The Fu (2009) Positive Relation Between Idiosyncratic Volatility and Expected Returns is Due to Look-Ahead Bias
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Park, S. G., Wei, K. C. J., & Zhang, L. (2023). The Fu (2009) Positive Relation Between Idiosyncratic Volatility and Expected Returns is Due to Look-Ahead Bias. Critical Finance Review, 12(1-4), 57–124. https://doi.org/10.1561/104.00000126
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