Time-varying persistence in expected returns

B-Tier
Journal: Journal of Banking & Finance
Year: 2001
Volume: 25
Issue: 7
Pages: 1271-1286

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Technical Details

RePEc Handle
repec:eee:jbfina:v:25:y:2001:i:7:p:1271-1286
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29