Question
What is Stambaugh, Yu and Yuans (2015, Arbitrage asymmetry and the idiosyncratic volatility puzzle, Journal of Finance ) explanation for the connection between a stocks
What is Stambaugh, Yu and Yuans (2015, Arbitrage asymmetry and the idiosyncratic volatility puzzle, Journal of Finance) explanation for the connection between a stocks idiosyncratic volatility and its pricing efficiency? (3 points)
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Handbook Of The Equity Risk Premium
Authors: Rajnish Mehra
1st Edition
0444508996, 978-0444508997
