In this article, the values for and in Panel A of Table 2 were incorrect and have now been amended to = 0 and = 0.02.The redundant zeros in column ** of Panel B of Table 2 have been removed.In Table 4, the numbers have now been rightaligned to the decimal point.The incorrect and correct versions of Tables 2 andTable 4 are provided below.
Chen et al. (Wed,) studied this question.