On estimating the expected return on the market : An exploratory investigation

A-Tier
Journal: Journal of Financial Economics
Year: 1980
Volume: 8
Issue: 4
Pages: 323-361

Authors (1)

Merton, Robert C. (Massachusetts Institute of Tec...)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:jfinec:v:8:y:1980:i:4:p:323-361
Journal Field
Finance
Author Count
1
Added to Database
2026-01-26