Event-study methodology under conditions of event-induced variance

A-Tier

Journal: Journal of Financial Economics

Year: 1991

Volume: 30

Issue: 2

Pages: 253-272

Authors (3)

Boehmer, Ekkehart (Groupe EDHEC (École de Hautes ...) Masumeci, Jim (not in RePEc) Poulsen, Annette B. (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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