Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition

C-Tier
Journal: Journal of Empirical Finance
Year: 2022
Volume: 65
Issue: C
Pages: 24-50

Authors (3)

Adcock, Christopher (not in RePEc) Bessler, Wolfgang (not in RePEc) Conlon, Thomas (University College Dublin)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:empfin:v:65:y:2022:i:c:p:24-50
Journal Field
Finance
Author Count
3
Added to Database
2026-02-08