Detecting long-run abnormal stock returns: The empirical power and specification of test statistics

A-Tier

Journal: Journal of Financial Economics

Year: 1997

Volume: 43

Issue: 3

Pages: 341-372

Authors (2)

Barber, Brad M. (University of California-Davis) Lyon, John D. (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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