What happened to the quants in August 2007? : evidence from factors and transactions data /
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Format: | Book |
Language: | English |
Published: |
Cambridge, Mass. :
National Bureau of Economic Research,
2008.
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Series: | NBER working paper series ;
no. 14465. |
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Physical Description: | 58 p. : ill. ; 22 cm. |
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Bibliography: | Includes bibliographical references (p. 55-58). |