Equilibrium stock return dynamics under alternative rules of learning about hidden states

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2004

Volume: 28

Issue: 10

Pages: 1925-1954

Authors (3)

Brandt, M.W.Michael W. (not in RePEc) Zeng, Qi (not in RePEc) Zhang, Lu (Ohio State University)

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