A generalization of the non-parametric Henriksson-Merton test of market timing

C-Tier
Journal: Economics Letters
Year: 1994
Volume: 44
Issue: 1-2
Pages: 1-7

Authors (2)

Pesaran, M. Hashem (University of Cambridge) Timmermann, Allan G. (University of California-San D...)

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:44:y:1994:i:1-2:p:1-7
Journal Field
General
Author Count
2
Added to Database
2026-01-29