Costly arbitrage and the myth of idiosyncratic risk

Author:

Pontiff Jeffrey

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance,Accounting

Reference46 articles.

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2. Agnew, J., 2005. Inefficient choices in 401(k) plans: evidence from individual level data. Working paper. College of William and Mary.

3. Arbitrage risk and the book-to-market anomaly;Ali;Journal of Financial Economics,2003

4. Asquith, P., Meulbroek, L., 1996. An empirical examination of short interest. Working paper, Harvard University.

5. The impact of initiating dividend payments on shareholders’ wealth;Asquith;Journal of Business,1983

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