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

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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
The Journal of Finance. 2015;70(5):1903-1948   Crossref logo
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Investor Sentiment, Limits to Arbitrage and Private Market Returns
Real Estate Economics. 2013;42(3):531-577   Crossref logo

Idiosyncratic volatility, investor sentiment, and returns of the GCC stock markets
Investment Management and Financial Innovations. 2021;18(4):190-202   Crossref logo
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The role of investor attention in idiosyncratic volatility puzzle and new results
Review of Quantitative Finance and Accounting. 2021;   Crossref logo
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Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market
Journal of Banking & Finance. 2018;86:240-258   Crossref logo
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Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage
Financial Management. 2016;45(4):923-951   Crossref logo
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Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage
International Review of Financial Analysis. 2020;71:101452   Crossref logo
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Can Limits to Arbitrage Explain Stock Price Idiosyncratic Volatility Premium Puzzle in China’s A-Share Market?
Discrete Dynamics in Nature and Society. 2021;2021:1-7   Crossref logo
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Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle
International Review of Finance. 2017;17(3):395-425   Crossref logo
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