Idiosyncratic Return Volatility in the Cross-Section of Stocks
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Keywords
Hedge funds; Idiosyncratic risk; Limits to arbitrage;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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