Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly

514 indexed citations

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This paper, published in 2010, received 514 indexed citations. Written by Jeffrey Wurgler, Brendan Bradley and Malcolm Baker covering the research area of Finance and Economics and Econometrics. It is primarily cited by scholars working on Finance (464 citations), Economics and Econometrics (314 citations) and Accounting (169 citations). Published in The Faculty Digital Archive (New York University).

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This paper is also available at doi.org/w2365296.

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