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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. Annual Subscription Rate (Volume 3, 2 issues, 2013) Cornell University Institutional Jeffrey Pontiff Print edition and site-wide online access: £443/US$665/E665 Boston College Print edition only: £405/US$608/E608 Amir Yaron Site-wide online access only: £369/US$553/E553 The University of Pennsylvania Personal membership Print edition: £42/US$77/E77 Associate Editors Please note: £ rates apply in the UK and elsewhere, E in Europe, and $ in US and Gurdip Bakshi Canada. Please note that a subscription to The Review of Asset Pricing Studies includes University of Maryland 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 Lauren Cohen www.rfs.oxfordjournals.org/subscriptions. Harvard Business School Full prepayment in the correct currency is required for all orders. Orders are regarded Darrell Duffie as firm, and payments are not refundable. Subscriptions are accepted and entered on Stanford University a complete volume basis. Claims cannot be considered more than four months after Thierry Foucault publication or date of order, whichever is later. All subscriptions in Canada are HEC, Paris 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 Jonathan Lewellen by way of a reverse charge. Please provide us with your or your institution’s VAT Dartmouth College number. If registered, please supply details to avoid unnecessary charges. For Francis Longstaff subscriptions that include online versions, a proportion of the subscription price may University of California, be subject to UK VAT. Personal rates are applicable only when a subscription is for Los Angeles 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. Stanford University Contact information: Journals Customer Service Department, Oxford Univer- Kenneth Singleton sity Press, Great Clarendon Street, Oxford OX2 6DP, UK. E-mail: jnls. Stanford University cust.serv@oxfordjournals.org. Tel: +44 (0)1865 353907. Fax: + 44 (0)1865 Raman Uppal 353485. In the Americas, please contact: Journals Customer Service Depart- London Business School ment, Oxford University Press, 2001 Evans Road, Cary, NC 27513, USA. E-mail: jnlorders@oxfordjournals.org. Tel: (800) 852-7323 (toll-free in USA/ Ingrid Werner Canada) or (919) 677-0977. Fax: (919) 677-1714. In Japan, please contact: The Ohio State University Journals Customer Service Department, Oxford Journals, Oxford University Jeffrey Wurgler Press, Tokyo, 4-5-10-8F Shiba, Minato-ku, Tokyo 108-8386, Japan. E-mail: New York University Stern School custserv.jp@oxfordjournals.org. Tel: (03) 3813 1461. Fax: (03) 3818 1522. of Business The Review of Asset Pricing Studies (print ISSN 2045-9920; online ISSN 2045-9939) Assistant Editor is published twice a year in June and December from 2012 by Oxford University Press, Ashy Kooliyat 2001 Evans Road, Cary, NC 27513-2009. Please note that in 2011 only one issue of The Review of Asset Pricing Studies published. Periodical Postage Paid at Cary, NC, Editorial Assistants and additional mailing offices. Postmaster: send address changes to The Review of Jan Sokolowsky Asset Pricing Studies, Journals Customer Service Department, Oxford University University of Michigan Press, 2001 Evans Road, Cary, NC 27513-2009. Zhishan Guo Digital Object Identifiers. For information about dois and how to resolve them, University of Southern California please visit www.doi.org. Permissions. For information on how to request permissions to reproduce articles or The Society for Financial Studies information from this journal, please visit www.oxfordjournals.org/jnls/permissions. President Author Self-Archiving/Public Access policy. For information about this jour- nal’s policy, please visit our Author Self-Archiving policy page: http://www. Richard C. Green oxfordjournals.org/access_purchase/self-archiving_policyk.html. Carnegie Mellon University Advertising. Advertising, inserts and artwork enquiries should be addressed to Vice President Linda Hann, 1 Fernham Road, Shellingford, Oxfordshire, SN7 7PU, UK. Tel/Fax: Matthew Spiegel +44 (0)1367 710022; E-mail: lindaj.hann@btinternet.com. Yale University Disclaimer. Statements of fact and opinion in the articles in The Review of Asset Pricing Studies are those of the respective authors and contributors and not Secretary/Treasurer of The Review of Asset Pricing Studies or Oxford University Press. Neither Oxford Craig W. Holden University Press nor The Review of Asset Pricing Studies makes any representation, Indiana University express or implied, in respect of the accuracy of the material in this journal 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 © 2013 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. r raps_3_2_Cover.indd 2 aps_3_2_Cover.indd 2 0 08-11-2013 17:57:16 8-11-2013 17:57:16 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 3 (2) – Dec 11, 2013
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Publisher
Oxford University Press
Copyright
The Author 2013. 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/ras021
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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. Annual Subscription Rate (Volume 3, 2 issues, 2013) Cornell University Institutional Jeffrey Pontiff Print edition and site-wide online access: £443/US$665/E665 Boston College Print edition only: £405/US$608/E608 Amir Yaron Site-wide online access only: £369/US$553/E553 The University of Pennsylvania Personal membership Print edition: £42/US$77/E77 Associate Editors Please note: £ rates apply in the UK and elsewhere, E in Europe, and $ in US and Gurdip Bakshi Canada. Please note that a subscription to The Review of Asset Pricing Studies includes University of Maryland 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 Lauren Cohen www.rfs.oxfordjournals.org/subscriptions. Harvard Business School Full prepayment in the correct currency is required for all orders. Orders are regarded Darrell Duffie as firm, and payments are not refundable. Subscriptions are accepted and entered on Stanford University a complete volume basis. Claims cannot be considered more than four months after Thierry Foucault publication or date of order, whichever is later. All subscriptions in Canada are HEC, Paris 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 Jonathan Lewellen by way of a reverse charge. Please provide us with your or your institution’s VAT Dartmouth College number. If registered, please supply details to avoid unnecessary charges. For Francis Longstaff subscriptions that include online versions, a proportion of the subscription price may University of California, be subject to UK VAT. Personal rates are applicable only when a subscription is for Los Angeles 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. Stanford University Contact information: Journals Customer Service Department, Oxford Univer- Kenneth Singleton sity Press, Great Clarendon Street, Oxford OX2 6DP, UK. E-mail: jnls. Stanford University cust.serv@oxfordjournals.org. Tel: +44 (0)1865 353907. Fax: + 44 (0)1865 Raman Uppal 353485. In the Americas, please contact: Journals Customer Service Depart- London Business School ment, Oxford University Press, 2001 Evans Road, Cary, NC 27513, USA. E-mail: jnlorders@oxfordjournals.org. Tel: (800) 852-7323 (toll-free in USA/ Ingrid Werner Canada) or (919) 677-0977. Fax: (919) 677-1714. In Japan, please contact: The Ohio State University Journals Customer Service Department, Oxford Journals, Oxford University Jeffrey Wurgler Press, Tokyo, 4-5-10-8F Shiba, Minato-ku, Tokyo 108-8386, Japan. E-mail: New York University Stern School custserv.jp@oxfordjournals.org. Tel: (03) 3813 1461. Fax: (03) 3818 1522. of Business The Review of Asset Pricing Studies (print ISSN 2045-9920; online ISSN 2045-9939) Assistant Editor is published twice a year in June and December from 2012 by Oxford University Press, Ashy Kooliyat 2001 Evans Road, Cary, NC 27513-2009. Please note that in 2011 only one issue of The Review of Asset Pricing Studies published. Periodical Postage Paid at Cary, NC, Editorial Assistants and additional mailing offices. Postmaster: send address changes to The Review of Jan Sokolowsky Asset Pricing Studies, Journals Customer Service Department, Oxford University University of Michigan Press, 2001 Evans Road, Cary, NC 27513-2009. Zhishan Guo Digital Object Identifiers. For information about dois and how to resolve them, University of Southern California please visit www.doi.org. Permissions. For information on how to request permissions to reproduce articles or The Society for Financial Studies information from this journal, please visit www.oxfordjournals.org/jnls/permissions. President Author Self-Archiving/Public Access policy. For information about this jour- nal’s policy, please visit our Author Self-Archiving policy page: http://www. Richard C. Green oxfordjournals.org/access_purchase/self-archiving_policyk.html. Carnegie Mellon University Advertising. Advertising, inserts and artwork enquiries should be addressed to Vice President Linda Hann, 1 Fernham Road, Shellingford, Oxfordshire, SN7 7PU, UK. Tel/Fax: Matthew Spiegel +44 (0)1367 710022; E-mail: lindaj.hann@btinternet.com. Yale University Disclaimer. Statements of fact and opinion in the articles in The Review of Asset Pricing Studies are those of the respective authors and contributors and not Secretary/Treasurer of The Review of Asset Pricing Studies or Oxford University Press. Neither Oxford Craig W. Holden University Press nor The Review of Asset Pricing Studies makes any representation, Indiana University express or implied, in respect of the accuracy of the material in this journal 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 © 2013 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. r raps_3_2_Cover.indd 2 aps_3_2_Cover.indd 2 0 08-11-2013 17:57:16 8-11-2013 17:57:16

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