Stationarity of Market Risk: Random Coefficients Tests for Individual Stocks.

A-Tier
Journal: Journal of Finance
Year: 1980
Volume: 35
Issue: 4
Pages: 883-96

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Technical Details

RePEc Handle
repec:bla:jfinan:v:35:y:1980:i:4:p:883-96
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29