Subperiod aggregation and the power of multivariate tests of portfolio efficiency

A-Tier

Journal: Journal of Financial Economics

Year: 1987

Volume: 19

Issue: 2

Pages: 389-394

Authors (2)

Gibbons, Michael R. (not in RePEc) Shanken, Jay (National Bureau of Economic Re...)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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