Affiliation: | 1. Department of Finance, Vrije Universiteit Amsterdam and Tinbergen Institute, 1081 MS Amsterdam, The Netherlands (a.opschoor@vu.nl);2. UBS Asset Management, Zürich, Switzerland (pawel.janus@ubs.com);3. Department of Finance, Vrije Universiteit Amsterdam and Tinbergen Institute, 1081 MS Amsterdam, The Netherlands (a.lucas@vu.nl);4. Erasmus School of Economics, Erasmus University Rotterdam and Tinbergen Institute, 3062 PA Rotterdam, The Netherlands (djvandijk@ese.eur.nl) |