Original language | English |
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Pages (from-to) | 805-815 |
Number of pages | 11 |
Journal | Quantitative Finance |
Volume | 11 |
Issue number | 6 |
DOIs | |
Publication status | Published - Jun 2011 |
Bibliographical note
Funding Information:The authors would like to thank two anonymous referees and Pete Clarkson for their helpful comments on an earlier draft of this paper and the Australian Research Council (Research Grant DP0663048) and the UQ Early Career Researcher Scheme for financial support of this project.
ASJC Scopus subject areas
- Finance
- Economics, Econometrics and Finance(all)