Could Dynamic Beta Measures Enhance Performance of Capital‐asset‐pricing Model on Fitting Stock Returns? a Reality Test

C-Tier
Journal: The Manchester School
Year: 2011
Volume: 79
Issue: 3
Pages: 349-366

Authors (1)

MING‐YUAN LEON LI (University of Waikato)

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:bla:manchs:v:79:y:2011:i:3:p:349-366
Journal Field
General
Author Count
1
Added to Database
2026-02-08