@article{unravellingtheasymmetricvolatilitypuzzle,
  title = {Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring},
  year = {2016},
  eprint = {1606.03597},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1606.03597v1},
}