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~person:"Stambaugh, Robert F."
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ECONIS (ZBW)
109
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1
Arbitrage asymmetry and the idiosyncratic
volatility
puzzle
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
-
2012
Persistent link: https://www.econbiz.de/10009680904
Saved in:
2
Arbitrage Asymmetry and the Idiosyncratic
Volatility
Puzzle
Stambaugh, Robert F.
-
2020
arbitrage risk represented by idiosyncratic
volatility
(IVOL) explains the negative relation between IVOL and average return …
Persistent link: https://www.econbiz.de/10012857186
Saved in:
3
Arbitrage Asymmetry and the Idiosyncratic
Volatility
Puzzle
Stambaugh, Robert F.
-
2012
explains the negative relation between idiosyncratic
volatility
(IVOL) and average return. The IVOL effect is negative among …
Persistent link: https://www.econbiz.de/10012460100
Saved in:
4
Arbitrage asymmetry and the idiosyncratic
volatility
puzzle
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
The journal of finance : the journal of the American …
70
(
2015
)
5
,
pp. 1903-1948
Persistent link: https://www.econbiz.de/10011408672
Saved in:
5
Arbitrage Asymmetry and the Idiosyncratic
Volatility
Puzzle
Stambaugh, Robert F.
-
2012
explains the negative relation between idiosyncratic
volatility
(IVOL) and average return. The IVOL effect is negative among …
Persistent link: https://www.econbiz.de/10013097661
Saved in:
6
On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel
;
Stambaugh, Robert F.
-
1994
Persistent link: https://www.econbiz.de/10000901541
Saved in:
7
On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel
-
1995
Persistent link: https://www.econbiz.de/10000908932
Saved in:
8
Anomalies abroad : beyond data mining
Lu, Xiaomeng
;
Stambaugh, Robert F.
;
Yuan, Yu
-
2017
Persistent link: https://www.econbiz.de/10011741422
Saved in:
9
Anomalies abroad : beyond data mining
Lu, Xiaomeng
;
Stambaugh, Robert F.
;
Yuan, Yu
-
2017
Persistent link: https://www.econbiz.de/10011847399
Saved in:
10
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
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