Rights statement: http://journals.cambridge.org/action/displayJournal?jid=JFQ The final, definitive version of this article has been published in the Journal, Journal of Financial and Quantitative Analysis, 50 (6), pp 1443-1471 2015, © 2015 Cambridge University Press.
Accepted author manuscript, 399 KB, PDF document
Final published version
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 Financial and Quantitative Analysis |
Issue number | 6 |
Volume | 50 |
Number of pages | 29 |
Pages (from-to) | 1443-1471 |
Publication Status | Published |
<mark>Original language</mark> | English |