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, 46 (4), pp 967-999 2011, © 2011 Cambridge University Press.
Final published version, 191 KB, PDF document
Research output: Contribution to Journal/Magazine › Journal article › peer-review
<mark>Journal publication date</mark> | 09/2011 |
---|---|
<mark>Journal</mark> | Journal of Financial and Quantitative Analysis |
Issue number | 4 |
Volume | 46 |
Number of pages | 33 |
Pages (from-to) | 967-999 |
Publication Status | Published |
<mark>Original language</mark> | English |