Stock return autocorrelations revisited: A quantile regression approach

C-Tier

Journal: Journal of Empirical Finance

Year: 2012

Volume: 19

Issue: 2

Pages: 254-265

Authors (3)

Baur, Dirk G. (not in RePEc) Dimpfl, Thomas (Universität Hohenheim) Jung, Robert C. (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