Anticipatory effects in the FTSE 100 index revisions

C-Tier

Journal: Journal of Empirical Finance

Year: 2016

Volume: 37

Issue: C

Pages: 79-90

Authors (2)

Fernandes, Marcelo (Fundação Getúlio Vargas (FGV)) Mergulhão, João (not in RePEc)

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