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Click to increase image sizeClick to decrease image size Acknowledgements We would like to thank Jing Han and Nayoung Lee for their valuable comments. We would also like to thank Vivian Wong, Min Chen, Sophia Lok, Margaret Loo and Ceara Hui for able research assistance. Haiqiang Chen acknowledges the financial support from the National Natural Science Foundation of China Grant #71201137.
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Haiqiang Chen
Xiamen University
Terence Tai‐Leung Chong
Chinese University of Hong Kong
Yingni She
Chinese University of Hong Kong
Quantitative Finance
Chinese University of Hong Kong
Xiamen University
Nanjing University of Finance and Economics
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Chen et al. (Thu,) studied this question.
synapsesocial.com/papers/6a20cff4480921b8f9937c71 — DOI: https://doi.org/10.1080/14697688.2013.869698