Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly

B-Tier

Journal: Journal of International Money and Finance

Year: 2005

Volume: 24

Issue: 8

Pages: 1226-1236

Authors (4)

Chong, Ryan (not in RePEc) Hudson, Robert (University of Hull) Keasey, Kevin (not in RePEc) Littler, Kevin (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