NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

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Gary B. Gorton, Andrew Metrick

NBER Working Paper No. 15273
Issued in August 2009

---- Acknowledgements -----

Thanks to the many anonymous traders and capital markets participants willing to share their data and their suggestions. Also, thanks to Roger Ibbotson for comments. We also thank Lei Xie for research assistance. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

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