Tests of stability for variances and means of overnight/intraday returns during bull and bear markets

B-Tier

Journal: Journal of Banking & Finance

Year: 1990

Volume: 14

Issue: 6

Pages: 1243-1253

Authors (2)

Lockwood, Larry J. (not in RePEc) McInish, Thomas H. (University of Pittsburgh)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count