What happened to the quants in August 2007? : evidence from factors and transactions data /

Main Author: Khandani, Amir E.
Corporate Author: National Bureau of Economic Research
Other Authors: Lo, Andrew W.
Format: Book
Language:English
Published: Cambridge, Mass. : National Bureau of Economic Research, 2008.
Series:NBER working paper series ; no. 14465.
Subjects:
Physical Description:58 p. : ill. ; 22 cm.
Bibliography:Includes bibliographical references (p. 55-58).