CrossRef Text and Data Mining
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The Effects of Investor Sentiment and Limits-to-Arbitrage on the Idiosyncratic Volatility Puzzle
Hoyoung Ryu, Taehyuk Kim, Daesung Jung
Korean J Financ Stud. 2020;49(6):871-911.   Published online December 31, 2020
DOI: https://doi.org/10.26845/KJFS.2020.12.49.6.871

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The Effects of Investor Sentiment and Limits-to-Arbitrage on the Idiosyncratic Volatility Puzzle
Korean Journal of Financial Studies. 2020;49(6):871-911   Crossref logo
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Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
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Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market
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Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage
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Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle
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