UK stock returns and robust tests of mean variance efficiency

B-Tier

Journal: Journal of Banking & Finance

Year: 1997

Volume: 21

Issue: 5

Pages: 641-660

Authors (3)

Clare, A. D. (not in RePEc) Smith, P. N. (University of York) Thomas, S. H. (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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