@misc{Panzica2018,
  author    = {Roberto Calogero Panzica},
  title     = {Idiosyncratic volatility puzzle: The role of assets' interconnections},
  booktitle = {SAFE working paper series ; No. 228},
  number    = {This version: August 8, 2018},
  doi       = {10.2139/ssrn.3240484},
  url       = {https://ssrn.com/abstract=3240484},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {228},
  type      = {workingpaper},
  pages     = {41},
  year        = {2018},
}