Information content and other characteristics of the daily cross-sectional dispersion in stock returns

C-Tier

Journal: Journal of Empirical Finance

Year: 2006

Volume: 13

Issue: 1

Pages: 79-112

Authors (2)

Connolly, Robert (University of Miami) Stivers, Chris (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