Rights statement: This is the author’s version of a work that was accepted for publication in Journal of Empirical Finance. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Empirical Finance, 34, 2015 DOI: 10.1016/j.jempfin.2015.03.019
Accepted author manuscript, 343 KB, PDF document
Available under license: CC BY-NC-ND: Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
Final published version
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Research output: Contribution to Journal/Magazine › Journal article › peer-review
<mark>Journal publication date</mark> | 12/2015 |
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<mark>Journal</mark> | Journal of Empirical Finance |
Volume | 34 |
Number of pages | 15 |
Pages (from-to) | 45-59 |
Publication Status | Published |
Early online date | 1/09/15 |
<mark>Original language</mark> | English |