The power and size of mean reversion tests

C-Tier
Journal: Journal of Empirical Finance
Year: 2001
Volume: 8
Issue: 5
Pages: 493-535

Authors (1)

Daniel, Kent (Columbia University)

Score contribution per author:

1.009 = (α=2.02 / 1 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:eee:empfin:v:8:y:2001:i:5:p:493-535
Journal Field
Finance
Author Count
1
Added to Database
2026-02-08