Arbitrage Asymmetry and the Idiosyncratic Volatility PuzzleRobert F. Stambaugh, Jianfeng Yu, Yu Yuan2012-01-01preprintSSRN Electronic Journal286 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesFinancial Analysis and Corporate GovernanceFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 286 citations exist upstream.References1993Common risk factors in the returns on stocks and bonds1973Risk, Return, and Equilibrium: Empirical Tests1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets1990Noise Trader Risk in Financial Markets2006Investor Sentiment and the Cross‐Section of Stock Returns1980Financial Ratios and the Probabilistic Prediction of Bankruptcy1987A Simple Model of Capital Market Equilibrium with Incomplete InformationCited by2015Smart money, dumb money, and capital market anomalies2019Anomalies across the globe: Once public, no longer existent?2013A Closer Look at the Short-Term Return Reversal2020Anomalies and the Expected Market Return2014Presidential Address: Investment Noise and Trends2016Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns2021The cross-section of intraday and overnight returns2016Absolving Beta of Volatility's Effects