w18560
Subject(s) - volatility (finance) , arbitrage , economics , financial economics , asymmetry , econometrics , physics , quantum mechanics