Simulating stock returns under switching regimes - A new test of market efficiency

C-Tier

Journal: Economics Letters

Year: 2007

Volume: 94

Issue: 2

Pages: 235-239

Authors (3)

Meenagh, David (Cardiff University) Minford, Patrick (not in RePEc) Peel, David (Lancaster University)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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