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The Effects of Investor Sentiment and Limits-to-Arbitrage on the Idiosyncratic Volatility Puzzle
The Effects of Investor Sentiment and Limits-to-Arbitrage on the Idiosyncratic Volatility Puzzle
2020
Hoyoung Ryu
Taehyuk Kim
Daesung Jung
Keywords:
Economics
Monetary economics
Volatility (finance)
Limits to arbitrage
Correction
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