Journal of Financial Markets
Vol. 14
No. 1
2011
What happened to the quants in August 2007? Evidence from factors and transactions data
Amir E.
Khandani1;
Andrew W.
Lo2
1 Morgan Stanley (United States) · 2 Massachusetts Institute of Technology
open access
- DOI
- 10.1016/j.finmar.2010.07.005
- Volume
- 14
- Issue
- 1
- Pages
- 1-46
- Language
- en
- Sources
-
crossref
openalex
Cite