Systematic risk over various frequency bands: An empirical analysis of returns on size-ranked portfolios

C-Tier
Journal: Economics Letters
Year: 1995
Volume: 49
Issue: 1
Pages: 77-83

Authors (2)

Lee, Kiseok (not in RePEc) Ni, Shawn (University of Missouri)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

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Technical Details

RePEc Handle
repec:eee:ecolet:v:49:y:1995:i:1:p:77-83
Journal Field
General
Author Count
2
Added to Database
2026-01-26