Macro variables and international stock return predictability

B-Tier

Journal: International Journal of Forecasting

Year: 2005

Volume: 21

Issue: 1

Pages: 137-166

Authors (3)

Rapach, David E. (not in RePEc) Wohar, Mark E. (University of Nebraska-Omaha) Rangvid, Jesper (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