We report polarization-resolved, low-temperature, high-spectral-resolution studies of the photoluminescence from individual CdSe nanocrystal quantum dots (NQDs). The spectra reveal a 'fine structure' splitting of the bright exciton state in a subset of the studied NQDs. The two fine structure states are spectrally separated by an energy of up to 3 meV depending on NQD size and are characterized by linearly (and orthogonally) polarized emission dipoles. The average splitting scales approximately with inverse NQD volume, consistent with an anisotropic electron-hole exchange interaction which can result from a breakdown of cylindrical symmetry in some of the NQDs.
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