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    • Idiosyncratic moments and the cross-section of stock returns in Brazil 

      Almeida, Caio Ibsen Rodrigues de; Ricca, Bernardo; Tessari, Cristina
      This online appendix reports additional robustness checks for our main results. Wepresent a set of tables with summary statistics for portfolios sorted on higher idiosyncraticmoments (expected skewness, realized skewness, ...