Asymmetric information and stock return cross-autocorrelations

C-Tier

Journal: Economics Letters

Year: 2007

Volume: 96

Issue: 1

Pages: 14-22

Authors (2)

Bernhardt, Dan (University of Illinois at Urba...) Mahani, Reza S. (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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