@article{econhot_econhot-cited-34fd0606dba65a56, title = {Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle}, author = {Robert F. Stambaugh and Jianfeng Yu and Yu Yuan}, journal = {The Journal of Finance}, year = {2015}, volume = {70}, number = {5}, pages = {1903-1948}, doi = {10.1111/jofi.12286}, url = {https://doi.org/10.1111/jofi.12286} }