A Bayesian analysis of a variance decomposition for stock returns

C-Tier

Journal: Journal of Empirical Finance

Year: 2003

Volume: 10

Issue: 5

Pages: 583-601

Authors (3)

Hollifield, Burton (not in RePEc) Koop, Gary (University of Strathclyde) Li, Kai (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