Rational infinitely lived asset prices must be non-stationary

B-Tier
Journal: Journal of Banking & Finance
Year: 2002
Volume: 26
Issue: 6
Pages: 1093-1097

Authors (1)

Roll, Richard (University of California-Los A...)

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

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Technical Details

RePEc Handle
repec:eee:jbfina:v:26:y:2002:i:6:p:1093-1097
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29