Can Noise Create the Size and Value Effects?

B-Tier

Journal: Management Science

Year: 2015

Volume: 61

Issue: 11

Pages: 2569-2579

Authors (4)

Robert D. Arnott (not in RePEc) Jason C. Hsu (not in RePEc) Jun Liu (not in RePEc) Harry Markowitz

Score contribution per author:

0.505 = (α=2.02 / 4 authors) × 1.0x B-tier

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