Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data

C-Tier
Journal: Journal of Empirical Finance
Year: 2011
Volume: 18
Issue: 5
Pages: 868-879

Authors (3)

Kim, Jae H. Shamsuddin, Abul (not in RePEc) Lim, Kian-Ping (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:18:y:2011:i:5:p:868-879
Journal Field
Finance
Author Count
3
Added to Database
2026-02-08