Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions

C-Tier

Journal: Journal of Empirical Finance

Year: 2010

Volume: 17

Issue: 4

Pages: 763-782

Authors (3)

Beaulieu, Marie-Claude (not in RePEc) Dufour, Jean-Marie (McGill University) Khalaf, Lynda (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