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Editorial Board

Editorial Board Executive Editor The Review of Asset Pricing Studies is published by Oxford University Press for The Society for Financial Studies. Wayne Ferson Subscriptions. A subscription to The Review of Asset Pricing Studies comprises 2 Marshall School of Business issues. Prices include postage; for subscribers outside the Americas, issues are sent University of Southern California air freight. The Review of Asset Pricing Studies Advance Access contains Editors papers that have recently been accepted but have not yet been included within Maureen O’Hara an issue. Advance Access is updated daily. Cornell University Annual Subscription Rate (Volume 5, 2 issues, 2015) Institutional Jeffrey Pontiff Print edition and site-wide online access: £494/US$742/E742 Boston College Print edition only: £454/US$682/E682 Raman Uppal Site-wide online access only: £395/US$593/E593 EDHEC Business School Personal membership Associate Editors Print edition: £66/US$104/E104 Please note: £ rates apply in the UK and elsewhere, E in Europe, and $ in US and Kerry Back Canada. Please note that a subscription to The Review of Asset Pricing Studies includes Rice University a subscription to The Review of Financial Studies, which publishes twelve times Brad Barber a year. University of California, Davis There may be other subscription rates available; for a complete listing, please visit Pierre Collin-Dufresne www.rfs.oxfordjournals.org/subscriptions. Swiss Finance Institute Full prepayment in the correct currency is required for all orders. Orders are regarded Joel Hasbrouck as firm, and payments are not refundable. Subscriptions are accepted and entered on New York University a complete volume basis. Claims cannot be considered more than four months after Hanno Lustig publication or date of order, whichever is later. All subscriptions in Canada are Stanford Graduate School of subject to GST. Orders from the UK will be subject to a 17.5% VAT charge. For orders from elsewhere in the EU, you or your institution should account for VAT Business by way of a reverse charge. Please provide us with your or your institution’s VAT Christopher J. Malloy number. If registered, please supply details to avoid unnecessary charges. For Harvard Business School subscriptions that include online versions, a proportion of the subscription price may Albert Menkveld be subject to UK VAT. Personal rates are applicable only when a subscription is for VU University Amsterdam individual use and are not available if delivery is made to a corporate address. Stefan Nagel The current year’s issues are available from Oxford University Press. University of Michigan Contact information: Journals Customer Service Department, Oxford Univer- Stavros Panageas sity Press, Great Clarendon Street, Oxford OX2 6DP, UK. E-mail: jnls. The University of Chicago cust.serv@oxfordjournals.org. Tel: +44 (0)1865 353907. Fax: + 44 (0)1865 Kenneth Singleton 353485. In the Americas, please contact: Journals Customer Service Depart- Stanford University ment, Oxford University Press, 2001 Evans Road, Cary, NC 27513, USA. E-mail: jnlorders@oxfordjournals.org. Tel: (800) 852-7323 (toll-free in USA/ Allan Timmermann Canada) or (919) 677-0977. Fax: (919) 677-1714. In Japan, please contact: Rady School of Management, Journals Customer Service Department, Oxford Journals, Oxford University UCSD Press, Tokyo, 4-5-10-8F Shiba, Minato-ku, Tokyo 108-8386, Japan. E-mail: Jeffrey Wurgler custserv.jp@oxfordjournals.org. Tel: (03) 3813 1461. Fax: (03) 3818 1522. New York University Stern School The Review of Asset Pricing Studies (print ISSN 2045-9920; online ISSN 2045-9939) of Business is published twice a year in June and December from 2012 by Oxford University Press, 2001 Evans Road, Cary, NC 27513-2009. Please note that in 2011 only one issue of Assistant Editor The Review of Asset Pricing Studies published. Periodical Postage Paid at Cary, NC, Ardhra Ashokan and additional mailing offices. Postmaster: send address changes to The Review of Editorial Assistants Asset Pricing Studies, Journals Customer Service Department, Oxford University Wayne Chang Press, 2001 Evans Road, Cary, NC 27513-2009. University of Southern California Digital Object Identifiers. For information about dois and how to resolve them, Jan Sokolowsky please visit www.doi.org. University of Michigan Permissions. For information on how to request permissions to reproduce articles or information from this journal, please visit www.oxfordjournals.org/jnls/permissions. The Society for Financial Studies Author Self-Archiving/Public Access policy. For information about this jour- nal’s policy, please visit our Author Self-Archiving policy page: http://www. President oxfordjournals.org/access_purchase/self-archiving_policyk.html. Matthew Spiegel Advertising. Advertising, inserts and artwork enquiries should be addressed to Yale University Linda Hann, 1 Fernham Road, Shellingford, Oxfordshire, SN7 7PU, UK. Tel/Fax: Vice President +44 (0)1367 710022; E-mail: lindaj.hann@btinternet.com. Laura Starks Disclaimer. Statements of fact and opinion in the articles in The Review of University of Texas at Austin Asset Pricing Studies are those of the respective authors and contributors and not of The Review of Asset Pricing Studies or Oxford University Press. Neither Oxford Secretary/Treasurer University Press nor The Review of Asset Pricing Studies makes any representation, Craig W. Holden express or implied, in respect of the accuracy of the material in this journal Indiana University and cannot accept any legal responsibility or liability for any errors or omis- sions that may be made. The reader should make her or his own evaluation as to the appropriateness or otherwise of any experimental technique described. Copyright © 2015 The Society for Financial Studies All rights reserved; no part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise without prior written permission of the publisher or a license permitting restricted copying issued in the UK by the Copyright Licensing Agency Ltd, 90 Tottenham Court Road, London W1P 9HE, or in the USA by the Copyright Clearance Center, 222 Rosewood Drive, Danvers, MA 01923. raps_5_2_Cover.indd 2 raps_5_2_Cover.indd 2 11/3/2015 12:56:50 PM 11/3/2015 12:56:50 PM http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png The Review of Asset Pricing Studies Oxford University Press

Editorial Board

The Review of Asset Pricing Studies , Volume 5 (2) – Dec 3, 2015
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Publisher
Oxford University Press
Copyright
The Author 2015. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please email: journals.permissions@oup.com.
ISSN
2045-9920
eISSN
2045-9939
DOI
10.1093/rapstu/rau015
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Abstract

Executive Editor The Review of Asset Pricing Studies is published by Oxford University Press for The Society for Financial Studies. Wayne Ferson Subscriptions. A subscription to The Review of Asset Pricing Studies comprises 2 Marshall School of Business issues. Prices include postage; for subscribers outside the Americas, issues are sent University of Southern California air freight. The Review of Asset Pricing Studies Advance Access contains Editors papers that have recently been accepted but have not yet been included within Maureen O’Hara an issue. Advance Access is updated daily. Cornell University Annual Subscription Rate (Volume 5, 2 issues, 2015) Institutional Jeffrey Pontiff Print edition and site-wide online access: £494/US$742/E742 Boston College Print edition only: £454/US$682/E682 Raman Uppal Site-wide online access only: £395/US$593/E593 EDHEC Business School Personal membership Associate Editors Print edition: £66/US$104/E104 Please note: £ rates apply in the UK and elsewhere, E in Europe, and $ in US and Kerry Back Canada. Please note that a subscription to The Review of Asset Pricing Studies includes Rice University a subscription to The Review of Financial Studies, which publishes twelve times Brad Barber a year. University of California, Davis There may be other subscription rates available; for a complete listing, please visit Pierre Collin-Dufresne www.rfs.oxfordjournals.org/subscriptions. Swiss Finance Institute Full prepayment in the correct currency is required for all orders. Orders are regarded Joel Hasbrouck as firm, and payments are not refundable. Subscriptions are accepted and entered on New York University a complete volume basis. Claims cannot be considered more than four months after Hanno Lustig publication or date of order, whichever is later. All subscriptions in Canada are Stanford Graduate School of subject to GST. Orders from the UK will be subject to a 17.5% VAT charge. For orders from elsewhere in the EU, you or your institution should account for VAT Business by way of a reverse charge. Please provide us with your or your institution’s VAT Christopher J. Malloy number. If registered, please supply details to avoid unnecessary charges. For Harvard Business School subscriptions that include online versions, a proportion of the subscription price may Albert Menkveld be subject to UK VAT. Personal rates are applicable only when a subscription is for VU University Amsterdam individual use and are not available if delivery is made to a corporate address. Stefan Nagel The current year’s issues are available from Oxford University Press. University of Michigan Contact information: Journals Customer Service Department, Oxford Univer- Stavros Panageas sity Press, Great Clarendon Street, Oxford OX2 6DP, UK. E-mail: jnls. The University of Chicago cust.serv@oxfordjournals.org. Tel: +44 (0)1865 353907. Fax: + 44 (0)1865 Kenneth Singleton 353485. In the Americas, please contact: Journals Customer Service Depart- Stanford University ment, Oxford University Press, 2001 Evans Road, Cary, NC 27513, USA. E-mail: jnlorders@oxfordjournals.org. Tel: (800) 852-7323 (toll-free in USA/ Allan Timmermann Canada) or (919) 677-0977. Fax: (919) 677-1714. In Japan, please contact: Rady School of Management, Journals Customer Service Department, Oxford Journals, Oxford University UCSD Press, Tokyo, 4-5-10-8F Shiba, Minato-ku, Tokyo 108-8386, Japan. E-mail: Jeffrey Wurgler custserv.jp@oxfordjournals.org. Tel: (03) 3813 1461. Fax: (03) 3818 1522. New York University Stern School The Review of Asset Pricing Studies (print ISSN 2045-9920; online ISSN 2045-9939) of Business is published twice a year in June and December from 2012 by Oxford University Press, 2001 Evans Road, Cary, NC 27513-2009. Please note that in 2011 only one issue of Assistant Editor The Review of Asset Pricing Studies published. Periodical Postage Paid at Cary, NC, Ardhra Ashokan and additional mailing offices. Postmaster: send address changes to The Review of Editorial Assistants Asset Pricing Studies, Journals Customer Service Department, Oxford University Wayne Chang Press, 2001 Evans Road, Cary, NC 27513-2009. University of Southern California Digital Object Identifiers. For information about dois and how to resolve them, Jan Sokolowsky please visit www.doi.org. University of Michigan Permissions. For information on how to request permissions to reproduce articles or information from this journal, please visit www.oxfordjournals.org/jnls/permissions. The Society for Financial Studies Author Self-Archiving/Public Access policy. For information about this jour- nal’s policy, please visit our Author Self-Archiving policy page: http://www. President oxfordjournals.org/access_purchase/self-archiving_policyk.html. Matthew Spiegel Advertising. Advertising, inserts and artwork enquiries should be addressed to Yale University Linda Hann, 1 Fernham Road, Shellingford, Oxfordshire, SN7 7PU, UK. Tel/Fax: Vice President +44 (0)1367 710022; E-mail: lindaj.hann@btinternet.com. Laura Starks Disclaimer. Statements of fact and opinion in the articles in The Review of University of Texas at Austin Asset Pricing Studies are those of the respective authors and contributors and not of The Review of Asset Pricing Studies or Oxford University Press. Neither Oxford Secretary/Treasurer University Press nor The Review of Asset Pricing Studies makes any representation, Craig W. Holden express or implied, in respect of the accuracy of the material in this journal Indiana University and cannot accept any legal responsibility or liability for any errors or omis- sions that may be made. The reader should make her or his own evaluation as to the appropriateness or otherwise of any experimental technique described. Copyright © 2015 The Society for Financial Studies All rights reserved; no part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise without prior written permission of the publisher or a license permitting restricted copying issued in the UK by the Copyright Licensing Agency Ltd, 90 Tottenham Court Road, London W1P 9HE, or in the USA by the Copyright Clearance Center, 222 Rosewood Drive, Danvers, MA 01923. raps_5_2_Cover.indd 2 raps_5_2_Cover.indd 2 11/3/2015 12:56:50 PM 11/3/2015 12:56:50 PM

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The Review of Asset Pricing Studies – Oxford University Press

Published: Dec 3, 2015

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