The Determinants of Conditional Autocorrelation in Stock Returns

C-Tier
Journal: Journal of Financial Research
Year: 2003
Volume: 26
Issue: 2
Pages: 259-274

Authors (2)

Michael D. McKenzie (not in RePEc) Robert W. Faff (University of Queensland)

Score contribution per author:

0.505 = (α=2.02 / 2 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:jfnres:v:26:y:2003:i:2:p:259-274
Journal Field
Finance
Author Count
2
Added to Database
2026-02-17