Rights statement: The final, definitive version of this article has been published in the Journal, Journal of Financial and Quantitative Analysis, 55 (1), pp 77-115 2018, © 2018 Cambridge University Press.
Accepted author manuscript, 1.09 MB, PDF document
Available under license: CC BY: Creative Commons Attribution 4.0 International License
Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
<mark>Journal publication date</mark> | 1/02/2020 |
---|---|
<mark>Journal</mark> | Journal of Financial and Quantitative Analysis |
Issue number | 1 |
Volume | 55 |
Number of pages | 39 |
Pages (from-to) | 77-115 |
Publication Status | Published |
Early online date | 3/12/18 |
<mark>Original language</mark> | English |