[Elsevier] What happened to the quants in August 2007? Evidence from factors and transactions data

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journalㄩJournal of Financial Markets

AuthorsㄩAmir E. Khandani; Andrew W. Lo

Published dateㄩ2011-2-

DOIㄩ10.1016/j.finmar.2010.07.005

PDF linkㄩhttps://www.sciencedirect.com/sc ... 386418110000261/pdf

Article linkㄩhttps://doi.org/10.1016/j.finmar.2010.07.005

Article SourceㄩElsevier BV


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