Complexity and the Character of Stock Returns: Empirical Evidence and a Model of Asset Prices Based on Complex Investor Learning

B-Tier

Journal: Management Science

Year: 2007

Volume: 53

Issue: 7

Pages: 1165-1180

Authors (2)

Scott C. Linn (Univesity of Oklahoma Price Co...) Nicholas S. P. Tay (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count