Filter Rule Tests of the Economic Significance of Serial Dependencies in Daily Stock Returns

C-Tier
Journal: Journal of Financial Research
Year: 1992
Volume: 15
Issue: 4
Pages: 369-387

Authors (2)

Charles J. Corrado Suk-Hun Lee (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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

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Technical Details

RePEc Handle
repec:bla:jfnres:v:15:y:1992:i:4:p:369-387
Journal Field
Finance
Author Count
2
Added to Database
2026-02-08