Mispricing and Idiosyncratic Volatility Effect in Stocks
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The volatility puzzle of the low-risk anomaly
Pedro Barroso; Andrew L. Detzel; Paulo F. Maio
Universidade Católica Portuguesa- CATÓLICA-LISBON School of Business & Economics
University of Denver- University of Denver - Daniels College of Business
Hanken School of Economics- Hanken School of Economics - Department of Finance and Statistics
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