Macroeconomic News, Stock Turnover, and Volatility Clustering in Daily Stock Returns

C-Tier

Journal: Journal of Financial Research

Year: 2005

Volume: 28

Issue: 2

Pages: 235-259

Authors (2)

Robert Connolly (University of Miami) Chris Stivers (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