Spanning Analysis of Stock Market Anomalies Under Prospect Stochastic Dominance

B-Tier

Journal: Management Science

Year: 2024

Volume: 70

Issue: 9

Pages: 6002-6025

Authors (3)

Stelios Arvanitis (not in RePEc) Olivier Scaillet (not in RePEc) Nikolas Topaloglou (Athens University of Economics)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

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