The Coupon Effect on Term Premiums

C-Tier

Journal: Journal of Financial Research

Year: 1989

Volume: 12

Issue: 1

Pages: 15-21

Authors (3)

Robert Brooks (University of Alabama-Tuscaloo...) Haim Levy (not in RePEc) Miles Livingston (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