Discussion of "Momentum and Autocorrelation in Stock Returns"

A-Tier

Journal: The Review of Financial Studies

Year: 2002

Volume: 15

Issue: 2

Pages: 565-574

Authors (2)

Joseph Chen (not in RePEc) Harrison Hong

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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