Tests of rationality, neutrality and market efficiency : A Monte Carlo analysis of alternative test statistics

A-Tier

Journal: Journal of Monetary Economics

Year: 1984

Volume: 14

Issue: 3

Pages: 339-363

Authors (3)

Hoffman, Dennis L. (Arizona State University) Low, Stuart A. (not in RePEc) Schlagenhauf, Don E. (Federal Reserve Bank of St. Lo...)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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