Level shifts in stock returns driven by large shocks

C-Tier
Journal: Journal of Empirical Finance
Year: 2014
Volume: 29
Issue: C
Pages: 41-51

Authors (3)

Dendramis, Yiannis (Athens University of Economics) Kapetanios, George (not in RePEc) Tzavalis, Elias (not in RePEc)

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

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Technical Details

RePEc Handle
repec:eee:empfin:v:29:y:2014:i:c:p:41-51
Journal Field
Finance
Author Count
3
Added to Database
2026-02-08