A strategy experiment in dynamic asset pricing

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2005

Volume: 29

Issue: 4

Pages: 823-843

Authors (4)

Hommes, Cars (Bank of Canada) Sonnemans, Joep (Universiteit van Amsterdam) Tuinstra, Jan (Universiteit van Amsterdam) van de Velden, Henk (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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